Pre-Market IV Report September 25, 2026

Pre-Market IV Report September 25, 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: SMMT BOIL SPOT STUB UNG CZR DECK SAP TMF TLT IEF IMXI QURE SMMT QMCO TWST KOLD SPOT WSC AXGN UNG GEN VOR PZZA EQPT WU CCC TMF BEKE ROL UPS MUB TLT QB ARMK RF

Stocks expected to have increasing option volume: COST AKAM PPLI MGM WBD PSKY UNG BHF

Movers

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 15; compared to its 52-week range of 9 to 16. Call put ratio 1.7 calls to 1 put.

Home Depot (HD) 30-day option implied volatility is at 27; compared to its 52-week range of 29 to 35. Call put ratio 1 call 1 put as share price near low end of range.

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 1.5 puts as share price near low end of range.

Kroger (KR) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 39. Call put ratio 27 calls to 1 put with focus on a spreader of September 25 weekly and October 2 weekly calls into hosting its 2026 Investor Day on October 20.

Marvell Technology (MRVL) 30-day option implied volatility is at 67; compared to its 52-week range of 45 to 111. Call put ratio 1.9 calls to 1 put into SEMICON West conference and investor day on October 6.

EquipmentShare.com (EQPT) 30-day option implied volatility is at 82; compared to its 52-week range of 42 to 129. Call put ratio 1.3 calls to 1 put.

Roblox (RBLX) 30-day option implied volatility is at 63; compared to its 52-week range of 46 to 98. Call put ratio 1 call to 1.4 puts with a focus on October 23 weekly 49 calls as share price down 1.8%.

Unity Software Inc. (U) 30-day option implied volatility is at 62; compared to its 52-week range of 50 to 107. Call put ratio 7.3 calls 1 put with a focus on October 35 put, January 29 puts, January 31 puts and January 45 calls.

EquipmentShare.com (EQPT) 30-day option implied volatility is at 82; compared to its 52-week range of 42 to 129. Call put ratio 1.3 calls to 1 put with a focus on November 22.50 calls.

Dollar General (DG) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 59. Call put ratio 2.3 calls to 1 put with a focus on 928 contracts of December 150 calls.

Nebius Group (NBIS) 30-day option implied volatility is at 82; compared to its 52-week range of 76 to 168. Call put ratio 1.8 calls to 1 put with a focus on October calls.

Dropbox (DBX) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 52. Call put ratio 1 call to 1.2 puts with a focus on October 9 weekly 33 puts.

CCC Intelligent Solutions (CCC) 30-day option implied volatility is at 46; compared to its 52-week range of 28 to 91 with a focus on 12600 contracts of December 7.5 calls.

Flagstar Bank (FLG) 30-day option implied volatility is at 27; compared to its 52-week range of 23 to 51. Call put ratio 1 call to 10 puts with a focus on 10K contracts of March 11 puts.

TPG RE Finance Trust Inc. (TRTX) 30-day option implied volatility is at 37; compared to its 52-week range of 23 to 74 with a focus on 2200 contracts of January 7 puts.

LTC Properties (LTC) 30-day option implied volatility is at 17; compared to its 52-week range of 14 to 28 with a focus on 3300 contracts of October 45 calls.

Evercore (EVR) 30-day option implied volatility is at 40; compared to its 52-week range of 31 to 54 with a focus on 2K contracts of October 280 calls.

Everpure (P) 30-day option implied volatility is at 66; compared to its 52-week range of 38 to 99. Call put ratio 2 calls 1 put with a focus October options as share price up 14.4%.

Wix.com (WIX) 30-day option implied volatility is at 71; compared to its 52-week range of 46 to 109. Call put ratio 4.4 calls to 1 put with a focus on January 2029 120 calls.

Gen Digital (GEN) 30-day option implied volatility is at 49; compared to its 52-week range of 21 to 56. Call put ratio 1.9 calls to 1 put with a focus on October 26 and 27 calls.

GoDaddy (GDDY) 30-day option implied volatility is at 53; compared to its 52-week range of 26 to 64. Call put ratio 9.3 calls to 1 put with a focus on October 97.50 and 100 calls.

Akamai Technologies (AKAM) 30-day option implied volatility is at 54; compared to its 52-week range of 25 to 84. Call put ratio 1.4 calls to 1 put into share price up before the bell.

People (PPLI) 30-day option implied volatility is at 35; compared to its 52-week range of 26 to 57. Call put ratio 1 call to 1.5 puts into share price up before the bell.

Straddle prices into quarter results and outlook

Vail Resorts (MTN) October 135 straddle priced for a move of 13%. Call put ratio 14 calls to put with a focus on October 150 calls into the expected release of quarter results after the bell on September 28.

Options with decreasing option implied volatility: WBD VKTX ABVX CBRL RARE STRC
Increasing unusual option volume: KOD BBD ABUS BHF NEOV SVRA IHI SGHC GXO
Increasing unusual call option volume: BBD SVRA SGHC ABUS XP U GDDY ACAD AUPH TSSI LTH
Increasing unusual put option volume: FLG APO IHI IEF MTCH DYN ARR WY SBLK RITM QURE EQNR
Popular stocks with increasing option volume: INTC ORCL SPCX MU PLTR MSTR SOFI CRWV NBIS AVGO GME SNDK
Active options: NVDA TSLA META INTC AAPL ORCL AMZN SPCX MU AMD MSFT GOOGL PLTR MSTR SOFI CRWV NBIS AVGO GME SNDK
Global S&P Futures up in premarket, Nikkei up, Germany mixed, WTI Crude oil recently at $93, natural gas up 3%, gold at $4327