Pre-Market IV Report February 2, 2026

Pre-Market IV Report February 2, 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: SG UGL SIVR VZLA CAPR KLAR SLNO RKT COPX WDAY AXON IAU INSM GLD EBAY ZM RITM TJX APPX KOLD U UNG APP CRMD RKT PFSI SDGR NMAX APGE RITM TZA GME DHT TTWO TSN VTEB DVAX DAY

Stocks expected to have increasing option volume: NVDA AVGO ORCL MU SNDK WDC DELL CRWV SMCI DIS TSN AMD PEP MRK AMGN PFE AMZN SLV GDX GOLD GLD

Movement

NVIDIA (NVDA) 30-day option implied volatility is at 45; compared to its 52-week range of 32 to 75. Call put ratio 1.6 calls to 1 put into Nvidia’s plan to invest $100B in OpenAI has stalled, WSJ says.

Oracle (ORCL) 30-day option implied volatility is at 54; compared to its 52-week range of 28 to 70. Call put ratio 1.2 calls to 1 put into Oracle expects to raise $45B-$50B of gross cash proceeds in 2026.

CoreWeave (CRWV) 30-day option implied volatility is at 102; compared to its 52-week range of 67 to 157. Call put ratio 1.2 calls to 1 put.

Broadcom (AVGO) 30-day option implied volatility is at 51; compared to its 52-week range of 35 to 74. Call put ratio 1.2 calls to 1 put.

Sandisk (SNDK) 30-day option implied volatility is at 102; compared to its 52-week range of 44 to 123. Call put ratio 1.2 calls to 1 put.

Western Digital (WDC) 30-day option implied volatility is at 80; compared to its 52-week range of 33 to 93. Call put ratio 1.4 calls to 1 put.

Micron Technology (MU) 30-day option implied volatility is at 70; compared to its 52-week range of 38 to 87. Call put ratio 1.2 calls to 1 put.

KLA Corporation (KLAC) 30-day option implied volatility is at 47; compared to its 52-week range of 31 to 75. Call put ratio 1 call to 3.9 puts with a focus on a spreader of March 1200 and May 1350 puts.

iShares Silver Trust (SLV) 30-day option implied volatility is at 96; compared to its 52-week range of 22 to 111. Call put ratio 1.1 calls to 1 put on active option volume of 6.8M contracts amid wide price movement.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 60; compared to its 52-week range of 29 to 60. Call put ratio 1 call to 1 put amid wide price movement.

Freeport-McMoran (FCX) 30-day option implied volatility is at 51; compared to its 52-week range of 33 to 83. Call put ratio 1.4 calls to 1 put amid wide price movement.

Lionsgate Studios (LION) 30-day option implied volatility is at 76; compared to its 52-week range of 31 to 93. Call put ratio 149 calls to 1 put with a focus on a spreader of March 7.5, April 10 and April 14 calls.

Dayforce (DAY) 30-day option implied volatility is at 9; compared to its 52-week range of 4 to 62. Call put ratio 1 call to 20 puts with a focus on February 60 puts.

Arbor Realty Trust (ABR) 30-day option implied volatility is at 56; compared to its 52-week range of 28 to 67. Call put ratio 1 call to 13 puts with a focus on expired January 30 weekly 7.5 puts.

Straddle prices into quarter results

Palantir (PLTR) February 6 weekly 150 straddle priced for a move of 11%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

AMD (AMD) February 6 weekly 237.50 straddle priced for a move of 9%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on February 3.

Merck (MRK) February 6 weekly 110 straddle priced for a move of 4.5%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on February 3.

PepsiCo (PEP) February 6 weekly straddle priced for a move of 4.5%. Call put ratio 4.2 calls to 1 put into the expected release of quarter results before the bell on February 3.

Amgen (AMGN) February 6 weekly 340 straddle priced for a move of 5%. Call put ratio 1 call to 1.4 puts into the expected release of quarter results after the bell on February 3.

Pfizer (PFE) February 6 weekly 26.50 straddle priced for a move of 4%. Call put ratio 3.3 calls to 1 put into the expected release of quarter results before the bell on February 3.

Alphabet (GOOG) February 6 weekly 340 straddle priced for a move of 6.5%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on February 4.

Eli Lilly & Co. (LLY) February 6 weekly 1035 straddle priced for a move of 6%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on February 4.

AbbVie (ABBV) February 6 weekly 225 straddle priced for a move of 5%. Call put ratio 2.3 calls to 1 put into the expected release of quarter results before the bell on February 4.

Uber (UBER) February 6 weekly 80 straddle priced for a move of 8%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on February 4.

Qualcomm (QCOM) February 6 weekly 150 straddle priced for a move of 7.5%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on February 4.

Arm Holdings (ARM) February 6 weekly105 straddle priced for a move of 10%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on February 4.

Options with decreasing option implied volatility: RKT CRMD PFSI SDGR NMAX APGE RITM TZA GME TTWO FEZ TSN AGNC EWC DAY HYG DVAX VTEB
Increasing unusual option volume: ZSL TAL EWC IRE TRX MRAM ORC UNIT RHI ODV DX
Increasing unusual call option volume: IRE TAL ZSL TRX MRAM ORC KMI WES DX UNIT
Increasing unusual put option volume: EWC SILJ TTWO CPER AGQ HYMC KLAC TSN PBR RITM COPX
Popular stocks with increasing option volume: PLTR SOFI INTC SNDK VZ RKT
Active options: TSLA NVDA AAPL MSFT SOFI MU AMD META PTLR INTC AMZN MSTR MARA SNDK VZ IREN RKT NFLX GME U
Global S&P Futures lower in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $61.80, natural gas down 15%, gold at $4676