Pre-Market IV Report September 30, 2026

Pre-Market IV Report September 30, 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: VFC CVNA MRNA FTNT TMF CMG EWZ BAX SPOT PYPL FDX UPS BMY MSFT TLT LQD CZR HYG WYY XERS PACS CDW BAX NU DHI IVR HHH BOH ITGR

Stocks expected to have increasing option volume: MU SNDK SKHY WDC WDAY CAG ACN NKE BA LMT NOC MNRA JBL PRGS

Option IV into Micron (MU) results, end of month and quarter

Micron Technology (MU) 30-day call option implied volatility is 62; compared to its 52-week range of 46 to 108. Call put ratio 1.7 calls to 1 put into expected release of quarter results today after the bell.

Western Digital (WDC) 30-day call option implied volatility is 72; compared to its 52-week range of 60 to 117. Call put ratio 1.2 calls to 1 put.

SK Hynix (SKHY) 30-day call option implied volatility is 61; compared to its 52-week range of 57 to 139. Call put ratio 1.5 calls to 1 put.

Sandisk (SNDK) 30-day call option implied volatility is 71; compared to its 52-week range of 68 to 163. Call put ratio 1.7 calls to 1 put.

Dataram (DRAM) 30-day call option implied volatility is 59; compared to its 52-week range of 56 to 107. Call put ratio 1.8 calls to 1 put into Micron Technology (MU) quarter results and outlook.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 17; compared to its 52-week range of 9 to 16. Call put ratio 1.8 calls to 1 put on 2M 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 1.4 puts into WTI Crude Oil at $90.38.

Boeing (BA) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 46. Call put ratio 1.4 calls to 1 put into share price up before the bell after winning government contract.

Moderna (MRNA) 30-day option implied volatility is at 101; compared to its 52-week range of 57 to 138. Call put ratio 1.4 calls to 1 put into share price lower before the bell.

Straddle prices into quarter results and outlook

Micron Technology (MU) October 2 weekly 1065 straddle priced for a move of 12%. Call put ratio 1.7 calls to put into the expected release of quarter results today after the bell.

Accenture (ACN) October 2 weekly 177.50 straddle priced for a move of 7.5%. Call put ratio 1 call to 2.1 puts into the expected release of quarter results before the bell on October 1.

Nike (NKE) October 2 weekly 36 straddle priced for a move of 9%. Call put ratio 1.9 calls to put into the expected release of quarter results after the bell on October 1.

McCormick & Co. (MKC) October 50 straddle priced for a move of 7%. Call put ratio 2.1 calls to put into the expected release of quarter results before the bell on October 1.

Option Movers

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.

V.F. Corp. (VFC) 30-day option implied volatility is at 56; compared to its 52-week range of 36 to 81. Call put ratio 1 call 1.1 puts with a focus on 15K contracts of February 11 puts.

FICO (FICO) 30-day option implied volatility is at 61; compared to its 52-week range of 34 to 78. Call put ratio 1 call 1.1 puts with a focus on October options as share price down 26%.

Parsons Corporation (PSN) 30-day option implied volatility is at 44; compared to its 52-week range of 33 to 65. Call put ratio 189 calls 1 put with a focus on 1800 contracts of October 45 calls as share price down 1%.

Canadian Natural Resources (CNQ) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 40. Call put ratio 1 call 9.1 puts with a focus on a spreader of 4K contracts of October 9 weekly 46 puts and 4K contracts of October 44 puts.

TotalEnergies (TTE) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 34. Call put ratio 26 calls 1 put with a focus on 2400 contracts of January 65 calls as share price down 2.2%.

Sweetgreen (SG) 30-day option implied volatility is at 73; compared to its 52-week range of 63 to 118. Call put ratio 16.5 calls 1 put with a focus on a spreader of 7140 contracts of November 8 and 11 calls.

Options with decreasing option implied volatility: BB MGM VKTX PAYX WBD
Increasing unusual option volume: GFL ABUS UTHR UAA SABR OSS HHH IIPR ALHC
Increasing unusual call option volume: GFL SABR OSS ABUS BIRK TTE QSI SNDX VOD AZ
Increasing unusual put option volume: UAA LW FICO FLG IOVA QURE HBAN EQNR
Popular stocks with increasing option volume: ORCL SPCX INTC MU AVGO BE CRWV SOFI NFLX CCL
Active options: NVDA TSLA AAPL ORCL SPCX INTC META AMZN NU MSFT MU AMD AVGO BE GOOGL CRWV SOFI NFLX CCL
Global S&P Futures mixed in premarket, Nikkei up 1.9%, Germany mixed, WTI Crude oil recently at $90.50, natural gas mixed, gold at $4219