Pre-Market IV Report October 2, 2026

Pre-Market IV Report October 2, 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: CAR LQDA CVNA FTNT CMG EWZ PYPL FDX UPS BMY NLY MAT RILY SDGR
INOD HLF TRIP STNE GGAL DB NOMD LINE ITUB HWM RYN DBX CEG VSNT NN MT HBAN STWD SRLN EWLI EFA

Stocks expected to have increasing option volume: NKE LULU ONON UAA DECK ON SYNA

Movers amid interest rates and economic data

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 34; compared to its 52-week range of 27 to 59. Call put ratio 1 call to 2 puts.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 18; compared to its 52-week range of 13 to 29. Call put ratio 1 call to 1.3 puts into money center earnings.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 14; compared to its 52-week range of 11 to 27. Call put ratio 1 call to 1.1 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 22; compared to its 52-week range of 15 to 30. Call put ratio 1 call to 1 put.

Russell 2000 Index (RUT) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 34. Call put ratio 1 call to 1.4 puts.

Mattel (MAT) 30-day option implied volatility is at 42; compared to its 52-week range of 30 to 56. Call put ratio 19.8 calls to 1 put after Authentic Brands discussing over $20 per share offer for Mattel, WSJ says.

Hasbro (HAS) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 46. Call put ratio 13.9 call to 1 put with a focus on October 92.50 and 95 calls after Authentic Brands discussing over $20 per share offer for Mattel (MAT), WSJ says.

Funko (FNKO) 30-day option implied volatility is at 84; compared to its 52-week range of 64 to 159 with a focus on October 7.5 calls as share price up 5.2%.

JAKKS Pacific (JAKK) 30-day option implied volatility is at 47; compared to its 52-week range of 35 to 86. Call put ratio 1 call to 1 put as share price up 3%.

Occidental Petroleum (OXY) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 47. Call put ratio 2.4 calls to 1 put as share price up 3.9%.

Acuity Brands (AYI) 30-day option implied volatility is at 32; compared to its 52-week range of 23 to 51. Call put ratio 1 call to 1.5 puts with a focus on October 270 and 290 puts as share price down 2.9%.

StandardAero (SARO) 30-day option implied volatility is at 43; compared to its 52-week range of 30 to 66. Call put ratio 1 call to 5.4 puts with a focus on 2500 contracts of November 20 puts.

USA Today (TDAY) 30-day option implied volatility is at 66; compared to its 52-week range of 37 to 107 with a focus on 5400 contracts of October 8 calls.

Western Union (WU) 30-day option implied volatility is at 46; compared to its 52-week range of 27 to 63 with a focus on 24K contracts of January 7 calls.

Kanzhun (BZ) 30-day option implied volatility is at 37; compared to its 52-week range of 30 to 58 with a focus on 4600 contracts of April 17.50 calls.

Birkenstock Holding (BIRK) 30-day option implied volatility is at 52; compared to its 52-week range of 38 to 69 with a focus on 2K contracts of November 35 calls.

Joby Aviation (JOBY) 30-day option implied volatility is at 60; compared to its 52-week range of 56 to 104. Call put ratio 1 call to 1 put.

Archer Aviation (ACHR) 30-day option implied volatility is at 60; compared to its 52-week range of 59 to 122. Call put ratio 2.7 calls to 1 put with a focus on October 2 weekly calls.

Options with decreasing option implied volatility: SMMT QURE KMX JBL CZR DBA WBD
Increasing unusual option volume: GFL SDGR QSR KPTI UAA QSI DYN MAT
Increasing unusual call option volume: GFL DYN SDGR QSR QSI HBAN ITB BIRK PACB
Increasing unusual put option volume: UAA SOLS FLG MGM WY GGAL GPRO NKTR APO RITM RTH LTH MKC
Popular stocks with increasing option volume: PLTR MSTR SOFI AVGO WULF NKE HOOD
Active options: NVDA TSLA MU AAPL SPCX GOOGL AMZN INTC MSFT META NFLX AMD PLTR MSTR SOFI GOOG AVGO WULF NKE HOOD
Global S&P Futures mixed to up in premarket, Nikkei mixed, Germany mixed, WTI Crude oil recently at $89.28, natural gas down 1.3%, gold at $4216