Pre-Market IV Report January 6, 2026

Pre-Market IV Report January 6, 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: AQST OCUL SYM LITE CWAN PINS ELF SNAP AFRM TER METU CMG DECK ALGN COMP FTNT TEAM BILL CHTR UPS META GM SBUX DIS TTWO IBM GOOGL GOOG QCOM AKAM PM MSFT HON CVX JEPQ PVLA SLS OKLL MLTX BKSY CRML ARWR VNDA

Stocks expected to have increasing option volume: NVDA AVGO AMD INTC BABA SLV GDX GLD USO

Movement

Sandisk (SNDK) 30-day option implied volatility is at 100; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1.1 puts amid wide price movement.

Western Digital (WDC) 30-day option implied volatility is at 73; compared to its 52-week range of 33 to 93. Call put ratio 1 call to 1.1 put amid wide price movement.

Micron Technology (MU) 30-day option implied volatility is at 60; compared to its 52-week range of 38 to 87. Call put ratio 1.1 calls to 1 put amid wide price movement.

United Rentals (URI) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 73. Call put ratio 2 calls to 1 put with a focus on January 820 calls as share price up.

Coinbase (COIN) 30-day option implied volatility is at 55; compared to its 52-week range of 48 to 100. Call put ratio 2.1 calls to 1 put with a focus on January 280 calls as share price up.

Enovix (ENVX) 30-day option implied volatility is at 91; compared to its 52-week range of 75 to 133. Call put ratio 9.1 calls to 1 put with a focus on January 9 weekly 10 calls as share price up 7.7%.

Domino’s Pizza (DPZ) 30-day option implied volatility is at 26; compared to its 52-week range of 23 to 61. Call put ratio 1 call to 2.9 puts with a focus on February 380 puts as share price down 29%.

AutoZone (AZO) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 42 with a focus on February calls as share price down1.1%.

Bank OZK (OZK) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 68 with a focus on February 40 and 45 puts.

Build-A-Bear Workshop (BBW) 30-day option implied volatility is at 46; compared to its 52-week range of 39 to 83. Call put ratio 1 call to 8.3 puts with a focus on spreaders of June 40 and 50 puts.

Calumet (CLMT) 30-day option implied volatility is at 43; compared to its 52-week range of 33 to 121. Call put ratio 16.3 calls to 1 put with a focus on May 21 and 27 calls as share price up 2.5%.

Arbor Realty Trust (ABR) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 68. Call put ratio 19 calls to 1 put with a focus on June 8.5 calls.

Straddle prices into quarter results

Constellation Brands (STZ) January 9 weekly 143 straddle priced for a move of 6.5%. Call put ratio 1 calls to 2.4 puts into the expected release of quarter results after the bell on January 7.

Jefferies Financial Group (JEF) January 65 straddle priced for a move of 7%. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on January 7.

Albertsons (ACI) January 9 weekly 17 straddle priced for a move of 8%. Call put ratio 10.5 calls to 1 put with a focus on January 17.50 and 18 calls into the expected release of quarter results before the bell on January 7.

Applied Digital (APLD) January 9 weekly 30 straddle priced for a move of 13%. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on January 7.

Cal-Maine Foods (CALM) January 80 straddle priced for a move of 8%. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on January 7.

Options with decreasing option implied volatility: TMC MESO UUP DBRG
Increasing unusual option volume: BNS APPN DG BBW TVTX EC IVZ
Increasing unusual call option volume: EC DG IVZ JPM HYFT ZSL XLU PTEN OGN REI
Increasing unusual put option volume: HTZ SLS DUST OZK ARWR REPL HYMC AMT NU BK
Popular stocks with increasing option volume: SOFI PLTR MSTR INTC NFLX HTZ AVGO MU CVX BABA HOOD
Active options: TSLA NVDA NU SOFI AMZN AAPL PLTR MSTR INTC AMD NFLX HTZ IREN AVGO ONDS MU CVX BABA META HOOD
Global S&P Futures mixed in premarket, Nikkei up 1.3%, DAX mixed, WTI Crude oil recently at $58.45, natural gas down 2.5%, gold at $4458