Daily IV Report
Pre-Market IV Report January 8, 2026
Pre-Market IV Report January 8, 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: CRML MTLX OCUL LITE […]
Pre-Market IV Report January 8, 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: CRML MTLX OCUL LITE OPEN PINS SYM ELF SNAP RBLX AFRM FTNT CMG OSCR YANG ALGN PYPL BILL PLTR NOK PM SWK CI HON DG BMY AMGN JCI GSK PGR PEP PAA ERAS OPEN UCO INVH NEOG NOK QRVO CLF PRMB
Stocks expected to have increasing option volume: RTX HII LHX BA LMT NOC GD PLTR GE SLV GDX GLD STZ JEF APLD CALM
Option IV into Trump calls for 50% increase in US defense spending by 2027
Boeing (BA) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 75. Call put ratio 2.8 calls to 1 put into share price up before the bell.
GE Aerospace (GE) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 65. Call put ratio 1.2 calls to 1 put.
General Dynamics (GD) 30-day option implied volatility is at 23; compared to its 52-week range of 13 to 45. Call put ratio 1.8 calls to 1 put.
HII (HII) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 56. Call put ratio 2.1 calls to 1 put.
L3Harris Technologies (LHX) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 49. Call put ratio 6.6 calls to 1 put.
Martin (LMT) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 43. Call put ratio 3.3 calls to 1 put.
Northrop Grumman (NOC) 30-day option implied volatility is at 28; compared to its 52-week range of 16 to 45. Call put ratio 1 call to 6.5 puts.
RTX (RTX) 30-day option implied volatility is at 31; compared to its 52-week range of 18 to 53. Call put ratio 1 call to 1.3 puts.
Palantir (PLTR) 30-day option implied volatility is at 56; compared to its 52-week range of 41 to 110. Call put ratio 1.3 calls to 1 put.
AeroVironment (AVAV) 30-day option implied volatility is at 64; compared to its 52-week range of 37 to 88. Call put ratio 3.3 calls to 1 put into share price up before the bell.
Movers on Trump home ownership headlines
Invitation Homes Inc. (INVH) 30-day option implied volatility is at 48; compared to its 52-week range of 18 to 42. Call put ratio 1 call to 11 puts with a focus on February puts.
American Homes 4 Rent (AMH) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 73. Call put ratio 1 call to 16.7 puts with a focus on January 30 puts.
Zillow Group, Inc. (ZG) 30-day option implied volatility is at 49; compared to its 52-week range of 33 to 74. Call put ratio 13.9 calls to 1 put with a focus on January 70 calls.
Zillow (Z) 30-day option implied volatility is at 50; compared to its 52-week range of 32 to 73. Call put ratio 25.3 calls to 1 put with a focus on January 70 calls.
Rocket Companies (RKT) 30-day option implied volatility is at 60; compared to its 52-week range of 44 to 102. Call put ratio 7.6 calls to 1 put with a focus on February 23 and 27 calls .
Compass (COMP) 30-day option implied volatility is at 62; compared to its 52-week range of 45 to 102. Call put ratio 26 calls to 1 put with a focus on January 12 and 13 calls as share price up.
Blackstone (BX) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 76. Call put ratio 1 call to 1.6 puts as share price down.
Blue Owl (OWL) 30-day option implied volatility is at 42; compared to its 52-week range of 31 to 79. Call put ratio 1 call to 5.5 puts as share price down.
Movement
Ventyx Biosciences (VTYX) 30-day option implied volatility is at 51; compared to its 52-week range 51 to 205. Call put ratio 3.1 calls to 1 put into Eli Lilly (LLY to acquiring for $14.
Trilogy Metals Inc. (TMQ) 30-day option implied volatility is at 118; compared to its 52-week range of 20 to 238. Call put ratio 19.6 call to 1 put with a focus on 9600 contracts of January 5.5 calls.
Vertical Aerospace (EVTL) 30-day option implied volatility is at 92; compared to its 52-week range of 43 to 150. Call put ratio 135 calls to 1 put with a focus on a spreader of 10K contracts of January 7.5 and February 7.5 calls as share price up 3.9%.
Crown Holdings (CCK) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 49 with a focus on 6400 contracts of February 90 puts.
CRH plc (CRH) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 64. Call put ratio 1 call to 1.1 puts with a focus on March 105 and 120 puts.
Options with decreasing option implied volatility: CORT ULTY
Increasing unusual option volume: INVH KBE COMP ING TKO VTYX
Increasing unusual call option volume: COMP VTYX EVTL IMRX FSK RVMD
Increasing unusual put option volume: KBE SLS COMP ARWR LW DUST ABR
Popular stocks with increasing option volume: INTC MSTR PLTR MU NFLX GME WBD SOFI BABA RIVN
Active options: NVDA TSLA INTC AMZN MSTR PLTR AAPL GOOGL AMD MSFT META MU OPEN NFLX GOOG GME WBD SOFI BABA RIVN
Global S&P Futures mixed in premarket, Nikkei down 1.6%, DAX mixed, WTI Crude oil recently at $56.55, natural gas up 1.5%, gold at $4468
