Pre-Market IV Report September 23, 2026

Pre-Market IV Report September 23, 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: MGM STUB IBM CZR RSKD IMXI CPRI EVER SRAD CLPT MGM ABSI HVT PLNT ARQT GME KVYO DC YELP PBRA GEN UUP ITGR BMO TRNS RCL TWLO

Stocks expected to have increasing option volume: COST KBH SCHW RCL CCL NCLH

Movers amid AI and META

Meta Platforms (META) 30-day call option implied volatility is 43; compared to its 52-week range of 24 to 57. Call put ratio 1.7 calls to 1 put with a focus on 11200 contracts of October 16 calls trading at $60.

Charles Schwab (SCHW) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 38. Call put ratio 1 call 2 puts with a focus on September 90 puts amid share price pull back.

Interactive Brokers (IBKR) 30-day option implied volatility is at 41; compared to its 52-week range of 33 to 57. Call put ratio 1 call 2.5 puts with a focus on October 84, 85 and 90 puts.

Webull Corp (BULL) 30-day option implied volatility is at 59; compared to its 52-week range of 56 to 119. Call put ratio 4.9 calls to 1 put with a focus on 1K contracts of January 30 calls.

Robinhood (HOOD) 30-day option implied volatility is at 62; compared to its 52-week range of 50 to 93. Call put ratio 1.9 calls to 1 put with a focus on a spreader of 2K contracts of October 23 weekly 145 and 150 calls.

SoFi Technologies (SOFI) 30-day option implied volatility is at 45; compared to its 52-week range of 43 to 89. Call put ratio 2.9 calls to 1 put with a focus on 2300 contracts of September 17 calls and October 16 puts.

PayPal (PYPL) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 56. Call put ratio 5.9 calls to 1 put with a focus on 1900 contracts of September 25 weekly 49.50 calls.

Stifel Financial (SF) 30-day option implied volatility is at 30; compared to its 52-week range of 22 to 46 with a focus on November 80 calls.

Raymond James Financial (RJF) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 36. Call put ratio 1 call to 4.8 puts with a focus on May 140 and 150 puts.

Travel stocks option IV

Airbnb (ABNB) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 52. Call put ratio 1.7 calls to 1 put.

TripAdvisor (TRIP) 30-day option implied volatility is at 46; compared to its 52-week range of 39. Call put ratio 4.6 calls to 1 put with a focus on March 9 and 12 calls.

Expedia (EXPE) 30-day option implied volatility is at 45; compared to its 52-week range of 27 to 70. Call put ratio 1 call to 1.5 puts on active total volume of 11K contracts.

Booking Holdings (BKNG) 30-day option implied volatility is at 39; compared to its 52-week range of 21 to 49. Call put ratio 1.7 calls to 1 put.

Movers

Lowe’s Cos. (LOW) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 38. Call put ratio 1 call 3.5 puts with a focus of a spreader of 5410 contracts of October 195 and December 170 puts as share price up.

Viking Therapeutics (VKTX) 30-day option implied volatility is at 82; compared to its 52-week range of 55 to 133. Call put ratio 2.4 calls to 1 put with a focus on September 25 weekly calls as share price up.

Royal Caribbean (RCL) 30-day option implied volatility is at 44; compared to its 52-week range of 35 to 65. Call put ratio 1.9 calls to 1 put with a focus on September 25 weekly 270 calls as share price down.

Capri Holdings Limited (CPRI) 30-day option implied volatility is at 65; compared to its 52-week range of 41 to 79 with a focus on 15K contracts of October 15 calls as share price up.

Grab Holdings (GRAB) 30-day option implied volatility is at 60; compared to its 52-week range of 34 to 63. Call put ratio 7.2 calls to 1 put with a focus on November 4 and April 6 calls as share price up.

Brinker International (EAT) 30-day option implied volatity is at 47; compared to its 52-week range of 39 to 65. Call put ratio 1 call 1.9 puts as share price up.

Southwest Airlines (LUV) 30-day option implied volatility is at 46; compared to its 52-week range of 32 to 66 with a focus on 26K contracts of September 44 calls.

Ericsson (ERIC) 30-day option implied volatility is at 43; compared to its 52-week range of 21 to 55. Call put ratio 3.8 calls to 1 put with a focus on January 8 calls as share price down 4%.

Ferguson plc (FERG) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 45 with a focus on 2500 contracts of October 250 calls as share price up 2%.

CRH plc (CRH) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 42 with a focus on 1700 contracts of October 95 calls.

Straddle prices into quarter results and outlook

Costco (COST)September 25 weekly 900 straddle priced for a move of 3%. Call put ratio 1.2 calls to put into the expected release of quarter results after the bell on September 24.

Options with decreasing option implied volatility: SOUN VKTX WBD ABVX RARE SM TCOM STRC
Increasing unusual option volume: ABUS NICE GFL KOD CGON GLAS EWG
Increasing unusual call option volume: NICE GFL GLAS NRG PLNT XRT CYPH GLBE
Increasing unusual put option volume: EXE FEZ XNDU EWG MTCH KBH HBAN SPYM APH
Popular stocks with increasing option volume: MU INTC SPCX SOFI MSTR GME GRAB BAC AVGO NFLX ORCL
Active options: NVDA TSLA AAPL META MU INTC SPCX GOOGL AMZN MSFT SOFI MSTR GME GRAB BAC AVGO NFLX ORCL GOOG
Global S&P Futures mixed in premarket, Nikkei up, Germany mixed, WTI Crude oil recently at $89.76, natural gas up 1%, gold at $4354