Pre-Market IV Report January 21, 2026

Pre-Market IV Report January 21, 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: IBRX FSLY INOD TOST DASH CVNA ANET ETSY PANW UPRO CDNS WMT IGV VOO EFA AMCR INTU QGEN UNG CAVA CELH SKE QID AAP REAL SRPT DOCN MGNI BITO AVAV MU QS PRCT BITO RUM CIEN MU

Stocks expected to have increasing option volume: SLV GDX GOLD AA SCCO FCX NFLX IBKR UAL OZK TFC PLD SCHW JNJ KMI TRV HAL ALLY PG ABT GE ALLY INTC

Option IV amid Precious metals near records, Japanese bond movement

iShares Silver Trust (SLV) 30-day option implied volatility is at 78; compared to its 52-week range of 22 to 84. Call put ratio 1.1 calls to 1 put on active option volume of 1.6M contracts amid wide price movement.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 47; compared to its 52-week range of 29 to 50. Call put ratio 1 call to 1.3 puts into gold up 2% before the bell.

Pan American Silver (PAAS) 30-day option implied volatility is at 64; compared to its 52-week range of 37 to 68. Call put ratio 2.7 calls to 1 put amid wide price movement.

Sandisk (SNDK) 30-day option implied volatility is at 109; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1 put on active option volume of 121K contracts amid wide price movement.

Western Digital (WDC) 30-day option implied volatility is at 85; compared to its 52-week range of 33 to 93. Call put ratio 2 calls to 1 put amid wide price movement.

Micron Technology (MU) 30-day option implied volatility is at 64; compared to its 52-week range of 38 to 87. Call put ratio 1.5 calls to 1 put amid wide price movement.

Straddle price into quarter results

Procter & Gamble (PG) January 23 weekly 147 straddle priced for a move of 3.5%. Call put ratio 2 call to 1 put into the expected release of quarter results before the bell on January 22.

GE Aerospace (GE) January 23 weekly 312 straddle priced for a move of 6%. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on January 22.

Intel (INTC) January 23 weekly 48.50 straddle priced for a move of 8%. Call put ratio 2 call to 1 put into the expected release of quarter results after the bell on January 22.

Movers

Ramaco Resources, Inc. (METC) 30-day option implied volatility is at 105, compared to its 52-week range of 47 to 145 with a focus on February 18 and 19 puts as share price up 2.2%.

Day One Biopharmaceuticals (DAWN) 30-day option implied volatility is at 81, compared to its 52-week range of 45 to 185. Call put ratio 15.3 call to 1 put with a focus on 22K contracts of April 11 calls as share price up 15.4%.

Hudson Pacific Properties (HPP) 30-day option implied volatility is at 78, compared to its 52-week range of 29 to 163 with a focus on 2300 contracts of January 2028 7.5 calls.

DiaMedica Therapeutics Inc. (DMAC) 30-day option implied volatility is at 108, compared to its 52-week range of 63 to 140 with a focus on 2K contracts of February 10 calls.

Magnite (MGNI) 30-day option implied volatility is at 66, compared to its 52-week range of 45 to 113 with a focus on February 17 and 19 calls.

Global Payments (GPN) 30-day option implied volatility is at 48, compared to its 52-week range of 25 to 66. Call put ratio 1 call to 2 puts as share price down 2.3%.

Bloom Energy Corp. (BE) 30-day option implied volatility is at 106, compared to its 52-week range of 65 to 146. Call put ratio 1.3 calls to 1 put amid share price movement.

Options with decreasing option implied volatility: RILY SOC CAPR ABVX CWAN CODI TGTX VTYX INSM KVUE CFLT
Increasing unusual option volume: IBRX MRAM UMC DAWN CRVS
Increasing unusual call option volume: IBRX MRAM DAWN UMC SKE RVMD GFS JBS
Increasing unusual put option volume: WEN CRVS FND IBRX GTM GPN SILJ AQST SEI
Popular stocks with increasing option volume: NFLX AMD INTC MU MSTR PLTR SOFI HOOD AVGO
Active options: NVDA TSLA AAPL NFLX AMD INTC MU AMZN MSTR PLTR ONDS SOFI META IREN GOOGL MSFT HOOD AVGO GOOG MARA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $59.90, natural gas up 22%, gold at $4864