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Daily IV Report

Pre-Market IV Report April 6, 2026

Pre-Market IV Report April 6, 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: CAR BKLN WBD MSTX […]

By Market Rebellion · April 5, 2026
Pre-Market IV Report April 6, 2026

Pre-Market IV Report April 6, 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: CAR BKLN WBD MSTX VITL CAR PRGO SBAC GLL KODK W RIVN ERY CWAN PZZA GOOS EWJ EWA EMB

Stocks expected to have increasing option volume: USO GDX GLD SLV FCX AA SCCO CVX XOM PBR NVDA AAPL TSLA META GOOGL GOOG MSFT ORCL SPY QQQ RUT IWM

Movement

United States Oil Fund (USO) 30-day option implied volatility is at 93; compared to its 52-week range of 26 to 129. Call put ratio 1 call to 1.1 puts.

iShares Silver Trust (SLV) 30-day option implied volatility is at 65; compared to its 52-week range of 22 to 111. Call put ratio 1.6 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 57; compared to its 52-week range of 29 to 60. Call put ratio 2.4 calls to 1 put.

SPDR Gold Trust (GLD) 30-day option implied volatility is at 35; compared to its 52-week range of 14 to 44. Call put ratio 1.4 calls to 1 put.

Alcoa (AA) 30-day option implied volatility is at 70; compared to its 52-week range of 43 to 100. Call put ratio 1.5 calls to 1 put.

Century Aluminum Co (CENX) 30-day option implied volatility is at 80; compared to its 52-week range of 50 to 101. Call put ratio 1.4 calls to 1 put.

Petrobras (PBR) 30-day option implied volatility is at 40; compared to its 52-week range of 21 to 57. Call put ratio 3.3 calls to 1 put with a focus on 10K contracts of May 22 calls.

SBA Communications (SBAC) 30-day option implied volatility is at 44; compared to its 52-week range of 21 to 43. Call put ratio 16.8 calls to 1 put with a focus on April 175 calls as share price up.

GlobalStar (GSAT) 30-day option implied volatility is at 71; compared to its 52-week range of 46 to 105. Call put ratio 4.4 calls to 1 put with a focus on April 80, May 80 and May 90 calls.

Blue Owl Capital (OWL) 30-day option implied volatility is at 58; compared to its 52-week range of 31 to 79. Call put ratio 1 call to 3.2 puts with a focus on 15K contracts of June 8 puts.

Apollo Global Management (APO) 30-day option implied volatility is at 47; compared to its 52-week range of 26 to 86. Call put ratio 1 call to 1.6 puts.

KKR & Co. (KKR) 30-day option implied volatility is at 51; compared to its 52-week range of 29 to 89. Call put ratio 1 call to 4.1 puts.

Blackstone (BX) 30-day option implied volatility is at 48; compared to its 52-week range of 26 to 77. Call put ratio 1.2 calls to 1 put.

Carlyle Group (CG) 30-day option implied volatility is at 50; compared to its 52-week range of 32 to 90. Call put ratio 1 call to 1.5 puts.

Ares Management (ARES) 30-day option implied volatility is at 57; compared to its 52-week range of 27 to 77. Call put ratio 1 call to 1.4 puts.

TPG (TPG) 30-day option implied volatility is at 51; compared to its 52-week range of 29 to 77. Call put ratio 1 call to 10.9 puts with a focus on November 35 puts.

BlackRock (BLK) 30-day option implied volatility is at 37; compared to its 52-week range of 18 to 52. Call put ratio 1 call to 1.1 puts.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 23; compared to its 52-week range of 13 to 49. Call put ratio 1 call to 1.8 puts.

Strategy (MSTR) 30-day option implied volatility is at 74; compared to its 52-week range of 44 to 127. Call put ratio 1.4 calls to 1 put as Bitcoin near $67K.

Fifth Third Bancorp (FITB) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 64. Call put ratio 1 call to 1 put with a focus on a spreader of June 42 puts and June 50 calls.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 113; compared to its 52-week range of 84 to 164. Call put ratio 10.9 calls to 1 put with a focus on 11K contracts of May 3.5 calls trading.

Regions Financial (RF) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 65 with a focus on 5K contracts of April 25 puts.

Vital Farms (VITL) 30-day option implied volatility is at 100; compared to its 52-week range of 36 to 82 with a focus on 7K contracts of May 15 puts.

Estee Lauder (EL) 30-day option implied volatility is at 70; compared to its 52-week range of 30 to 101. Call put ratio 2 call to 1 put.

e.l.f. Beauty, Inc. (ELF) 30-day option implied volatility is at 66; compared to its 52-week range of 46 to 104. Call put ratio 1.3 calls to 1 put.

Coty (COTY) 30-day option implied volatility is at 71; compared to its 52-week range of 37 to 103. Call put ratio 4.8 calls to 1 put with a focus on November 3 calls.

Oklo Inc (OKLO) 30-day option implied volatility is at 85; compared to its 52-week range of 77 to 141. Call put ratio 1 call to 1.3 puts.

IREN Limited (IREN) 30-day option implied volatility is at 97; compared to its 52-week range of 75 to 141. Call put ratio 1.5 calls to 1 put.

Sweetgreen (SG) 30-day option implied volatility is at 82; compared to its 52-week range of 63 to 118. Call put ratio 91 calls to 1 put with a focus on 20K contracts of January 5 and 10 calls.

Rigetti Computing (RGTI) 30-day option implied volatility is at 87; compared to its 52-week range of 74 to 165. Call put ratio 1 call to 1.2 puts.

Quantum Computing Inc (QUBT) 30-day option implied volatility is at 81; compared to its 52-week range of 76 to 151. Call put ratio 1 call to 1.2 puts.

D-Wave Quantum (QBTS) 30-day option implied volatility is at 85; compared to its 52-week range of 76 to 170. Call put ratio 2.2 calls to 1 put.

Straddle prices into quarter results and outlook

Levi (LEVI) April 10 weekly 19 straddle is priced for a move of 11% into the expected release of quarter results on April 7.
Options with decreasing option implied volatility: RILY LW WVE RH NKE TMF CAG TLT HYG IEF
Increasing unusual option volume: VFS CORN CODI BIZD CWAN REPL
Increasing unusual call option volume: CODI PRMB SCO TERN REPL AIRS INO UNIT
Increasing unusual put option volume: BIZD CWAN SYF TEL SIDU EWG AMKR IYR
Popular stocks with increasing option volume: INTC MU NKE MSTR NFLX PLTR SMCI HOOD SNDK
Active options: TSLA NVDA INTC MU AAPL AMD NKE META MSTR AMZN NFLX MARA PLTR MSFT GOOGL SMCI HOOD NOK SNDK
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $112, natural gas mixed, gold at $4702