Daily IV Report
Pre-Market IV Report January 29, 2026
Pre-Market IV Report January 29, 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: CVNA UGL GLL TBCH […]
Pre-Market IV Report January 29, 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: CVNA UGL GLL TBCH CAPR KYIV HMY INTC SNPS ICLN GLD SOLS PBRA BFH PRMB QURE SLV SIVR AGQ ALT VZLA UGL LMND SILJ VISN URBN IEP XYZ IAU GLD GME CRM EWY UUP PBR TJX EBAY
Stocks expected to have increasing option volume: TSLA MSFT META LRCX IBM NOW LVS WHR MA CAT TMO BX HON
WDC LEVI LMT MO CMCSA RCL LHX TSCO LUV NLY FICO URI LC DDOG SNOW LEVI DLX JOBY WBD SLG ETD FICO URI MP UUUU USAR CRML UAMY WDC
Straddle price into quarter results
Apple (AAPL) January 30 weekly 257 straddle priced for a move of 4%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.
Western Digital (WDC) January 30 weekly 280 straddle priced for a move of 12%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results today after the bell.
ExxonMobil (XOM) January 30 weekly 137 straddle priced for a move of 3%. Call put ratio 2.1 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 3.4 calls to 1 put into the expected release of quarter results before the bell on January 30.
American Express (AXP) January 30 weekly 355 straddle priced for a move of 4.5%. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on January 30.
Verizon Communications (VZ) January 30 weekly 40 straddle priced for a move of 3%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results before the bell on January 30.
Movers
iShares Silver Trust (SLV) 30-day option implied volatility is at 107; compared to its 52-week range of 22 to 107. Call put ratio 1.2 calls to 1 put on active option volume of 2.8M contracts, silver price up 3.3% before the bell.
Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 57; compared to its 52-week range of 29 to 56. Call put ratio 1.4 calls to 1 put as gold above $5500 before the bell.
United States Oil Fund (USO) 30-day option implied volatility is at 47; compared to its 52-week range of 24 to 66. Call put ratio 1.3 calls to 1 put as WTI oil above $64.70 before the bell.
Carvana (CVNA) 30-day option implied volatility is at 92; compared to its 52-week range of 46 to 125. Call put ratio 1 call to 1.6 puts with a focus on 10K contracts of March 320 puts amid wide price movement.
MP Materials (MP) 30-day option implied volatility is at 78; compared to its 52-week range of 50 to 118. Call put ratio 2.8 calls to 1 put into share price lower before the bell.
A.d.a.m. (ADAM) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 56 with a focus on 23K contracts of February 10 calls.
Amphenol (APH) 30-day option implied volatility is at 42; compared to its 52-week range of 26 to 60. Call put ratio 1 call to 1 put with a focus on February calls and May 145 puts as share price down 11.9%.
Keurig Dr Pepper Inc. (KDP) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 37 with a focus on 44K contracts of March 16 puts as share price down 4%.
Lloyds Banking Group (LYG) 30-day option implied volatility is at 36; compared to its 52-week range of 25 to 57. Call put ratio 18.5 calls to 1 put with a focus on 20K contracts of July 6 calls.
Options with decreasing option implied volatility: INTC SKYT MBLY VFC TEVA UPS GE ISRG ULTY T
Increasing unusual option volume: UMC CDZI ZSL VSAT URNM USAS ASX ODV WRAP HNGE WU BCE
Increasing unusual call option volume: CDZI UMC URNM ZSL USAS IGV ASX WU BCE WRAP ODV
Increasing unusual put option volume: KDP HYMC GOSS FE TSCO HUM LRN APH AQST ABT IBRX
Popular stocks with increasing option volume: INTC PLTR MU UNH NFLX AMD CVNA ORCL SOFI MSTR AVGO
Active options: NVDA INTC TSLA AMZN PLTR MU AAPL UNH META NFLX MSFT AMD CVNA ORCL IREN SOFI MSTR CRWV AVGO GME
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $64.83, natural gas up 2.5%, gold at $5512
