Pre-Market IV Report April 30, 2026

Pre-Market IV Report April 30, 2026

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information

Options with increasing option implied volatility: SMMT ANF GAP AES FCEL MXL PRCT INTC INTT NOK TBCH GAP CANE XENE ASC ERIC HYD

Stocks expected to have increasing option volume: GOOGL GOOG MSFT AMZN META KLAC QCOM STX EQIX CVNA ORLY F EBAY CMG ALGN CAKE TDOC MAT QCOM AAPL LLY MA CAT MRK BMY MO CI RCL LHX CAH HSY FTV THC H TXT W TAP SIRI CROX CHKP WCC COP SNDK AMGN BMY COP MO TT SO RCL XOM CVX CL EL ARES MGM MORN

Movers

United States Oil Fund (USO) 30-day option implied volatility is at 76; compared to its 52-week range of 26 to 129. Call put ratio 1.1 calls to 1 put as WTI crude oil trends higher.

Seagate Technology (STX) 30-day call option implied volatility is at 79; compared to its 52-week range of 31 to 87. Call put ratio 1 call to 1 put on 70K contracts amid sharp rally after quarter results.

Western Digital (WDC) 30-day option implied volatility is at 91; compared to its 52-week range of 33 to 93. Call put ratio 1 call to 1 put amid wide price movement.

Sandisk (SNDK) 30-day option implied volatility is at 114; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1.3 puts into quarter results.

Micron Technology (MU) 30-day option implied volatility is at 76; compared to its 52-week range of 38 to 86. Call put ratio 1.2 calls to 1 put amid wide price movement.

PayPal (PYPL) 30-day option implied volatility is at 53; compared to its 52-week range of 27 to 56. Call put ratio 4.7 calls to 1 put with a focus on May 1 weekly calls as share price up 2.2%.

Straddle prices into quarter results

Apple (AAPL) May 1 weekly 270 straddle is priced for a move of 4%. Call put ratio 1.8 calls to 1 put with a focus on May 1 weekly calls into the expected release of quarter results today after the bell.

Eli Lilly & Co. (LLY) May 1 weekly 850 straddle is priced for a move of 7%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today before the bell.

Sandisk (SNDK) May 1 weekly 1065 straddle is priced for a move of 12.5%. Call put ratio 1 call to 1.3 puts with a focus on May 1 weekly calls into the expected release of quarter results today after the bell.

Amgen (AMGN) May 1 weekly 337.50 straddle is priced for a move of %. Call put ratio 1.5 calls to 1 put with a focus on May 365 calls into the expected release of quarter results after the bell on April 30.

ExxonMobil (XOM) May 1 weekly 155 straddle is priced for a move of 3%. Call put ratio 2.8 calls to 1 put with a focus on 1200 contracts of September 1200 puts into the expected release of quarter results before the bell on May 1.

Chevron (CVX) May 1 weekly 192 straddle is priced for a move of 3.5%. Call put ratio 1.8 calls to 1 put with a focus on May calls into the expected release of quarter results before the bell on May 1.

Colgate-Palmolive (CL) May 1 weekly 292 straddle is priced for a move of 7%. Call put ratio 1 call to 2.1 puts into the expected release of quarter results before the bell on May 1.

Estee Lauder (EL) May 1 weekly 76 straddle is priced for a move of 12.5%. Call put ratio 2.1 calls to 1 put with focus on May 85 calls into the expected release of quarter results before the bell on May 1.

Ares Management (ARES) May 1 weekly 110 straddle is priced for a move of 6.5%. Call put ratio 3.3 calls to 1 put with a focus on June 120 and 130 calls into the expected release of quarter results before the bell on May 1.

Moderna (MRNA) May 1 weekly 46 straddle is priced for a move of 10%. Call put ratio 1 calls to 1 put with a focus on June options into the expected release of quarter results before the bell on May 1.

Movement

Silicon Motion Technology (SIMO) 30-day option implied volatility is at 77; compared to its 52-week range of 37 to 93. Call put ratio 8.9 call to 1 put with a focus on a spreader of 1K contracts of May 200 and 220 calls.

NXP Semiconductors (NXPI) 30-day option implied volatility is at 49; compared to its 52-week range of 32 to 52. Call put ratio 1.3 calls to 1 put as share price up 25%.

PBF Energy (PBF) 30-day option implied volatility is at 79; compared to its 52-week range of 55 to 89 with a focus on spreader of 15K contracts of May 43 and 45 calls as share price up 3%.

Teradyne (TER) 30-day option implied volatility is at 69; compared to its 52-week range of 35 to 87. Call put ratio 1.4 calls to 1 put on 23K contracts as share price down 18.6%.

Floor & Decor Holdings (FND) 30-day option implied volatility is at 70; compared to its 52-week range of 40 to 70 with a focus on a spreader of 26685 contracts of June 47.50 and October 42.50 puts.

Nektar Therapeutics (NKTR) 30-day option implied volatility is at 62; compared to its 52-week range of 46 to 402. Call put ratio 1 call to 3.8 puts with a focus on May puts.

Options with decreasing option implied volatility: CAR OGN TLRY ENPH COUR LMND PENN FICO CZR TXN CNC NOW SAP HUM IBM URI UPS LVS WU VZ CMCSA KMB
Increasing unusual option volume: FND GEHC PRMB CAR REI AVTX ICLN
Increasing unusual call option volume: GEHC PRMB HLT REI GH SIMO IMPP VSAT CVI
Increasing unusual put option volume: PRMB GEHC CAR UPWK HUN POET SATL VIAV
Popular stocks with increasing option volume: INTC SOFI HOOD NOK PLTR MU NFLX MSTR
Active options: TSLA NVDA INTC AMZN SOFI AAPL HOOD MSFT NOK AMD PLTR POET MU GOOGL META NFLX MSTR MARA ONDS GOOG
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $108.28, natural gas mixed, gold at $4601