Pre-Market IV Report February 10, 2026

Pre-Market IV Report February 10, 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: ASAN QURE HIMS RBRK CWAN PATH DOCU ADBE GENI VEEV BKNG ULTA DBRG CFLT TECX ASST KD KPTI QURE HIMS GRRR WTW TYRA IBRX ICHR PATH AON OBE ITUB AJG VAL TNET ULTA

Stocks expected to have increasing option volume: KO PEP LYFT GILD BP CVS SPOT MAR RACE HOOD NET F AIG FISV CSCO HAS Z ZBH ON GBH HOG INCY GT CCO CB TRV FROG ALL AON AJG BRO MRSH WTW RYAN WTW CCO

Insurance options movement

Travelers (TRV) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 54. Call put ratio 1 call to 73 puts.

Aon plc (AON) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 41. Call put ratio 1 call to 3.8 puts.

Arthur J. Gallagher (AJG) 30-day option implied volatility is at 37; compared to its 52-week range of 19 to 42. Call put ratio 1 call to 2 puts.

Chubb Corp. (CB) 30-day option implied volatility is at 20; compared to its 52-week range of 14 to 44. Call put ratio 1 call to 3.9 puts.

WTW (WTW) 30-day option implied volatility is at 34; compared to its 52-week range of 17 to 43. Call put ratio 1 call to 1.4 puts amid price movement.

Ryan Specialty Group (RYAN) 30-day option implied volatility is at 48; compared to its 52-week range of 20 to 51. Call put ratio 2.3 calls to 1 put amid price movement.

Brown & Brown (BRO) 30-day option implied volatility is at 29; compared to its 52-week range of 17 to 40. Call put ratio 1 call to 6.4 put amid price movement.

Marsh (MRSH) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 38. Call put ratio 1 call to 1.9 puts amid price movement.

Allstate (ALL) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 50. Call put ratio 1 call to 1.1 put.

JFrog Ltd. (FROG) 30-day option implied volatility is at 97; compared to its 52-week range of 34 to 96 with a focus on 6K contracts of March 60 calls as share price up 7%.

Straddle prices into quarter results

Robinhood (HOOD) February 13 weekly 87 straddle priced for a move of 11%. all put ratio 2.1 calls to 1 put into the expected release of quarter results today after the bell.

Cisco Systems (CSCO) February 13 weekly 87 straddle priced for a move of 7%. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on February 11.

McDonald’s (MCD) February 13 weekly 325 straddle priced for a move of 3.5%. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on February 11.

T-Mobile (TMUS) February 13 weekly 197.50 straddle priced for a move of 7%. Call put ratio 2.3 calls to 1 put into the expected release of quarter results before the bell on February 11.

Shopify (SHOP) February 13 weekly 118 straddle priced for a move of 9.5%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on February 11.

AppLovin (APP) February 13 weekly 460 straddle priced for a move of 15%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on February 11.

Movers

Clear Channel Outdoor Holdings (CCO) 30-day option implied volatility is at 110; compared to its 52-week range of 56 to 168. Call put ratio 77 call to 1 put into acquired by Mubadala Capital, TWG Global for $6.2B.

Ingersoll-Rand (IR) 30-day option implied volatility is at 39; compared to its 52-week range of 23 to 63 with a focus on 1600 contracts of February 100 calls.

Waters Corp. (WAT) 30-day option implied volatility is at 35; compared to its 52-week range of 26 to 55. Call put ratio 1 calls to 2.9 puts with a focus on ATM February puts.

Revolution Medicines (RVMD) 30-day option implied volatility is at 59; compared to its 52-week range of 40 to 81 with focus on a spreader of April 80, June 50 and June 80 puts.

Barclays plc (BCS) 30-day option implied volatility is at 41; compared to its 52-week range of 24 to 74. Call put ratio 1 calls to 1 put on active option volume of 8600 contracts.

Rumble (RUM) 30-day option implied volatility is at 72; compared to its 52-week range of 58 to 104 with a focus on 8800 contracts of February 7 calls as share price up 9%.

Options with decreasing option implied volatility: FMC BOIL AMSC KOLD PTIR WOLF SYM ASST SNAP AMZU ALGN RBLX CMG CPRI FTNT MOH
Increasing unusual option volume: STT XLC KD CNK TRV IGV SCCO HITI BAM
Increasing unusual call option volume: STT IGV SCCO CNK KD HITI GT UMC VAL HAS
Increasing unusual put option volume: XLC STNE RVMD BAM UPWK EXE MNDY FND VZLA RIG
Popular stocks with increasing option volume: PLTR MSTR ORCL INTC AVGO SOFI MU NFLX HOOD
Active options: NVDA TSLA AMZN AAPL MSFT PLTR META AMD GOOGL HIMS MSTR ORCL INTC AVGO SOFI MU NFLX IREN HOOD RIG
Global S&P Futures mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $64.40, natural gas down 1%, gold at $5068