Pre-Market IV Report January 13, 2026

Pre-Market IV Report January 13, 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: RILY OCUL UCO LYFT TTD DDOG TWLO AKAM EXPE SPOT
XRT TVTX SOGP FJET BITI VWAV OSS BABX BKKT DFDV NN CNXC TIGR DUST KC SH SIVR NET LC EI SPOT SVM SYP BIDU BROS UA PN PRCT SFM HOOD TWLO

Stocks expected to have increasing option volume: JPM C BAC WFC USB PNC BK ABC WFC GS MS SLV GDX GOLD GLD EW TEM TEVA

Straddle price into quarter results

Bank of America (BAC) January 55 straddle priced for a move of 4%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on January 14.

Wells Fargo (WFC) January 95 straddle priced for a move of 5%. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on January 14.

Citigroup (C) January 117 straddle priced for a move of 4.55%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on January 14.

Taiwan Semi (TSM) January 330 straddle priced for a move of 5%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on January 15.

Movers

Sandisk (SNDK) 30-day option implied volatility is at 110; compared to its 52-week range of 44 to 123. Call put ratio 1.3 calls to 1 put amid wide price movement.

Western Digital (WDC) 30-day option implied volatility is at 81; compared to its 52-week range of 33 to 93. Call put ratio 3.6 calls to 1 put amid wide price movement.

Micron Technology (MU) 30-day option implied volatility is at 60; compared to its 52-week range of 38 to 87. Call put ratio 1.4 calls to 1 put amid wide price movement.

Walmart (WMT) 30-day option implied volatility is at 23, compared to its 52-week range of 18 to 50. Call put ratio 2.9 calls to 1 put as share price up.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 19, compared to its 52-week range of 13 to 26. Call put ratio 7 calls to 1 put with a focus on January and February 18 calls as share price down.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 12, compared to its 52-week range of 12 to 25. Call put ratio 9.1 calls to 1 put with a focus on May 26 calls.

Albemarle (ALB) 30-day option implied volatility is at 59, compared to its 52-week range of 48 to 109. Call put ratio 1.4 calls to 1 put as share price up 5%.

Pure Storage, Inc. (PSTG) 30-day option implied volatility is at 53, compared to its 52-week range of 36 to 85. Call put ratio 4.8 calls to 1 put with a focus on January 75 and March 85 calls as share price up 7.4%.

Smurfit Westrock (SW) 30-day option implied volatility is at 37, compared to its 52-week range of 26 to 69 with a focus on 3400 contracts of February 50 calls.

Standard Lithium Ltd (SLI) 30-day option implied volatility is at 105, compared to its 52-week range of 69 to 168 with a focus on April 7.5 and July 10 calls as share price up 3.4%.

Amprius Technologies (AMPX) 30-day option implied volatility is at 97, compared to its 52-week range of 68 to 186 with a focus on February 12 calls as share price up 6.6%.

Abercrombie & Fitch (ANF) 30-day option implied volatility is at 51 compared to its 52-week range of 42 to 94. Call put ratio 1 call to 1.2 puts as share price up down 17.7%.

Options with decreasing option implied volatility: AEHR MLTX WVE ARWR CWAN INSM WBD STZ DBRG
Increasing unusual option volume: OZK TAL CWEB RVMD QNCX XPO VWO TIGR CNXC IREX USAS
Increasing unusual call option volume: TAL TIGR OZK RVMD ACN AIG OPRA USAS AMLP CNK PLNT
Increasing unusual put option volume: SCCO OCUL SLS CSGP BAX EQNR VNET MXEF CMBT SYF
Popular stocks with increasing option volume: BABA PLTR INTC SOFI CRWV ORCL NFLX MU
Active options: TSLA NVDA BABA AAPL PLTR AMZN INTC TIGR SOFI AMD GOOGL CRWV ORCL NFLX IREN ONDS MSTR GOOG META MU
Global S&P Futures mixed in premarket, Nikkei up 3%, DAX mixed, WTI Crude oil recently at $60.49, natural gas down 1%, gold at $4594