Pre-Market IV Report September 28, 2026

Pre-Market IV Report September 28, 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 QURE MRNA PZZA TWLO CZR SPOT STUB PYPL DECK TMF ROKU HYG LQD WYY PRGO SMMT PYPL PZZA ONT ITRI FLUT RGR SRLN CVS BKLN VTEB FXY

Stocks expected to have increasing option volume: MU SKHY WDC SNDK WBD PSKY MTUS

AI option IV

NVIDIA (NVDA) 30-day option implied volatility is at 31; compared to its 52-week range of 31 to 55. Call put ratio 2.3 calls to 1 put.

Micron Technology (MU) 30-day call option implied volatility is 61; compared to its 52-week range of 46 to 108. Call put ratio 1.5 calls to 1 put into expected release of quarter results on September 30 and SEMICON West conference.

Western Digital (WDC) 30-day call option implied volatility is 68; compared to its 52-week range of 50 to 117. Call put ratio 1.1 calls to 1 put into SEMICON West conference.

SK Hynix (SKHY) 30-day call option implied volatility is 58; compared to its 52-week range of 57 to 139. Call put ratio 1.4 calls to 1 put into SEMICON West conference.

Sandisk (SNDK) 30-day call option implied volatility is 70; compared to its 52-week range of 68 to 163. Call put ratio 1.6 calls to 1 put into SEMICON West conference.

SpaceX (SPCX) 30-day option implied volatility is at 45; compared to its 52-week range of 45 to 116. Call put ratio 1.5 calls 1 put into launch of 26 Starlink.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 14; compared to its 52-week range of 9 to 16. Call put ratio 2.3 calls to 1 put on active option volume of 1.6M contracts.

United States Oil Fund (USO) 30-day option implied volatility is at 52; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 1.3 put into WTI Crude Oil at $95.50.

Boeing (BA) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 46. Call put ratio 3 calls to 1 put amid headlines.

Akamai Technologies (AKAM) 30-day option implied volatility is at 56; compared to its 52-week range of 25 to 84. Call put ratio 2.5 calls 1 put with a focus on December 90 and January 85 puts.

Twilio (TWLO) 30-day option implied volatility is at 62; compared to its 52-week range of 32 to 84. Call put ratio 1 call 1.4 puts with a focus on a spreader of October 250 and 290 puts.

Straddle prices into quarter results and outlook

Carnival Corp. (CCL) October 2 weekly 22 straddle priced for a move of 7%. Call put ratio 1.9 calls to put into the expected release of quarter results before the bell on September 29.

Options with decreasing option implied volatility: VKTX WBD BB CBRL PAYX
Increasing unusual option volume: ABUS ERAS KDD PRGO LW TMDX
Increasing unusual call option volume: ERAS ABUS SGHC AKAM XLU KOD ACMR BBD
Increasing unusual put option volume: LW TMDX DNN BUG XRX NTRA SPYM PAGP XEL PR
Popular stocks with increasing option volume: MU INTC SPCX MSTR GME SMCI PLTR ORCL HOOD DELL
Active options: TSLA NVDA MSFT AAPL META MU INTC AMZN AMD SPCX MSTR GME GOOGL SMCI PLTR MARA IREN ORCL HOOD DELL
Global S&P Futures mixed to lower in premarket, Nikkei mixed, Germany mixed, WTI Crude oil recently at $95.50, natural gas down 4%, gold at $4177