Pre-Market IV Report September 29, 2026

Pre-Market IV Report September 29, 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 TWLO PZZA SPOT PYPL VFC CMG TMF FDX UPS CZR TLT HYG LQD IEF OCUL ADMA NUCL CVNA RYAM ZLAB RBLX MRNA TWLO TEAM CMG LMND CLS HLF VFC CCB STM BILL BMY DASH GOOGL GOOG MO MSFT VALE BA WY CSX AAPL IAU GLD FE

Stocks expected to have increasing option volume: MU SKHY WDC SNDK AMD SOC SMMT MTN JEF CCL NCLH RCL KMX

Movers

Micron Technology (MU) 30-day call option implied volatility is 62; 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.

United States Oil Fund (USO) 30-day option implied volatility is at 53; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 1.5 put into WTI Crude Oil at $92.50.

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 1.5 calls to 1 put.

AMD (AMD) 30-day option implied volatility is at 52; compared to its 52-week range of 42 to 89. Call put ratio 1.1 calls to 1 put into acquiring World Labs for $8.2B in stock.

MongoDB (MDB) 30-day option implied volatility is at 64; compared to its 52-week range of 34 to 99. Call put ratio 1.5 calls to 1 put into investor day.

Boeing (BA) 30-day option implied volatility is at 36; compared to its 52-week range of 25 to 46. Call put ratio 1.3 calls to 1 put amid headlines.

Straddle prices into quarter results and outlook

Micron (MU) October 2 weekly 1055 straddle priced for a move of 8.5%. Call put ratio 1.5 calls to put into the expected release of quarter results after the bell on September 30.

FactSet (FDS) October 270 straddle priced for a move of 7%. Call put ratio 1 call to put into the expected release of quarter results before the bell on September 30.

ConAgra Brands (CAG) October 2 weekly 14 straddle priced for a move of 7%. Call put ratio 2 calls to put into the expected release of quarter results before the bell on September 30.

PepsiCo (PEP) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 32. Call put ratio 1.8 calls 1 put with a focus on October calls.

Roblox (RBLX) 30-day option implied volatility is at 74; compared to its 52-week range of 46 to 98. Call put ratio 1 call 1 put with a focus on short duration October 2 weekly options as share price down 8%.

Resideo Technologies, Inc. (REZI) 30-day option implied volatility is at 55; compared to its 52-week range of 40 to 81. Call put ratio 19 calls 1 put with a focus on a spreader of 2750 contracts of February 20 and 30 calls.

Kennametal (KMT) 30-day option implied volatility is at 40; compared to its 52-week range of 30 to 66. Call put ratio 61 calls 1 put with a focus on 4300 contracts of October 35 calls.

Chipotle Mexican Grill (CMG) 30-day option implied volatility is at 48; compared to its 52-week range of 28 to 57. Call put ratio 9.5 calls 1 put with a focus on October 34 and January 40 calls as share price up 4%.

GAP (GAP) 30-day option implied volatility is at 37; compared to its 52-week range of 33 to 73. Call put ratio 14 calls 1 put with a focus on 9500 contract of October 2 weekly 24 calls as share price up 6%.

CF Industries (CF) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 68. Call put ratio 2.4 calls 1 put with a focus on 2100 contracts of October 2 weekly 120 calls.

Options with decreasing option implied volatility: BB VKTX CBRL WBD PAYX
Increasing unusual option volume: ABUS KOD FHN GRAL ACAD XIFR GXO ADMA PACS
Increasing unusual call option volume: GXO FHN ABUS KOD AGI PACS MDB YETI FEZ AGEN LBTYA DY
Increasing unusual put option volume: BN KMX WPM WHR HBAN JEF LW MT MDB KBH SMMT FIGR PSKY
Popular stocks with increasing option volume: INTC MU SPCX ORCL SOFI AVGO MSTR PLTR GME
Active options: NVDA TSLA AAPL INTC META MU AMD AMZN MSFT SPCX GOOGL ORCL SOFI AMC AVGO NFLX IREN MSTR PLTR GME
Global S&P Futures mixed in premarket, Nikkei mixed, Germany mixed, WTI Crude oil recently at $92.50, natural gas mixed, gold at $4172