Pre-Market IV Report January 7, 2026

Pre-Market IV Report January 7, 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: MLTX OCUL CRML AQST LITE BKKT SNDK SYM RDW PINS ELF SNAP YANG AFRM FTNT BILL RBLX CMG OSCR PYPL AMZN SN DIS QCOM UBER PM GOOG WBD GOOGL JCI HON EA TVTX RGC CRML GLUE SNDK MESO AGQ LITE LAR RH CAL RBLX TPR HSAI LUMN JBLU ALGN GT GAD TTWO XRAY DKS

Stocks expected to have increasing option volume: SNDK WDC MU STX QCOM TXN SLV GDX GLD STZ JEF APLD ACI CALM

Movement

Sandisk (SNDK) 30-day option implied volatility is at 117; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1 put amid wide price movement.

Western Digital (WDC) 30-day option implied volatility is at 82; compared to its 52-week range of 33 to 93. Call put ratio 1.6 calls to 1 put amid wide price movement.

Micron Technology (MU) 30-day option implied volatility is at 63; compared to its 52-week range of 38 to 87. Call put ratio 1.4 calls to 1 put amid wide price movement.

Seagate Technology (STX) 30-day option implied volatility is at 76; compared to its 52-week range of 26 to 83. Call put ratio 1.3 calls to 1 put amid wide price movement.

Texas Instruments (TXN) 30-day option implied volatility is at 41; compared to its 52-week range of 24 to 73. Call put ratio 2.4 calls to 1 put amid price movement.

Qualcomm (QCOM) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 73. Call put ratio 3.7 calls to 1 put amid price movement.

GlobalFoundries (GFS) 30-day option implied volatility is at 43; compared to its 52-week range of 36 to 75. Call put ratio 27 calls to 1 put with a focus on 12K contracts of July 40 calls as share price up 6.3%.

Microchip Technology (MCHP) 30-day option implied volatility is at 50; compared to its 52-week range of 36 to 94. Call put ratio 8.7 calls to 1 put with a focus on 6K contracts of March 57.50 calls.

Ventyx Biosciences (VTYX) 30-day option implied volatility is at 137; compared to its 52-week range 81 to 205. Call put ratio 1.6 calls to 1 put into share price up before the bell.

Brunswick (BC) 30-day option implied volatility is at 37; compared to its 52-week range of 31 to 75. Call put ratio 6 calls to 1 put as share price up 7.6%.

CEA Industries (BNC) 30-day option implied volatility is at 133; compared to its 52-week range of 92 to 194 with a focus on 5900 contracts of June 15 calls.

Centuri Holdings (CTRI) 30-day option implied volatility is at 56; compared to its 52-week range of 40 to 104 with a focus on 3K contracts of August 30 calls.

Goodyear Tire (GT) 30-day option implied volatility is at 49; compared to its 52-week range of 36 to 77. Call put ratio 16 calls to 1 put with a focus on 11K contracts of February 10 calls as share price up 3.3%.

AIG (AIG) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 51. Call put ratio 7 calls to 1 put with a focus on 5600 contracts of March 90 calls.

Lennar Corp. (LEN) 30-day option implied volatility is at 36; compared to its 52-week range of 30 to 59. Call put ratio 1 call to 6.1 puts with a focus on 7400 contracts of June 9 weekly 100 puts.

iShares Silver Trust (SLV) 30-day option implied volatility is at 72; compared to its 52-week range of 22 to 76. Call put ratio 1.7 calls to 1 put as silver down 2.5%.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 46; compared to its 52-week range of 29 to 50. Call put ratio 2 calls to 1 put as gold into $4474.

Freeport-McMoran (FCX) 30-day option implied volatility is at 43; compared to its 52-week range of 32 to 83. Call put ratio 2.9 calls to 1 put as copper trends higher.

Healthcare Insurance option IV

Cigna (CI) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 45. Call put ratio 1 call to 4.3 puts.

CVS (CVS) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 57. Call put ratio 1 call to 1.2 puts.

Molina Healthcare (MOH) 30-day option implied volatility is at 50; compared to its 52-week range of 32 to 77. Call put ratio 3.5 calls to 1 put with a focus on February options.

UnitedHealth Group (UNH) 30-day option implied volatility is at 40; compared to its 52-week range of 21 to 75. Call put ratio 1.5 calls to 1 put.

Centene (CNC) 30-day option implied volatility is at 51; compared to its 52-week range of 29 to 86. Call put ratio 3.5 calls to 1 put with a focus on January calls.

Humana (HUM) 30-day option implied volatility is at 44; compared to its 52-week range of 29 to 95. Call put ratio 1 call to 1.1 puts.

Straddle prices into quarter results

Constellation Brands (STZ) January 9 weekly 144 straddle priced for a move of 7%. Call put ratio 1 calls to 3.1 puts into the expected release of quarter results after the bell.

Options with decreasing option implied volatility: CWAN DBRG
Increasing unusual option volume: XLB EIX AIG BRKR TVTX ELAN AXL BNC SCCO USAS
Increasing unusual call option volume: EIX EWJ BRKR ELAN WSM BNC ENTG OGN
Increasing unusual put option volume: XLB SCCO SLS IEF ARWR CARR KOS OZK XP HTZ
Popular stocks with increasing option volume: SOFI MU PLTR MSTR NFLX INTC NIO VALE NVO AVGO
Active options: NVDA TSLA AMZN AAPL SOFI AMD MU PLTR MSTR NFLX INTC META GOOGL NIO VALE NVO MSFT OPEN RKLB AVGO
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $56.51, natural gas up 4.5%, gold at $4474