Pre-Market IV Report January 2, 2026

Pre-Market IV Report January 2, 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: CWAN AQST METU CHTR DECK TEAM CLS NIO TER TEVA VFC LEVI UPS IBM IP SBUX META GM ASML T MO CL V AAPL VZ RTX VOD ABVX SEMR STWD

Stocks expected to have increasing option volume: SLV GDX GLD FCX SOC BBAI NEE WSM NIO RH

Movement

iShares Silver Trust (SLV) 30-day option implied volatility is at 66; compared to its 52-week range of 22 to 76. Call put ratio 1.3 calls to 1 put as share price up 4.8%.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 43; compared to its 52-week range of 29 to 50. Call put ratio 7.3 calls to 1 put with a focus on January 2 weekly calls as gold up 1.5%.

AMD (AMD) 30-day option implied volatility is at 46; compared to its 52-week range of 37 to 87. Call put ratio 2.2 calls to 1 put with a focus on January weekly calls into Dr. Lisa Su, Chair and CEO, CEC keynote at 6:30 p.m. PST on Monday, January 5.

Caterpillar (CAT) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 62. Call put ratio 1 call to 1.1 puts into Joe Creed, CEO, CEC keynote at 9:00 a.m. PST on January 7.

Sable Offshore Corp (SOC) 30-day option implied volatility is at 187; compared to its 52-week range of 67 to 199. Call put ratio 1.5 calls to 1 put.

Williams-Sonoma (WSM) 30-day option implied volatility is at 33; compared to its 52-week range of 32 to 79. Call put ratio 5.8 calls to 1 put with a focus on January 190 calls.

RH (RH) 30-day option implied volatility is at 54; compared to its 52-week range of 36 to 130. Call put ratio 2.9 calls to 1 put with a focus on January 2 weekly calls.

Impinj (PI) 30-day option implied volatility is at 70; compared to its 52-week range of 48 to 114. Call put ratio 1.9 calls to 1 put as share price up 4.2%.

Vanda Pharmaceuticals (VNDA) 30-day option implied volatility is at 73; compared to its 52-week range of 39 to 121. Call put ratio 9.7 calls to 1 puts with a focus on January 8 and 9 calls.

Voyager Technology (VOYG) 30-day option implied volatility is at 83; compared to its 52-week range of 69 to 125 with a focus on 1900 contracts of January 31 calls.

enCore Energy (EU) 30-day option implied volatility is at 91; compared to its 52-week range of 52 to 149 with a focus on 18K contracts of February 4 calls.

Corcept Therapeutics (CORT) 30-day option implied volatility is at 68; compared to its 52-week range of 36 to 143. Call put ratio 1 call to 2.4 puts as share price down 51%.

Antero Resources (AR) 30-day option implied volatility is at 34; compared to its 52-week range of 34 to 83. Call put ratio 1 call to 3.8 puts with a focus on 13K contracts of February 6 weekly 30 puts.

Duolingo (DUOL) 30-day option implied volatility is at 60; compared to its 52-week range of 45 to 102. Call put ratio 1 call to 5.6 puts with a focus on January 160, February 160 and February 170 puts.

Options with decreasing option implied volatility: OMER DBRG BHVN YANG CRML MESO AVDL
Increasing unusual option volume: PGR STT EWC UTHR AMLP OTLK CAH XERS CORT
Increasing unusual call option volume: STT PGR AMLP CAH CSCO XERS INDA BMY CORT LW ZSL
Increasing unusual put option volume: AMT EWC CORT SLS NOW HYMC ZS COMP AXON NAUI PPLT MDLZ GNRC
Popular stocks with increasing option volume: MSTR NIO NKE NFLX HOOD MU INTC COIN SOFI SMCI
Active options: NVDA TSLA MSTR ONDS NIO PLTR AAPL AMD NKE AMZN NFLX META HOOD MU BMNR INTC COIN SOFI SMCI MSFT
Global S&P Futures up in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $57.3, natural gas down 2.5%, gold at $4408