Pre-Market IV Report September 17, 2026

Pre-Market IV Report September 17, 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: SOUN CERY VRNS MESO ALHC DPST MGM STNE OPCH HAFN HBAN INSW TEN JOE LBTYK PNC

Stocks expected to have increasing option volume: JPM C BAC WFC PNC GS MS OIH LEN USO XLE GNRC CAT CRM BA QQQ SPY TLT GFL

Option IV after FOMC policy decision

United States Oil Fund (USO) 30-day option implied volatility is at 54; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 1 put into energy prices near upper end of range.

Generac Holdings (GNRC) 30-day option implied volatility is at 47; compared to its 52-week range of 35 to 79. Call put ratio 1.2 calls to 1 put into entering Amazon (AMZN) supply pact for backup power generators.

Caterpillar (CAT) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 56. Call put ratio 1.1 calls to 1 put into Generac Holdings (GNRC) entering Amazon (AMZN) supply pact for backup power generators.

Boeing (BA) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 46. Call put ratio 1.9 calls to 1 put after conference presentation.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 19; compared to4 its 52-week range of 15 to 30. Call put ratio 1 call to 1.3 put after FOMC policy decision.

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 1.2 puts after FOMC policy decision.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 12; compared to its 52-week range of 9 to 16. Call put ratio 2.7 calls to 1 put after FOMC policy decision.

NVIDIA (NVDA) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 55. Call put ratio 1.6 calls to 1 put after FOMC policy decision.

GE Vernova (GEV) 30-day option implied volatility is at 47; compared to its 52-week range of 42 to 72. Call put ratio 1 call to 1 put as share price up 5.7%.

Mattel (MAT) 30-day option implied volatility is at 33; compared to its 52-week range of 29 to 56. Call put ratio 46 calls to 1 put with a focus on January 12, January 13 and March 13 calls as share price down 1.3%.

Teva Pharma (TEVA) 30-day option implied volatility is at 32; compared to its 52-week range of 29 to 66. Call put ratio 1.7 calls to 1 put as share price down 0.79%.

EQT Corp. (EQT) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 46. Call put ratio 1 call to 4.5 puts.

Bilibili Inc. (BILI) 30-day option implied volatility is at 44; compared to its 52-week range of 40 to 72. Call put ratio 1 call to 1.7 puts as share price down 2.6%.

Options with decreasing option implied volatility: AMBA DFTX PLAY AEO VCX FPS RH CCXI ADBE M PCG EIX STUB TCOM CPRT KR CZR
Increasing unusual option volume: XP ACAD GFL XEL ALHC BORR BORR GPRE UNM FDXF JBHT ECO FPS CYPH UMC CARR BBY VEA CX
Increasing unusual call option volume: XP GPRE BBY UMC UNM FPS CCI BORR CX INSW FUN SN ACVA TEN JETS FANG PGEN
Increasing unusual put option volume: XEL BORR CARR HBAN DT DKS SHLS LEN CB LYB APO AS MPLX FPS TEVA GT BN FANG CG
Popular stocks with increasing option volume: SPCX INTC MU ORCL MSFT HOOD MSTR AVGO PLTR SOFI DELL CRCL BAC
Active options: NVDA TSLA META AAPL SPCX INTC AMZN AMD META MU CIFR ORCL MSFT HOOD MSTR AVGO PLTR SOFI DELL CRCL BAC
Global S&P Futures up in premarket, Nikkei mixed, Germany mixed, WTI Crude oil recently at $101, natural gas mixed, gold at $4352