Pre-Market IV Report February 24, 2026

Pre-Market IV Report February 24, 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: LQDA PL AGQ UCO SIVR IBM LULU OWL USO GLL CWAN IBM APPX COGT DPST SLV SIVR ETHU NEWP MNKD ARES CRMG ESTC PTRN FAS SAIL KKR LITE BL CERT CTSH SNDK NTLA PYPL KVYO TSLQ PAR SMMT AXP CHWY COF CRWD CWAN GLL CAR EXPE FIS VEL WAL IGV NVO DNOW ZION MS WDAY SPOT REGN KRE UAL EBAY

Stocks expected to have increasing option volume: HD LOW MELI TJX DELL AMT EOG WDAY FSLR GDDY PLNT CAVA HPQ NVDA FANG ELAN KDP AS HSIC BMRN D OKE AXON PLNT CRM PBR ZM SNOW DOCN HIMS ALSN BBBY TNC WHR PSKY WBD

Straddle into quarter results and outlook

Workday (WDAY) February 27 weekly 129 straddle priced for a move of 13%. Call put ratio 1 call to 1 puts into the expected release of quarter results today after the bell.

CAVA Group (CAVA) February 27 weekly 68 straddle priced for a move of 13%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on February 24.

First Solar (FSLR) February 27 weekly 242.50 straddle priced for a move of 93%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on February 24.

NVIDIA (NVDA) February 23 weekly190 straddle priced for a move of 7%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on February 25.

TJX Cos. (TJX) February 27 weekly 157.59 straddle priced for a move of 4.5%. Call put ratio 1 calls to 1 put into the expected release of quarter results before the bell on February 25.

Salesforce (CRM) February 27 weekly 177.50 straddle priced for a move of 11%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on February 25.

Movement

Ishares S&P Software Index Fund (IGV) 30-day option implied volatility is at 42; compared to its 52-week range of 20 to 59. Call put ratio 1.6 calls to 1 put on 318K contracts.

IBM (IBM) 30-day option implied volatility is at 49; compared to its 52-week range of 21 to 60. Call put ratio 1 call to 1.3 puts.

PayPal (PYPL) 30-day option implied volatility is at 48; compared to its 52-week range of 27 to 72. Call put ratio 5.2 calls to 1 put with a focus on March 45 and 50 calls.

Warner Bros Discovery (WBD) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 82. Call put ratio 1.2 calls to 1 put amid headlines.

Paramount Skydance (PSKY) 30-day option implied volatility is at 73; compared to its 52-week range of 45 to 97. Call put ratio 1.6 calls to 1 put.

Netflix (NFLX) 30-day option implied volatility is at 42; compared to its 52-week range of 25 to 71. Call put ratio 1.2 calls to 1 put.

ICON plc (ICLR) 30-day option implied volatility is at 65; compared to its 52-week range of 32 to 73. Call put ratio 2.3 calls to 1 put as share price up 3.9%.

Acadia Pharma (ACAD) 30-day option implied volatility is at 54; compared to its 52-week range of 35 to 111. Call put ratio 37 calls to 1 put with a focus on March calls as share price up 1.4%.

Genworth Financial (GNW) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 58 with a focus on 5800 contracts of March 9 calls as share price down 4%.

V.F. Corp. (VFC) 30-day option implied volatility is at 53; compared to its 52-week range of 46 to 112. Call put ratio 1 call to 5 puts with a focus on 10K contracts of September 15 puts.

Royal Caribbean (RCL) 30-day option implied volatility is at 45; compared to its 52-week range of 32 to 79. Call put ratio 1 call to 3.2 puts with a focus on a spreader of 7750 contracts of April 300 and 4500 contracts of May 310 puts.

Certara, Inc. (CERT) 30-day option implied volatility is at 83; compared to its 52-week range of 49 to 120 with a focus on 1900 contracts of March 10 calls.

Verisk Analytics (VRSK) 30-day option implied volatility is at 41; compared to its 52-week range of 15 to 53 with a focus on a spreader of 5K contracts of March 190 and June 190 calls.

Ecopetrol S.A. (EC) 30-day option implied volatility is at 47; compared to its 52-week range of 17 to 60 with a focus on a spreader of 12K contracts of August 15 and 18 calls.

Options with decreasing option implied volatility: OCUL CMPS AKAM BCRX ZIM SFM CVNA DASH LMND W FLR ETSY INSM CPRT EBAY MDT WMT CFLT
Increasing unusual option volume: PBRA GSL IGV EC FND GNW PRGS EWW
Increasing unusual call option volume: GSL IGV PBRA EC JNJ PRGS GNW BGS CG IBRX REAL PRMB
Increasing unusual put option volume: COMP FND CWAN WMB KD FLUT LNC FVRR IGV MKC FSLY CTSH
Popular stocks with increasing option volume: SOFI NFLX PYPL AMD NVO ORCL MU MSTR AVGO INTC
Active options: TSLA NVDA AAPL MSFT AMZN PLTR GOOGL SOFI NFLX PYPL AMD META NVO ORCL MU MSTR AVGO INTC IREN NIO
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $66.20, natural gas mixed, gold at $5188