Pre-Market IV Report January 28, 2026

Pre-Market IV Report January 28, 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: AGQ BOIL KOLD QURE LMND SLV CMPS SIVR ALT UNG SG CWAN CYTK VZLA NVAX GME SIL TDOC IEP EWY URBN UGL ZM VTYX GLD IAU SLV ATEX ALDX WGS RR EWY RELL SKM CPNG UMC NRDS PAR QRVO VTYX S OII OR ABR ELV ABR UNH EWJ HOLX FXE

Stocks expected to have increasing option volume: GEV DHR T PGR SBUX ADP GD EAT LOGI TXN STX WDC MU QRVO MSFT TSLA META NXT FFIV LRN ADM BXP BROS PKG AI PINS

Straddle price into quarter results and FOMC

Microsoft (MSFT) January 30 weekly 480 straddle priced for a move of 5.5%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results today after the bell.

Meta Platforms (META) 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 today after the bell.

Tesla (TSLA) January 30 weekly 430 straddle priced for a move of 6.5%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

IBM (IBM) January 30 weekly 295 straddle priced for a move of 6.5%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.

ServiceNow (NOW) January 30 weekly 132 straddle priced for a move of 7.5%. Call put ratio 1.4 call to 1 put into the expected release of quarter results today after the bell.

iShares Silver Trust (SLV) 30-day option implied volatility is at 104; compared to its 52-week range of 22 to 104. Call put ratio 1.1 calls to 1 put as silver up 6.5% before the bell.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 56; compared to its 52-week range of 29 to 50. Call put ratio 1 call to 3 put as gold into $5272 before the bell.

SPDR Gold Trust (GLD) 30-day option implied volatility is at 32; compared to its 52-week range of 14 to 32. Call put ratio 5.3 calls to 1 put into gold at $5272 before the bell.

Apple (AAPL) January 30 weekly 257 straddle priced for a move of 4%. Call put ratio 2.6 calls to 1 put into the expected release of quarter results after the bell on January 29.

MasterCard (MA) January 30 weekly 520 straddle priced for a move of 3.5%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on January 29.

Caterpillar (CAT) January 30 weekly 640 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 29.

Comcast (CMCSA) January 30 weekly 29 straddle priced for a move of 7%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on January 29.

ExxonMobil (XOM) January 30 weekly 137 straddle priced for a move of 3%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell on January 30.

Chevron (CVX) January 30 weekly 170 straddle priced for a move of 3%. Call put ratio 2.6 calls to 1 put into the expected release of quarter results before the bell on January 30.

Movers

Intel (INTC) 30-day option implied volatility is at 51; compared to its 52-week range of 38 to 93. Call put ratio 2.3 calls to 1 put into share price up before the bell.

DraftKings (DKNG) 30-day option implied volatility is at 65; compared to its 52-week range of 34 to 87. Call put ratio 3.3 calls to 1 put into Super Bowl.

Flutter Entertainment (FLUT) 30-day option implied volatility is at 47; compared to its 52-week range of 26 to 62. Call put ratio 1.3 calls to 1 put as share price down 3.9%.

Melco Resorts & Entertainment (MLCO) 30-day option implied volatility is at 54; compared to its 52-week range of 37 to 95. Call put ratio 3.4 calls to 1 put as share price down 2.2%.

Regencell Bioscience Holdings (RGC) 30-day option implied volatility is at 188; compared to its 52-week range of 108 to 346. Call put ratio 5.4 calls to 1 put amid wide price movement.

Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 20; compared to its 52-week range of 15 to 40. Call put ratio 1 call to 1 put as share price near fresh record high.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 17; compared to its 52-week range of 13 to 32 with a focus on August 18 calls.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 12; compared to its 52-week range of 11 to 26 with a focus on May 24 calls.

Lumen Technologies (LUMN) 30-day option implied volatility is at 100; compared to its 52-week range of 53 to 134. Call put ratio 1.4 calls to 1 put with a focus on April 11 calls as share price up 7.5%.

Five Below (FIVE) 30-day option implied volatility is at 45; compared to its 52-week range of 36 to 105 with a focus on 3600 contracts of February 160 puts.

CarMax (KMX) 30-day option implied volatility is at 48; compared to its 52-week range of 28 to 76 with a focus on 16K contracts of March 50 calls.

Options with decreasing option implied volatility: IBRX SKYT NFLX MBLY INTC UPS UAL GE GM ISRG COF SCHW UNP PG SPYM IVV VOO VTI
Increasing unusual option volume: CTMX ECH GFS ZSL UMC AMTX SATL ABUS RVMD
Increasing unusual call option volume: GFS ECH CTMX ZSL SIG AMTX SATL EMBJ UMC IGV
Increasing unusual put option volume: KDP VFC GOSS UL AR CPNG EQNR SYY JETS UUP XRX ABT NOC GLW
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 $62.29, natural gas down 6.5%, gold at $5269