Pre-Market IV Report January 16, 2026

Pre-Market IV Report January 16, 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: OCUL AAP FSLY LYFT TTD TWLO EXPE SPOT AKAM CSCO CTRA TMUS AMCR BUD AVDL IRON GLDD SSYS DAWN DFDV FIGR FSM PL FLO BRZE STAA PLAB UMC CTRA DX TX JBHT THS

Stocks expected to have increasing option volume: SLV GDX GOLD AA SCCO FCX STT MTB RF PNC USB OLKO JHBT PBR

Straddle price into quarter results

Netflix (NFLX) January 23 weekly 88 straddle priced for a move of 8%. Call put ratio 1 call to 2.5 puts into the expected release of quarter results after the bell on January 20.

3M Co. (MMM) January 23 weekly 170 straddle priced for a move of 7%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on January 20.

U.S. Bancorp (USB) January 23 weekly 54 straddle priced for a move of 5%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on January 20.

United Airlines (UAL) January 23 weekly 116 straddle priced for a move of 7.5%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on January 20.

Movers

Devon Energy (DVN) 30-day option implied volatility is at 35; compared to its 52-week range of 27 to 79. Call put ratio 4.8 calls to 1 put with a focus on January 38 and 39.50 calls as share price down 3%.

Coterra Energy (CTRA) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 56. Call put ratio 28.8 calls to 1 put with a focus on January 26 and 27 calls as share price up 1.9%.

Vail Resorts (MTN) 30-day option implied volatility is at 38; compared to its 52-week range of 27 to 57. Call put ratio 1.4 calls to 1 put as share price near multi-year low.

AGNC Investment Corp (AGNC) 30-day option implied volatility is at 20; compared to its 52-week range of 13 to 49. Call put ratio 5.9 calls to 1 put with a focus on January 23 weekly 12 calls.

Organon (OGN) 30-day option implied volatility is at 72; compared to its 52-week range of 31 to 88 with a focus on 5400 contracts of February 8 puts.

Ares Management (ARES) 30-day option implied volatility is at 37; compared to its 52-week range of 27 to 77 with a focus on a spreader of 3200 contracts of January 140 and September 115 puts.

Oceaneering (OII) 30-day option implied volatility is at 44; compared to its 52-week range of 34 to 87 with a focus on 2200 contracts of March 40 calls.

Hesai Group (HSAI) 30-day option implied volatility is at 66; compared to its 52-week range of 55 to 143 with a focus on 4500 contracts of February 30 calls as share price up 8.6%.

Rocket Lab USA, Inc. (RKLB) 30-day option implied volatility is at 86; compared to its 52-week range of 67 to 124. Call put ratio 2.8 calls to 1 put with a focus on January 90 and January 23 weekly 95 calls.

GE HealthCare (GEHC) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 70. Call put ratio 1.6 calls to 1 put with a focus on January options as share price down 3%.

Options with decreasing option implied volatility: SOC AEHR CODI INSM BHVN DFTX TLRY CWAN WBD BLK
Increasing unusual option volume: GD WSM ABBV TCOM EU IBRX DVA
Increasing unusual call option volume: WSM ABBV EU IBRX DAWN TCOM CTRA
Increasing unusual put option volume: TCOM FLUT NOW EXE CAR INTU WIX BSX AMT
Popular stocks with increasing option volume: INTC TSM MSTR PLTR CRWV NFLX MU SOFI AVGO
Active options: NVDA TSLA AMD INTC TSM MSTR AMZN META PLTR AAPL CRWV NFLX MSFT GOOGL MU SOFI GOOG IREN SMCI AVGO
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $59.91, natural gas up 1%, gold at $4611