Pre-Market IV Report January 22, 2026

Pre-Market IV Report January 22, 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 KOLD BOIL DFDV FSLY CVNA INOD UNG W DASH TOST ETSY PANW INTU AMCR BKNG WMT RILY CAPR BKKT TGTX CWAN MESO SLNO NFLX INFY MMM RF INTC BNTX MRNA LZ W MNTN SLVP RMBS CALY VET RYAM

Stocks expected to have increasing option volume: SLV GDX GOLD PG GE ABT FCX HBAN MKC PNFP KMI CACI ALLY

Straddle price into quarter results

Intel (INTC) January 23 weekly 54 straddle priced for a move of 9%. Call put ratio 2 call to 1 put into the expected release of quarter results today after the bell.

Capital One Financial (COF) January 23 weekly 230 straddle priced for a move of 4.5%. Call put ratio 1 call to 2.2 puts into the expected release of quarter results today after the bell.

Freeport-McMoran (FCX) January 23 weekly 60 straddle priced for a move of 5.5%. Call put ratio 2.3 call to 1 put into the expected release of quarter results today.

SLB (SLB) January 23 weekly 48 straddle priced for a move of 4%. Call put ratio 3.6 call to 1 put into the expected release of quarter results before the bell on January 23.

Movers

Cassava Sciences (SAVA) 30-day option implied volatility is at 141; compared to its 52-week range of 78 to 135. Call put ratio 480 calls to 1 put with a focus on 28K contracts of January 23 weekly 2.5 calls as share price up 9%.

On Holding AG (ONON) 30-day option implied volatility is at 43; compared to its 52-week range of 34 to 86. Call put ratio 15.2 calls to 1 put with a focus on 20K contracts of July 52.50 calls as share price up 5.1%.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 19; compared to its 52-week range of 16 to 45. Call put ratio 1 call to 21 puts with a focus on 36K contracts of March 29 puts.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 23; compared to its 52-week range of 18 to 59. Call put ratio 1 call to 5.1 puts with a focus on 202K contracts of March 33 puts as share price up 1.6%.

AST SpaceMobile (ASTS) 30-day option implied volatility is at 101; compared to its 52-week range of 76 to 133. Call put ratio 1.8 calls to 1 put as share price down 11.7%.

EchoStar Corp. (SATS) 30-day option implied volatility is at 59; compared to its 52-week range of 48 to 163. Call put ratio 2.5 calls to 1 put with a focus on March 135 calls.

Options with decreasing option implied volatility: RILY CAPR BKKT TGTX CWAN MESO SLNO NFLX INFY MMM RF

Increasing unusual option volume: EWC AXL XLB FHN MRAM IBRX GORO PRGS GOSS PTEN SAVA LOGI LW MKC QRVO UMC CX CALY CRVS OZK TSCO MSI OSS RSI LSM VET DAWN TVTX
Increasing unusual call option volume: FHN AXL MRAM LOGI GORD IBRX SAVA IGV
Increasing unusual put option volume: EWC XLB LW CRVS XP ASO CHPT DAWN IBRX
Popular stocks with increasing option volume: INTC MU MSTR SOFI ORCL AVGO SMCI ASTS
Active options: NVDA NFLX TSLA INTC AMD PLTR AAPL MU MSTR AMZN MSFT GOOGL META IREN SOFI ORCL AVGO GOOG SMCI ASTS
Global S&P Futures up in premarket, Nikkei mixed, DAX up, WTI Crude oil recently at $58.26, natural gas up 11%, gold at $4826

Mid-session 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 INOD CVNA DASH TOST ETSY CDNS PANW BKNG INTU WMT AMCR RITM PBRA SLVP RMBS CVNA ERIC UGL XP GLD VET IAU

Popular stocks with increasing option volume: INTC AMD PLTR MU MSTR ORCL CRWV PYPL SOFI AVGO

Active options: NFLX NVDA INTC TSLA AMD AAPL PLTR MU MSTR AMZN ONDS GME MSFT ORCL CRWV PYPL META GOOGL SOFI AVGO

Tech option IV into Intel (INTC) results

NVIDIA (NVDA) 30-day option implied volatility is at 39; compared to its 52-week range of 32 to 75. Call put ratio 2.6 calls to 1 put as share price up 2.8%.

AMD (AMD) 30-day option implied volatility is at 61; compared to its 52-week range of 37 to 88. Call put ratio 1.8 calls to 1 put as share price up 8.1%.

Arm Holdings (ARM) 30-day option implied volatility is at 60; compared to its 52-week range of 42 to 99. Call put ratio 4.8 calls to 1 put with a focus on January 30 weekly 119 calls as share price up 8.3%.

Rambus (RMBS) 30-day option implied volatility is at 83; compared to its 52-week range of 40 to 92. Call put ratio 14.4 calls to 1 put with a focus on May 155 calls as share price up 17.3%.

Option IV into quarter results

Procter & Gamble (PG) January 23 weekly call option implied volatility is at 55, February is at 23; compared to its 52-week range of 14 to 35. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on January 22.

GE Aerospace (GE) January 23 weekly call option implied volatility is at 93, February is at 39; compared to its 52-week range of 23 to 65. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on January 22.

Abbott (ABT) January 23 weekly call option implied volatility is at 63, February is at 27; compared to its 52-week range of 16 to 45. Call put ratio 1 call to 1.8 puts into the expected release of quarter results before the bell on January 22.

Intel (INTC) January 23 weekly call option implied volatility is at 152, February is at 77; compared to its 52-week range of 38 to 93. Call put ratio 2.3 call to 1 put as share price up 10.3% into the expected release of quarter results after the bell on January 22.

Freeport-McMoran (FCX) January 23 weekly call option implied volatility is at 75, February is at 46; compared to its 52-week range of 33 to 83. Call put ratio 6.2 calls to 1 put with a focus on February, April and June 70 calls into the expected release of quarter results on January 22.

Intuitive Surgical (ISRG) January 23 weekly call option implied volatility is at 80, February is at 40; compared to its 52-week range of 21 to 66. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on January 22.

Capital One Financial (COF) January 23 weekly call option implied volatility is at 80, February is at 40; compared to its 52-week range of 25 to 74. Call put ratio 1 call to 5.6 puts with a focus on January 23 weekly 185 and 215 puts into the expected release of quarter results after the bell on January 22.

Huntington Bancshares (HBAN) February call option implied volatility is at 27, March is at 25; compared to its 52-week range of 21 to 63. Call put ratio 14.3 calls to 1 put with a focus on February 20 calls into the expected release of quarter results before the bell on January 22.

CSX Corp. (CSX) January 23 weekly call option implied volatility is at 77, February is at 29; compared to its 52-week range of 19 to 52. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on January 22.

SLB (SLB) January 23 weekly call option implied volatility is at 65, February is at 38; compared to its 52-week range of 24 to 65. Call put ratio 3.5 calls to 1 put into the expected release of quarter results before the bell on January 23.

Options with decreasing option implied volatility: RILY CAPR CWAN TGTX MESO NFLX MMM VTYX UUP
Increasing unusual option volume: PRGS QRVO SAVA XP GORO ECH IBRX UMC ERIC VET CRVS
Increasing unusual call option volume: SAVA GORO IBRX VET XP IGV MRAM RMBS ONON BLDP
Increasing unusual put option volume: XP CRVS JETS VITL IBRX CMBT RZLT EGO LOGI GNRC ACB COF BMNU BILL

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