Pre-Market IV Report January 30, 2026

Pre-Market IV Report January 30, 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: SIVR SLV AGQ QURE UGL CMPS COPX SG NUGT UCO VZLA CAPR KLAR SIL PPLT CPER IAU GLD GDXJ WDAY EBAY NU MELI CRM PBR CWAN TJX VTYX JNUG COPX MSTY PPLT MNKD SCO UGL KRRO EGY MSTR NVAX TEN GLL CPER LZ OKTA WRBY SCCO UAA SNOW FCX ZS ZIFR ULTY WBD FSK TTE DOX EA GLD IBIT SE PTC QXO AEXA

Stocks expected to have increasing option volume: AAPL SNDK WDC AXP CVX XOM VZ CHTR CLV KLAC SYK DECK SNDR JBSS RHI BA BIRK SLV GDX SIVM GOLD GLD IAU

Movers before the bell

Sandisk (SNDK) January 30 weekly call option implied volatility is at 245, February is a 138; compared to its 52-week range of 43 to 123. Call put ratio calls to 1 put into share price up before the bell.

Micron Technology (MU) 30-day option implied volatility is at 70; compared to its 52-week range of 38 to 87. Call put ratio 1.1 calls to 1 put into share price up before the bell.

Western Digital (WDC) January 30 weekly call option implied volatility is at 223, February is a 123; compared to its 52-week range of 33 to 93. Call put ratio 2.4 calls to 1 put into share price mixed to lower before the bell.

Strategy (MSTR) 30-day option implied volatility is at 74; compared to its 52-week range of 44 to 120. Call put ratio 1.5 calls to 1 put into share price lower before the bell.

iShares Silver Trust (SLV) 30-day option implied volatility is at 111; compared to its 52-week range of 22 to 111. Call put ratio 1.2 calls to 1 put on active option volume of 2.3M contracts as silver down 14% before the bell.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 60; compared to its 52-week range of 29 to 60. Call put ratio 1.6 calls to 1 put as share price up down 5.6% before the bell.

Freeport-McMoran (FCX) 30-day option implied volatility is at 53; compared to its 52-week range of 33 to 83. Call put ratio 5.3 calls to 1 put as share price down before the bell.

Straddle prices into quarter results

Palantir (PLTR) February 6 weekly 150 straddle priced for a move of 11.5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on February 2.

Walt Disney (DIS) February 6 weekly 112 straddle priced for a move of 6%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on February 2.

AMD (AMD) February 6 weekly 252.50 straddle priced for a move of 9%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on February 3.

Merck (MRK) February 6 weekly 108 straddle priced for a move of 4.5%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on February 3.

Movers

VAALCO Energy (EGY) 30-day option implied volatility is at 54; compared to its 52-week range of 32 to 74 with a focus on 26K contracts of February 6 calls as share price up 4.6%.

LegalZoom (LZ) 30-day option implied volatility is at 72; compared to its 52-week range of 30 to 86. Call put ratio 1 call to 3.5 puts with a focus on 5300 contracts of February 9 puts as share price up 2.5%.

Element Solutions (ESI) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 69 with a focus on 2K contracts of February 30 puts.

Brookdale Senior Living (BKD) 30-day option implied volatility is at 62; compared to its 52-week range of 37 to 85 with a focus on a spreader of 3200 contracts of February 15 and 17 calls.

Alkami Technology, Inc. (ALKT) 30-day option implied volatility is at 54; compared to its 52-week range of 36 to 74 with a focus on a spreader of 2100 contracts of March 25 and 30 calls.

Options with decreasing option implied volatility: IBRX METU VFC SBUX STM TEVA UPS META IBM CSX DBRG WM
Increasing unusual option volume: PAA PAGP TRX TRIP ZSL MBI TAL NNDM GEN TXN
Increasing unusual call option volume: APGP PAA TRX ZSL IGV TXN TAL MBI EPD AES
Increasing unusual put option volume: TRIP ABT GTM SAP URI COPX KOS XRX SYK INTU
Popular stocks with increasing option volume: PLTR MSTR INTC NFLX MU ORCL SOFI HOOD BABA
Active options: TSLA NVDA MSFT META PLTR MSTR AAPL AMD INTC NFLX AMZN MU ORCL GOOGL SOFI HOOD GOOG IREN BABA MARA
Global S&P Futures mixed to lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $64.49, natural gas down 1%, gold at $5046