Pre-Market IV Report February 27, 2026

Pre-Market IV Report February 27, 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: EWY SOC CMPX SPT OCUL MESO INSP YANG VOXR RNAM EWY JBL GMAB THO SQQQ TNET CRSP FSK SPXS OBDC EUFN AES

Stocks expected to have increasing option volume: INTU DELL BRK.A CLOV RKT CPNG ADSK ZS LNG XYZ MNST RUN NTAP CRWV SOUN DUOL OPK FIGS PSKY NFLX WBD MP COMP AMBA PGNY RKLB PAR DNA MBI SMR ASUR LASR MTZ WBD NFLX PSKY CMCSA DIS SONY META

Movement

Warner Bros Discovery (WBD) 30-day option implied volatility is at 24; compared to its 52-week range of 23 to 82. Call put ratio 1.3 calls to 1 put into Netflix (NFLX) declines to raise offer for WBD.

Paramount Skydance (PSKY) 30-day option implied volatility is at 61; compared to its 52-week range of 45 to 97. Call put ratio 1 call to 1.3 puts into Netflix (NFLX) declines to raise offer for Warner Bros Discovery (WBD).

Netflix (NFLX) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 71. Call put ratio 1.8 calls to 1 put into declines to raise offer for Warner Bros Discovery (WBD).

Alibaba (BABA) 30-day option implied volatility is at 45; compared to its 52-week range of 31 to 73. Call put ratio 1 call to 1 put.

Spotify (SPOT) 30-day option implied volatility is at 45; compared to its 52-week range of 33 to 84. Call put ratio 1.8 calls to 1 put as share price up.

Draganfly Inc (DPRO) 30-day option implied volatility is at 113; compared to its 52-week range of 21 to 151. Call put ratio 8.3 calls to 1 put with a focus on 4K contracts of July 7.5 calls as share price down.

Walker & Dunlop (WD) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 59. Call put ratio 1.6 calls to 1 put as share price down.

Gates Industrial Corporation plc (GTES) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 65 with a focus on 500 contracts of March 25 puts and 2K contracts on March 26 puts.

Natera (NTRA) 30-day option implied volatility is at 60; compared to its 52-week range of 32 to 86. Call put ratio 1 call to 1.5 puts with a focus on a spreader of 1900 contracts of March 175 puts and 1900 contracts of March 200 puts.

Sprout Social (SPT) 30-day option implied volatility is at 86; compared to its 52-week range of 48 to 93 with a focus on 3300 contracts of March 7.5 calls as share price up.

Eaton (ETN) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 69. Call put ratio 14 calls to 1 put with a focus on a spreader of 20K contracts of March 27 weekly 390 and 415 calls.

Inspire Medical Systems (INSP) 30-day option implied volatility is at 63; compared to its 52-week range of 44 to 93. Call put ratio 9.5 calls to 1 put with a focus on March 75 and 80 calls as share price up 17.8%.

Figure Technology Solutions (FIGR) 30-day option implied volatility is at 120; compared to its 52-week range of 72 to 134 with a focus on 27K contracts of March 110 calls.

Circle Internet Group (CRCL) 30-day option implied volatility is at 80; compared to its 52-week range of 64 to 177. Call put ratio 1.8 calls to 1 put as share price up 33%.

Ishares Msci Taiwan Etf (EWT) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 51. Call put ratio 14 calls to 1 put with a focus on 3K contracts of September 95 puts.

Straddle into quarter results and outlook

Norwegian Cruise Line (NCLH) March 6 weekly 25 straddle priced for a move of 10%. Call put ratio 1 calls to 7 puts into the expected release of quarter results before the bell on March 2.

CrowdStrike Holdings Inc. (CRWD) March 6 weekly 380 straddle priced for a move of 9.5%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on March 3.

Target (TGT) March 6 weekly 115 straddle priced for a move of 9.5%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results before the bell on March 3.

Options with decreasing option implied volatility: QURE WOLF AKAM PSTG VNDA TTD OPEN AXON BBBY SFM CELH CAVA TGTX SEI ENVX MGNI CORT AS MTLX WBD HBAN VTRS CPRT HRL KDP HD TJX CFLT MELI VISN
Increasing unusual option volume: FSK MGA IMAX B UNP TKO REAL DHT NTRA FLUT
Increasing unusual call option volume: B IGV UNP DOW DHT KPTI NEE PRCT BUG QURE ETN REAL
Increasing unusual put option volume: FSK ARRY EWY COMP FLUT HUN CFG TSEM STNE LUMN A
Popular stocks with increasing option volume: PLTR MU AVGO INTC MSTR SOFI
Active options: NVDA TSLA NFLX MSFT AAPL AMD AMZN PLTR MU EOSE GOOGL AVGO CRCL B META INTC MSTR SOFI GOOG SMCI
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $66.11, natural gas mixed, gold at $5193