Pre-Market IV Report October 1, 2026

Pre-Market IV Report October 1, 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: LQDA CVNA PZZA VFC CAR FTNT STM EWZ CMG BAX TMF FDX UPS BMY AMZN MRK CZR IRON SRZN XXI IBRX XP GME TEX MRP ESNT PGX SDRL NLY PAG GILD UUP

Stocks expected to have increasing option volume: MU SNDK WDC SHKY ACN NKE LULU ONON UAA DECK MSGS

Option implied volatility movement

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 53; compared to its 52-week range of 32 to 74. Call put ratio 1.3 calls to 1 put as share price near record high.

Palo Alto Networks (PANW) 30-day option implied volatility is at 52; compared to its 52-week range of 25 to 78. Call put ratio 1.2 calls to 1 put as share price near record high.

Valero Energy (VLO) 30-day option implied volatility is at 51; compared to its 52-week range of 30 to 55. Call put ratio 1 call to 1.7 puts amid wide price movement.

Bloom Energy Corp. (BE) 30-day option implied volatility is at 82; compared to its 52-week range of 76 to 181. Call put ratio 1 call to 1.1 puts amid wide price movement.

Strategy (MSTR) 30-day option implied volatility is at 65; compared to its 52-week range of 58 to 126. Call put ratio 2.1 calls to 1 put as Bitcoin trades $86,900.

Coinbase (COIN) 30-day option implied volatility is at 61; compared to its 52-week range of 48 to 95. Call put ratio 2.6 calls to 1 put with a focus on October 2 options.

Straddle prices into quarter results and outlook

Nike (NKE) October 2 weekly 35.50 straddle priced for a move of 9%. Call put ratio 2.2 calls to put into the expected release of quarter results today after the bell.

Movers

Liberty Energy (LBRT) 30-day option implied volatility is at 63; compared to its 52-week range of 50 to 100 with a the focus a spreader of 20K contracts of November 17 and 20 calls.

Hewlett Packard Enterprise (HPE) 30-day option implied volatility is at 63; compared to its 52-week range of 32 to 126. Call put ratio 3.7 calls 1 put with a focus on November 70 calls as share price up 5.6%.

Pacific Bio (PACB) 30-day option implied volatility is at 99; compared to its 52-week range of 78 to 126. Call put ratio 32 calls to 1 put with a focus on October 1.5, 2 and 3 puts as share price up 27.8%.

Jabil (JBL) 30-day option implied volatility is at 45; compared to its 52-week range of 32 to 71. Call put ratio 1.1 calls 1 put with a focus on October 2 weekly and October 9 weekly puts as share price down 9.1%.

Under Armour Inc (UAA) 30-day option implied volatility is at 50; compared to its 52-week range of 41 to 75. Call put ratio 1.8 calls 1 put with a focus on 29K contracts of September 5 puts.

Rio Tinto plc (RIO) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 31. Call put ratio 1 call 1.2 puts with a focus on 2500 contracts of November 90 puts.

Madison Square Garden Sports Corp. (MSGS) 30-day option implied volatility is at 26; compared to its 52-week range of 23 to 38. Call put ratio 1 call to 2.6 puts into MSG Sports’ board approves spin-off of Rangers business from Knicks business.

Options with decreasing option implied volatility: QURE BB MGM JBL COST WBD
Increasing unusual option volume: PACB ABUS GMAB LBRT UAA BEKE GFL CMPX KNX
Increasing unusual call option volume: ABUS GMAB LBRT GFL KNX BEKE GXO ALLY UCTT QSI
Increasing unusual put option volume: UAA BEKE GDS RITM EQT IEF PAA CRGY KMX
Popular stocks with increasing option volume: INTC SPCX MU HOOD MSTR AVGO SOFI CRWV PLTR ORCL
Active options: TSLA NVDA AAPL AMZN INTC META MSFT GOOG SPCX AMD MU HOOD MSTR GME GOOG AVGO SOFI CRWV PLTR ORCL
Global S&P Futures mixed in premarket, Nikkei up 3.3%, Germany mixed, WTI Crude oil recently at $90.50, natural gas down 2.2%, gold at $4189