Pre-Market IV Report February 11, 2026

Pre-Market IV Report February 11, 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: CWAN ASAN GENI PATH ULTA DBRG WOLF ASST GRFS AMSC AVTR AMP RJF GFS HPP LPLA SCHW STT DOC WFC BAC JEPI

Stocks expected to have increasing option volume: GILD HOOD NET EW ZG Z LYFT FRSH MCD TMUS SHOP HLT KHC THC U BWA ULCC HUM THC BWA ULC VRT SN APP NTES BROS GTLB UPST F RILY ANGI RPD MAT

Straddle prices into quarter results

Cisco Systems (CSCO) February 13 weekly 86 straddle priced for a move of 7%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell.

AppLovin (APP) February 13 weekly 472 straddle priced for a move of 15%. Call put ratio 2.2 calls to 1 put into the expected release of quarter results today after the bell.

Pinterest (PINS) February 13 weekly 21 straddle priced for a move of 12%. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on February 12.

Applied Materials (AMAT) February 13 weekly 330 straddle priced for a move of 7%. Call put ratio 1 call to 1.7 puts into the expected release of quarter results after the bell on February 12.

Arista Networks (ANET) February 13 weekly 144 straddle priced for a move of 10.5%. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on February 12.

Airbnb (ABNB) February 13 weekly 120 straddle priced for a move of 8%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on February 12.

Coinbase (COIN) February 13 weekly 162.50 straddle priced for a move of 9.5%. Call put ratio 1 call to 1.7 puts into the expected release of quarter results after the bell on February 12.

Moderna (MRNA) February 13 weekly 42 straddle priced for a move of 9.5%. Call put ratio 4.3 calls to 1 put into the expected release of quarter results before the bell on February 13.

Movers

Strategy (MSTR) 30-day option implied volatility is at 83; compared to its 52-week range of 44 to 127. Call put ratio 1 call to 1.4 puts as Bitcoin trades below $68K.

FedEx (FDX) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 58. Call put ratio 1.1 calls to 1 put into FDX analyst day on February 12.

Beta Technologies (BETA) 30-day option implied volatility is at 88; compared to its 52-week range of 62 to 95. Call put ratio 5.3 calls to 1 put into listed among Amazon investments.

Option IV for wealth manager stocks after Altruist launched a new tax planning offering

Stifel Financial (SF) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 74. Call put ratio 1 call to 109 puts with a focus on February puts as share price down 5.5%.

Morgan Stanley (MS) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 71. Call put ratio 1 call to 1.1 puts as share price down 4.2%.

Charles Schwab (SCHW) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 61. Call put ratio 1 call to 1.1 puts on 87K contracts as share price down 8.5%.

Interactive Brokers (IBKR) 30-day option implied volatility is at 41; compared to its 52-week range of 32 to 83. Call put ratio 1 call to 1.6 puts as share price down 2.6%.

Raymond James Financial (RJF) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 64. Call put ratio 1 call to 2.9 puts as share price down 8.5%.

Movers

Credo Technology Group Holding (CRDO) 30-day option implied volatility is at 105; compared to its 52-week range of 64 to 136. Call put ratio 1 call to 1 put as share price up 10.5%.

Asana, Inc. (ASAN) 30-day option implied volatility is at 89; compared to its 52-week range of 41 to 113 with a focus on 34K contracts of February 9 weekly calls.

S&P Global (SPGI) 30-day option implied volatility is at 33; compared to its 52-week range of 16 to 45. Call put ratio 1 call to 1.3 puts.

BNY Mellon (BK) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 63. Call put ratio 1 call to 10.3 puts with a focus on 4800 contracts of March 110 puts.

Humana (HUM) 30-day option implied volatility is at 61; compared to its 52-week range of 29 to 95. Call put ratio 1.1 calls to 1 put into expected release of quarter results on February 12.

Huron Consulting Group (HURN) 30-day option implied volatility is at 47; compared to its 52-week range of 20 to 51 with a focus on 1500 contracts of March 145 puts as share price down 2.9%.

Sally Beauty Holdings (SBH) 30-day option implied volatility is at 56; compared to its 52-week range of 29 to 78. Call put ratio 16 calls to 1 put with a focus on 1999 contracts of March 17.50 calls as share price down 9%.

STMicroelectronics N.V. (STM) 30-day option implied volatility is at 43; compared to its 52-week range of 34 to 83. Call put ratio 6.4 calls to 1 put with a focus on 3K contracts of March 39 calls as share price up 3.1%.

Options with decreasing option implied volatility: BOIL FMC UPWK AMZU SYM SNAP MNDY BILL ALGN
Increasing unusual option volume: MAT AVTR TEN KD MAR DVA IGV
Increasing unusual call option volume: EJW IGV MAR TEN AMLP KD ASAN DOC MDLN STT
Increasing unusual put option volume: BAM UPWK TD WMB VZLA OCUL SCCO RIG
Popular stocks with increasing option volume: INTC ORCL MU HOOD MSTR SOFI BABA
Active options: TSLA NVDA AMZN MSFT NFLX INTC PLTR GOOGL AAPL AMD ORCL MU HOOD WULF MSTR META MARA GOOG SOFI BABA
Global S&P Futures mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $64.80, natural gas mixed, gold at $5095