Pre-Market IV Report April 8, 2026

Pre-Market IV Report April 8, 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: HTZ CAR VITL DUOL ABVX KVUE AXGN CGON NKTR WWW PSKY QID TPR NANOS GME TRIN UBS SR ARLP KDP

Stocks expected to have increasing option volume: DAL UAL AAL LUV JBLU NCLH RCL CCL VIK LEVI

United States Oil Fund (USO) 30-day option implied volatility is at 101; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 1 puts with a focus on 9400 contracts of May 110 puts into WTI Crude oil down 15%.

Travel stocks option IV into WTI Crude lower and Delta quarter results

Delta Air Lines (DAL) 30-day option implied volatility is at 53; compared to its 52-week range of 34 to 89. Call put ratio 3.4 calls to 1 puts into quarter results.

American Airlines (AAL) 30-day option implied volatility is at 65; compared to its 52-week range of 37 to 95. Call put ratio 1 call to 1.8 puts.

Frontier Group (ULCC) 30-day option implied volatility is at 93; compared to its 52-week range of 66 to 127. Call put ratio 1 call to 13.6 puts with a focus on a spreader of July 2 and 3 puts.

Southwest (LUV) 30-day option implied volatility is at 38; compared to its 52-week range of 29 to 74. Call put ratio 1.2 calls to 1 puts.

United Airlines (UAL) 30-day option implied volatility is at 69; compared to its 52-week range of 39 to 105. Call put ratio 1.6 calls to 1 put.

JetBlue Airways (JBLU) 30-day option implied volatility is at 78; compared to its 52-week range of 52 to 114. Call put ratio 1 call to 1.5 puts.

Alaska Air Group (ALK) 30-day option implied volatility is at 71; compared to its 52-week range of 39 to 89. Call put ratio 1.9 calls to 1 put.

Carnival Corp. (CCL) 30-day option implied volatility is at 60; compared to its 52-week range of 33 to 88. Call put ratio 1 call to 1.3 puts.

Royal Caribbean (RCL) 30-day option implied volatility is at 63; compared to its 52-week range of 32 to 80. Call put ratio 1 call to 1 put.

Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 70; compared to its 52-week range of 38 to 101. Call put ratio 1.2 calls to 1 put.

Viking (VIK) 30-day option implied volatility is at 50; compared to its 52-week range of 29 to 74. Call put ratio 1.2 calls to 1 put.

Movers

Broadcom (AVGO) 30-day option implied volatility is at 47; compared to its 52-week range of 35 to 74. Call put ratio 1.7 calls to 1 put.

Arm Holdings (ARM) 30-day option implied volatility is at 69; compared to its 52-week range of 42 to 99. Call put ratio 1.3 call to 1 put.

Kimberly-Clark (KMB) 30-day option implied volatility is at 34; compared to its 52-week range of 17 to call put ratio 1 call to 2.6 puts with a focus on a spreader of 1250 contracts of April 10 weekly 93 and 95 puts.

Wingstop (WING) 30-day option implied volatility is at 88; compared to its 52-week range of 35 to 105. Call put ratio 4.3 calls to 1 put with a focus on May 175 calls.

Hertz Global (HTZ) 30-day option implied volatility is at 126; compared to its 52-week range of 68 to 227. Call put ratio 11.9 calls to 1 put with a focus April 6 and May 7.5 calls.

PulteGroup (PHM) 30-day option implied volatility is at 44; compared to its 52-week range of 30 to 59 with a focus on April puts.

Burlington Stores (BURL) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 63 with a focus on May 8 weekly 275 puts.

Spire (SR) 30-day option implied volatility is at 25; compared to its 52-week range of 14 to 36 with a focus on 4300 contracts of April 100 calls.

Virtu Financial (VIRT) 30-day option implied volatility is at 36; compared to its 52-week range of 27 to 68 with a focus on 2K contracts of September 55 calls.

Coursera Inc. (COUR) 30-day option implied volatility is at 73; compared to its 52-week range of 40 to 82 with a focus on 1K contracts of May 6 and 3K contracts of May 8 calls.

Straddle prices into quarter results and outlook

Constellation Brands (STZ) April 10 weekly 155 straddle is priced for a move of 5.5%. Call put ratio 2.6 calls to 1 put into the expected release of quarter results after the bell on April 8.

Applied Digital (APLD) April 10 weekly 25 straddle is priced for a move of 14%. Call put ratio 2.5 calls to 1 put into the expected release of quarter results after the bell on April 8.

Options with decreasing option implied volatility: LW RILY HUM RH NKE UNH CAG SYY HYG IEF LQD
Increasing unusual option volume: TERN TIGO CORN IDYA IVZ SLNO PTEN
Increasing unusual call option volume: TERN IVZ PTEN HTZ PRGO CAR SCO SLNO
Increasing unusual put option volume: SLNO HTZ PSKY SIDU CYTK CAR SCO TSCO LEVI
Popular stocks with increasing option volume: INTC MU AVGO PSKY PLTR UNH DAL MSTR NKE SOFI AAL
Active options: TSLA NVDA AAPL INTC AMZN MU AVGO AMD PSKY GOOGL META PLTR MSFT UNH DAL MSTR NKE NFLX SOFI AAL
Global S&P Futures up in premarket, Nikkei up 5.3%, DAX up 3%, WTI Crude oil recently at $95.55, natural gas down 5.3%, gold at $4839