Pre-Market IV Report February 3, 2026

Pre-Market IV Report February 3, 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: SLV QURE IOT UWMC SE ANF AXON OKTA MDB ZS INSM TGT RITM CFLT EYPT ETHU SNXX NKTR CTMX PLTG SRTY ROBN OUST WOLF RMBS BITX ALT GME FETH IOT ETHE ETHA SE AI TGT CLW SNOW ODD AEO TTAN AXON BBY BURL DAY GAP GBTC HOLX O PAGP EPI BKLN COST VOD APAM INDA ROST HODL VRRM FBTC BITB BITO

Stocks expected to have increasing option volume: PLTR AMD MRK PEP AMGN PFE MDLZ PYPL TTWO SMCI SU GOOG GOOGL WULF LLY UBER QCOM TDG IT CPRI TER FN HZO CPRI RMBS DVA SPG

Straddle prices into quarter results

AMD (AMD) February 6 weekly 247.50 straddle priced for a move of 9%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.

Amgen (AMGN) February 6 weekly 345 straddle priced for a move of 4.5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Alphabet (GOOG) February 6 weekly 345 straddle priced for a move of 6.5%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on February 4.

Eli Lilly & Co. (LLY) February 6 weekly 1045 straddle priced for a move of 6.5%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on February 4.

Uber (UBER) February 6 weekly 81 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 4.

Strategy (MSTR) 30-day option implied volatility is at 77; compared to its 52-week range of 44 to 120. Call put ratio 1 call to 1.1 puts amid Bitcoin trades $79K.

Oracle (ORCL) 30-day option implied volatility is at 56; compared to its 52-week range of 28 to 70. Call put ratio 1 call to 1 put on active option volume of 290K contracts.

Peloton (PTON) 30-day option implied volatility is at 80; compared to its 52-week range of 51 to 136. Call put ratio 14.6 calls to 1 put with a focus on July 8 calls into expected release of quarter results on February 5.

Blue Owl Capital Corp (OBDC) 30-day option implied volatility is at 24; compared to its 52-week range of 10 to 43. Call put ratio 1 call to 9.5 puts with a focus on 5200 contracts of March 10 puts.

Magic Communications (MAGN) 30-day option implied volatility is at 83; compared to its 52-week range of 50 to 108 with a focus on 2K contracts of February 12.50 calls.

Hercules Capital (HTGC) 30-day option implied volatility is at 27; compared to its 52-week range of 13 to 48 with a focus on 5K contracts of April 17 puts.

uniQure (QURE) 30-day option implied volatility is at 180; compared to its 52-week range of 56 to 252. Call put ratio 5.8 calls to 1 put with a focus on March 15 puts and April 70 calls.

Options with decreasing option implied volatility: METU DECK BOIL CHTR STM UNHG VIAV NOK META SKYT SBUX SAP UPS RCL IBM URI TEVA DIS LUV TSCO FLG CWAN GM DHR T AAPL MO
Increasing unusual option volume: STT ADT DXC IREX ZSL CDZI KBWB INDA GAU TRX
Increasing unusual call option volume: ADT ZSL CDZI INDA GAU MOD INO TRX SATL
Increasing unusual put option volume: COMP ZSL GOSS OBDC RMBS RVMD AQST XPO TTWO UL ARCC
Popular stocks with increasing option volume: PLTR INTC HOOD GME SOFI MU NFLX MSTR ORCL PYPL SNDK
Active options: TSLA NVDA AAPL MSFT AMZN PLTR INTC HOOD META GME SOFI MU AMD NFLX GOOGL MSTR ORCL IREN PYPL SNDK
Global S&P Futures mixed in premarket, Nikkei up 3.9%, DAX up 1%, WTI Crude oil recently at $61.80, natural gas down 1%, gold at $4923