Pre-Market IV Report January 27, 2026

Pre-Market IV Report January 27, 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: UNG KOLD BOIL CMPS QURE LMND INOD SILJ NVAX GME AAP SG UGL PAAS DUOL HIMS TDOC CVNA CYTK CART UUP ET GLD EBAY URBN

Stocks expected to have increasing option volume: SLV GDX UNH RTX BA HCA NOC UPS GM ROP KMB SYF AAL JBLU KMB STX S NOC TXN WDC SNDK NUE CR CVLT JBL CI CNC CVS HUM UNH MOHELV CRM

Option IV into Trump administration proposing flat Medicare insurance rates in 2027, WSJ says

UnitedHealth Group (UNH) 30-day option implied volatility is at 39; compared to its 52-week range of 21 to 75. Call put ratio 1.3 call to 1 put into quarter results and Trump administration proposing flat Medicare insurance rates in 2027, WSJ says.

Cigna Corp. (CI) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 45. Call put ratio 3.2 calls to 1 put into Trump administration proposing flat Medicare insurance rates in 2027, WSJ says.

Centene (CNC) 30-day option implied volatility is at 57; compared to its 52-week range of 29 to 86. Call put ratio 1.2 calls to 1 put into Trump administration proposing flat Medicare insurance rates in 2027, WSJ says.

CVS Health (CVS) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 57. Call put ratio 1.7 calls to 1 put into Trump administration proposing flat Medicare insurance rates in 2027, WSJ says.

Humana (HUM) 30-day option implied volatility is at 60; compared to its 52-week range of 29 to 95. Call put ratio 1 call to 1.5 puts into Trump administration proposing flat Medicare insurance rates in 2027, WSJ says.

Molina Healthcare (MOH) 30-day option implied volatility is at 60; compared to its 52-week range of 32 to 77. Call put ratio 4.2 calls to 1 put into Trump administration proposing flat Medicare insurance rates in 2027, WSJ says.

Elevance Health (ELV) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 48. Call put ratio 1 call to 1 put into Trump administration proposing flat Medicare insurance rates in 2027, WSJ says.

Straddle prices into quarter results

Microsoft (MSFT) January 30 weekly 470 straddle priced for a move of 5.5%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on January 28.

Microsoft (MSFT) January 30 weekly 672 straddle priced for a move of 7%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on January 28.

Tesla (TSLA) January 30 weekly 435 straddle priced for a move of 6%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on January 28.

IBM (IBM) January 30 weekly 295 straddle priced for a move of 6.5%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on January 28.

ServiceNow (NOW) January 30 weekly 136 straddle priced for a move of 8%. Call put ratio 3.1 call to 1 put into the expected release of quarter results after the bell on January 28.

Starbucks (SBUX) January 30 weekly 96 straddle priced for a move of 8%. Call put ratio 1 call to 1.7 puts into the expected release of quarter results before the bell on January 28 and into an investor day.

Meta Platforms (META) 30-day option implied volatility is at 43; compared to its 52-week range of 24 to 68. Call put ratio 1.8 calls to 1 put as share price up 2.1%.

Cisco Systems (CSCO) 30-day option implied volatility is at 31; compared to its 52-week range of 17 to 42. Call put ratio 2.3 calls to 1 put as share price up 3.5%.

Flutter Entertainment (FLUT) 30-day option implied volatility is at 47; compared to its 52-week range of 26 to 62 with a focus on a spreader of 3K contracts of March 250 and 290 calls.

Papa John’s (PZZA) 30-day option implied volatility is at 50; compared to its 52-week range of 41 to 86. Call put ratio 1 call to 15 puts with a focus on 8K contracts of March 30 puts.

Immunovant (IMVT) 30-day option implied volatility is at 76; compared to its 52-week range of 51 to 160 with a focus on 2200 contracts of April 30 calls as share price up 2%.

Royal Caribbean (RCL) 30-day option implied volatility is at 49; compared to its 52-week range of 32 to 79. Call put ratio 4.5 calls to 1 put with a focus on March 310, 320 and 330 calls.

BHP Group (BHP) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 51. Call put ratio 6.1 calls to 1 put with a focus on 8500 contracts of January 80 calls.

Fastly, Inc. (FSLY) 30-day option implied volatility is at 87; compared to its 52-week range of 48 to 123. Call put ratio 10.5 calls to 1 put with a focus on January 30 weekly 10 calls as share price up 6.2%.

Public Storage (PSA) 30-day option implied volatility is at 23; compared to its 52-week range of 18 to 39. Call put ratio 3.2 calls to 1 put.

Booz Allen Hamilton (BAH) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 62. Call put ratio 1 call to 3.4 puts with a focus on February 80 and 90 puts as share price down 8%.

Options with decreasing option implied volatility: IBRX SKYT VTRS SLV WRD HBAN RF HE NFLX HE FAST ALLY MMM SCHW PG DBRG
Increasing unusual option volume: ZSL AVTR RVMD OPTT TAL URNM
Increasing unusual call option volume: ZSL URNM OPTT RVMD TAL SLVR IGV GORO UMC AR
Increasing unusual put option volume: ARES TSCO AQST BAX VFC OCUL SILJ ASO
Popular stocks with increasing option volume: INTC CRWV ORCL MSTR AVGO PLTR MU SOFI
Active options: NVDA INTC TSLA AAPL GME AMD USAR CRWV NFLX META AMZN ORCL MSTR ONDS AVGO PLTR MSFT MU SOFI IREN
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $60.90, natural gas down 6.5%, gold at $5079