Pre-Market IV Report October 5, 2026

Pre-Market IV Report October 5, 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: FTNT BAX KVUE NLY LQDA VSTM SNDX XP QGEN UNG BHC EIX KBWD DJX DBA UUP WBD

Stocks expected to have increasing option volume: USO TLT PEP KO DAL SU PTC EWZ PBR ITUB PTC

Movement

United States Oil Fund (USO) 30-day option implied volatility is at 50; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 1 put amid price movement.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 16; compared to its 52-week range of 9 to 17. Call put ratio 2.5 calls to 1 put with a focus on a spreader of 57120 contracts of December 80 and 84 calls.

Tesla (TSLA) 30-day option implied volatility is at 44; compared to its 52-week range of 38 to 65 with a focus on October 9 weekly 230 and 250 puts.

Brazil stock option implied volatility

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 61; compared to its 52-week range of 22 to 60 with a focus on March 44 and 45 calls into elections.

Vale S.A. (VALE) 30-day option implied volatility is at 44; compared to its 52-week range of 25 to 45 into Brazil elections.

Petrobras (PBR) 30-day option implied volatility is at 60; compared to its 52-week range of 21 to 60. Call put ratio 2.9 calls to 1 put with a focus on December 24 calls amid elections and energy price movements.

Itau Unibanco Banco Multiplo S.a. (ITUB) 30-day option implied volatility is at 47; compared to its 52-week range of 27 to 69. Call put ratio 10.2 calls to 1 put with a focus on October 8 and 9 calls into elections.

Ambev S.A. (ABEV) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 51 with a focus on 4800 contracts of January 3 puts.

Gerdau SA (GGB) 30-day option implied volatility is at 43; compared to its 52-week range of 35 to 71 with a focus on October and November calls.

Novagold Resources, Inc. (NG) 30-day option implied volatility is at 66; compared to its 52-week range of 57 to 88 with a focus on a spreader of 10K contracts of January 7 and 15 calls.

Viavi Solutions (VIAV) 30-day option implied volatility is at 78; compared to its 52-week range of 35 to 119 with a focus on October 46 calls.

Lennar Corp. (LEN) 30-day option implied volatility is at 42; compared to its 52-week range of 32 to 51 on 41K contracts.

Technology Select Sector Spdr Fund (XLK) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 38 with a focus on 13K contracts of October 9 weekly 135 puts and 25K contracts of June 45 puts.

PTC (PTC) 30-day option implied volatility is at 47; compared to its 52-week range of 20 to 52. Call put ratio 1 call to 18.6 puts with a focus on October 140 puts into Schneider Electric to acquire PTC for $205 per share in cash.

Options with decreasing option implied volatility: QURE SMMT MULL KMX JBL NKE CCL WBD STRC
Increasing unusual option volume: GFL BBD CMPX EWC XP QSR
Increasing unusual call option volume: GFL XP BBD QSR SNDX DNA
Increasing unusual put option volume: UAA GFL LTH TMDX GPRO JANX
Popular stocks with increasing option volume: MU MSTR INTC NKE HOOD AVGO SMCI ORCL NFLX PLTR
Active options: NVDA TSLA SPCX AAPL MU MSTR INTC AMZN NKE AMD HOOD GOOGL META AVGO MSFT SMCI ORCL MARA NFLX PLTR
Global S&P Futures mixed in premarket, Nikkei up 2%, Germany down 1%, WTI Crude oil recently at $90.66, natural gas mixed, gold at $4187