Pre-Market IV Report September 15, 2026

Pre-Market IV Report September 15, 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: USO EWZ CLDX MSTU BWET RPD ASAN SRPT SAIL RUM INVA TDOC RBRK NGVC ZS QGEN PANW NSLR KURA LEGN CRWD ALHC S AUPH TBBB OKTA ECO COCO JCI GS MS FTNT EFSC DOX HON JOM WFC VICI ARR REM BAC AFL

Stocks expected to have increasing option volume: QQQ SPY RUT NVDA META ORCL

Option implied volatility for cybersecurity companies

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 56; compared to its 52-week range of 32 to 74. Call put ratio 1.9 calls to 1 put.

Palo Alto Networks (PANW) 30-day option implied volatility is at 53; compared to its 52-week range of 25 to 78. Call put ratio 1.8 calls to 1 put with a focus on September 370 and 380 calls.

SentinelOne, Inc. (S) 30-day option implied volatility is at 54; compared to its 52-week range of 34 to 86. Call put ratio 7.7 calls to 1 put with a focus on 5K contracts of December 25 calls.

Check Point (CHKP) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 58. Call put ratio 4.1 calls to 1 put with a focus on September 140 and 145 calls.

F5 Networks (FFIV) 30-day option implied volatility is at 36; compared to its 52-week range of 24 to 60. Call put ratio 2.9 calls to 1 put with a focus on September calls.

Okta, Inc. (OKTA) 30-day option implied volatility is at 59; compared to its 52-week range of 30 to 83. Call put ratio 1 call to 1 put.

Fortinet (FTNT) 30-day option implied volatility is at 48; compared to its 52-week range of 25 to 77. Call put ratio 1.1 calls to 1 put.

Rapid7 (RPD) 30-day option implied volatility is at 88; compared to its 52-week range of 46 to 111. Call put ratio 3.6 calls to 1 put with a focus on September 14 calls .

Qualys (QLYS) 30-day option implied volatility is at 49; compared to its 52-week range of 26 to 66. Call put ratio 4.1 calls to 1 put with a focus on September 165 and 170 calls as share price up 15.2%.

Tenable Holdings (TENB) 30-day option implied volatility is at 66; compared to its 52-week range of 30 to 79. Call put ratio 22.8 calls to 1 put with a focus on December and March 40 calls as share price up 14.9%.

Zscaler (ZS) 30-day option implied volatility is at 58; compared to its 52-week range of 31 to 86. Call put ratio 2.2 calls to 1 put with a focus on September calls as share price up 17.4%.

Cloudflare (NET) 30-day option implied volatility is at 58; compared to its 52-week range of 40 to 88. Call put ratio 2.4 calls to 1 put with a focus on a spreader of 1K contracts of October 340 and 400 calls as share price up 8.2%.

Twilio (TWLO) 30-day option implied volatility is at 51; compared to its 52-week range of 32 to 85. Call put ratio 2.1 calls to 1 put with a focus on September calls as share price up 2.6%.

Microsoft (MSFT) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 47. Call put ratio 2.5 calls to 1 put with a focus on a spreader of 17K contracts of October 545, November 535 and November 605 calls.

Snowflake (SNOW) 30-day option implied volatility is at 46; compared to its 52-week range of 33 to 86. Call put ratio 1.3 calls to 1 put.

Movement

Salesforce (CRM) 30-day option implied volatility is at 41; compared to its 52-week range of 25 to 61. Call put ratio 1.4 calls to 1 put into Dreamforce.

Marvell Technology (MRVL) 30-day option implied volatility is at 66; compared to its 52-week range of 45 to 111. Call put ratio 1.4 calls to 1 put into AI Infra Summit 2026—September 15 to 17.

NOV Inc (NOV) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 48. Call put ratio 1.1 calls to 1 put into hosting its Capital Markets Day on 21 September 2026.

Bank of America (BAC) 30-day call option implied volatility is 27; compared to its 52-week range of 19 to 39. Call put ratio 1 call to 1.2 puts after CEO presents at Barclays conference.

Citigroup (C) 30-day call option implied volatility is 33; compared to its 52-week range of 24 to 46. Call put ratio 1.3 calls to 1 put after CFO presents at Barclays conference.

Northern Trust (NTRS) 30-day call option implied volatility is 25; compared to its 52-week range of 20 to 38. Call put ratio 1 call to 37 puts with a focus on September 175 and 185 puts after CFO presents at Barclays conference.

Roblox (RBLX) 30-day call option implied volatility is 60; compared to its 52-week range of 47 to 98. Call put ratio 1.6 calls to 1 put with a focus on 5K contracts of January 40 puts as share price up.

Pegasystems (PEGA) 30-day call option implied volatility is 53; compared to its 52-week range of 35 to 90. Call put ratio 10.5 calls to 1 put with a focus on a six-legged spreader of September and October calls.

Turtle Beach (TBCH) 30-day call option implied volatility is 63; compared to its 52-week range of 46 to 91 with a focus on a spreader of 3500 contracts of September and October 10 calls.

Avidia Bancorp (AVBC) 30-day call option implied volatility is 28; compared to its 52-week range of 25 to 32 with a focus on September 22.50 calls.

Rumble (RUM) 30-day call option implied volatility is 88; compared to its 52-week range of 58 to 118. Call put ratio 3.8 calls to 1 put with a focus on January 10 calls.

Dominion Energy (D) 30-day call option implied volatility is 21; compared to its 52-week range of 17 to 25. Call put ratio 1 call to 20 puts with a focus on September, October and December 67.5 puts.

Options with decreasing option implied volatility: DFTX AEO BCRX RH IONS ORCL AVAV CHWY PCG M CPRT KR AMGN
Increasing unusual option volume: MTDR XEL CRBP BBD XYL ALHC FWDI OLED IE PLAY
Increasing unusual call option volume: SN MTDR BBD IE CVE IVV LSCC PLAY ALHC EVTL TTAN
Increasing unusual put option volume: XEL PLAY OWL CG BSOL ARKG EWT CARR D ALLY DFTX FAST
Popular stocks with increasing option volume: MU INTC SPCX ORCL PLTR NFLX CRWD AVGO SOFI CRWV NOK
Active options: NVDA TSLA AAPL MU AMZN MSFT INTC META GOOGL SPCX AMD ORCL PLTR NFLX CRWD AVGO SOFI CRWV NOK GME
Global S&P Futures mixed to lower in premarket, Nikkei mixed, Germany mixed, WTI Crude oil recently at $103.79, natural gas mixed, gold at $4309