Pre-Market IV Report January 14, 2026

Pre-Market IV Report January 14, 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: PEN RILY ANNX TSSI CTRN AEXA AUPH SCO GFS RELY WB MA CRM STWD SUN BKH V EMB EPD CFLT OCUL UPST LYFT TTD DDOG TWLO EXPE SPOT AKAM USO HWM BUD TMUS F CSCO ABNB NLY

Stocks expected to have increasing option volume: SLV AA FCX GDX GOLD GLD BP BAC C WFC GS MS USB PNC TMC SPT TGT

Movement

iShares Silver Trust (SLV) 30-day option implied volatility is at 73; compared to its 52-week range of 22 to 76. Call put ratio 1.6 calls to 1 put into Silver up 4.3% before the bell.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 45; compared to its 52-week range of 29 to 50. Call put ratio 1.2 calls to 1 put as gold up 1% before the bell.

Freeport-McMoran (FCX) 30-day option implied volatility is at 44; compared to its 52-week range of 32 to 83. Call put ratio 5.8 calls to 1 put as copper trends higher.

Alcoa (AA) 30-day option implied volatility is at 62; compared to its 52-week range of 41 to 100. Call put ratio 3.7 calls to 1 put with a focus on February 65 calls.

Target (TGT) 30-day option implied volatility is at 35; compared to its 52-week range of 24 to 65. Call put ratio 1 call to 1.2 puts with a focus on January options as share price trades above $100.

American Express (AXP) 30-day option implied volatility is at 34 compared to its 52-week range of 20 to 68. Call put ratio 1 call to 1 put.

Capital One (COF) 30-day option implied volatility is at 38, compared to its 52-week range of 25 to 74. Call put ratio 1.7 calls to 1 put.

MasterCard (MA) 30-day option implied volatility is at 27, compared to its 52-week range of 16 to 50. Call put ratio 1 call to 1.3 puts as share price down 3.6%.

Synchrony (SYF) 30-day option implied volatility is at 41, compared to its 52-week range of 26 to 84. Call put ratio 3.2 calls to 1 put as share price down 1.9%.

Visa (V) 30-day option implied volatility is at 27, compared to its 52-week range of 16 to 50. Call put ratio 1 call to 1 put as share price down 4.2%.

Straddle price into quarter results

Taiwan Semi (TSM) January 330 straddle priced for a move of 5%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on January 15.

Morgan Stanley (MS) January 182.50 straddle priced for a move of 4%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on January 15.

Goldman Sachs (GS) January 940 straddle priced for a move of 4.5%. Call put ratio calls to 1.3 put into the expected release of quarter results before the bell on January 15.

BlackRock (BLK) January 1090 straddle priced for a move of 5%. Call put ratio 1 calls to 4 puts into the expected release of quarter results before the bell on January 15.

J.B. Hunt Transport Services (JBHT) January 205 straddle priced for a move of 6.5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on January 15.

First Horizon National (FHN) January 24 straddle priced for a move of 4.5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on January 15.

Options volume movers

Thor Industries (THO) 30-day option implied volatility is at 37, compared to its 52-week range of 29 to 64. Call put ratio 2.1 calls to 1 put as share price up 5.9%.

Novavax (NVAX) 30-day option implied volatility is at 60, compared to its 52-week range of 51 to 120. Call put ratio 17 calls to 1 put with a focus on January 8.5 calls as share price up 11.9%.

Live Nation Entertainment (LYV) 30-day option implied volatility is at 36, compared to its 52-week range of 24 to 61. Call put ratio 6.9 calls to 1 put with a focus on 2500 contracts of February 140 calls.

Box (BOX) 30-day option implied volatility is at 28, compared to its 52-week range of 21 to 51. Call put ratio 1 call to 10 puts with a focus on 3500 contracts of January 28 puts as share price down 4.3%.

GDS Holdings Limited (GDS) 30-day option implied volatility is at 55, compared to its 52-week range of 46 to 122. Call put ratio 11 calls to 1 put with a focus on March 45 calls as share price down 4%.

DaVita (DVA) 30-day option implied volatility is at 40, compared to its 52-week range of 24 to 58. Call put ratio 16.3 calls to 1 put with a focus on January 120 calls, February 115 and 125 calls as share price down 5.3%.

Primoris Services (PRIM) 30-day option implied volatility is at 43, compared to its 52-week range of 34 to 74. Call put ratio 1.2 calls to 1 put as share price up 1.7%.

Venture Global (VG) 30-day option implied volatility is at 77, compared to its 52-week range of 46 to 125. Call put ratio 10 calls to 1 put with a focus on February 10 calls as share price up 8.1%.

Options with decreasing option implied volatility: SOC MTLX AEHR OMER INSM CRMD WBD STZ ACI AVDL
Increasing unusual option volume: WGO TVTX APPN QNCX JBL DVA DOMO OR GFS CSGP
Increasing unusual call option volume: OR GFS QNCX TVTX CSGP ROIV CDZI AXL ZSL CMCSA SYF OSS AIG
Increasing unusual put option volume: INFY JBL CSGP TTMI IYR OCUL PWR NOW BOX AMT CRH VTRS INTU SYF
Popular stocks with increasing option volume: INTC NFLX MSTR PLTR BABA SOFI MARA ORCL MU BA
Active options: NVDA TSLA INTC AMD META AAPL GOOGL MSFT AMZN NFLX MSTR GOOG PLTR BABA SMCI SOFI MARA ORCL MU BA
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $60.48, natural gas down 1%, gold at $4644