Pre-Market IV Report January 9, 2026

Pre-Market IV Report January 9, 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: OCUL CRML AQST LITE BKKT PINS OSCR BHVN ELF SYM OPEN RBLX SNAP BILL FTNT AFRM CMG YANG LUMN EL GOOG EXPE PGR DG BMY GEHC JCI ZTS TSCO AMGN BP PEP HON GSK LXEO CODI RVMD OCUL TVTX BW SHCO KALV KRMN RCAT BBBY MESO IMNM ACIC INSM INSP CMCSA RPRX

Stocks expected to have increasing option volume: JPM WFC BAC WFC BK MS GS USB PNC C INTC SLV GDX GOLD GLD WSM RH W HD LOW COST GM F RIO TLRY RKT COMP Z ZG

Straddle price into quarter results

JPMorgan (JPM) January 330 straddle priced for a move of 3.5%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on January 13.

BNY Mellon (BK) January 120 straddle priced for a move of 4%. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on January 13.

Delta Air Lines (DAL) January 71 straddle priced for a move of 7%. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on January 13.

Home, furniture, kitchen cabinets, bathroom vanity retailers option IV amid headlines

Home Depot (HD) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 50. Call put ratio 2.8 calls to 1 put as share price up 3.6%.

Lowe’s Cos. (LOW) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 53. Call put ratio 4.8 calls to 1 put with a focus on March 270 calls as share price up 3.8%.

Costco (COST) 30-day option implied volatility is at 21; compared to its 52-week range of 18 to 43. Call put ratio 1.8 calls to 1 put as share price up 3.7%.

RH (RH) 30-day option implied volatility is at 62; compared to its 52-week range of 36 to 130. Call put ratio 3.9 calls to 1 put with a focus on January 9 weekly calls amid tariff headlines as share price up 6.7%.

Wayfair (W) 30-day option implied volatility is at 55; compared to its 52-week range of 50 to 140. Call put ratio 1 call to 2.9 puts amid tariff headlines.

Williams-Sonoma (WSM) 30-day option implied volatility is at 39; compared to its 52-week range of 32 to 79. Call put ratio 1.2 calls to 1 put as share price up 3.8%.

Ethan Allen Interiors Inc. (ETD) 30-day option implied volatility is at 35; compared to its 52-week range of 20 to 61 with a focus on February 24.75 calls as share price up 4.1%.

Movers

General Motors (GM) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 70. Call put ratio 2.2 calls to 1 put into EV charge.

Rocket Companies (RKT) 30-day option implied volatility is at 56; compared to its 52-week range of 44 to 103. Call put ratio 9.4 calls to 1 put with a focus on February calls.

Rio Tinto plc (RIO) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 47. Call put ratio 1 call to 1 put amid headlines.

Constellation Brands (STZ) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 53. Call put ratio 1call to 1.1 puts as share price up 4.7%.

Southwest Airlines (LUV) 30-day option implied volatility is at 43; compared to its 52-week range of 29 to 77. Call put ratio 5 calls to 1 put with a focus on 21K contracts of February 47.50 calls trading at 72c.

Acuity Brands (AYI) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 60. Call put ratio 1.9 calls to 1 put as share price down 13.5%.

Alcoa (AA) 30-day option implied volatility is at 61; compared to its 52-week range of 41 to 100. Call put ratio 1 call to 1 put as share price down 2.5%.

CommScope (COMM) 30-day option implied volatility is at 45; compared to its 52-week range of 27 to 138. Call put ratio 1 call to 1.6 puts with a focus on February 18 calls February 15 puts and February 17 puts.

Serve Robotics (SERV) 30-day option implied volatility is at 99; compared to its 52-week range of 77 to 156. Call put ratio 3.5 calls to 1 put with a focus on January 9 weekly 15 calls amid wide price movement.

Planet Fitness (PLNT) 30-day option implied volatility is at 36; compared to its 52-week range of 24 to 63 with a focus on a spreader of January 110 and 115 calls as share price up 1.9%.

GDS Holdings Limited (GDS) 30-day option implied volatility is at 53; compared to its 52-week range of 46 to 122. Call put ratio 100 calls to 1 put with a focus as share price up 9.3%.

Draganfly Inc (DPRO) 30-day option implied volatility is at 117; compared to its 52-week range of 21 to 151 with a focus on 3K contracts of April 17.50 calls.

Options with decreasing option implied volatility: ULTY STZ HYG
Increasing unusual option volume: PLNT TD FNKO RVMD IMRX SATL AEO OSS INVH
Increasing unusual call option volume: TD PLNT FNKO AEO RVMD DRI IMRX SATL OSS EMBJ
Increasing unusual put option volume: IQ MTDR AMT COMM SLS AQST CORT CAR MTCH ZS
Popular stocks with increasing option volume: PLTR MSTR INTC MU ONDS BABA APLD SOFI NFLX F
Active options: NVDA TSLA AAPL AMZN PLTR GOOGL MSTR INTC AMD MU ONDS BABA APLD GOOG META MARA SOFI NFLX F AVDO
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $58.16, natural gas up 1%, gold at $4482