Mid-session IV Report June 2, 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: SPCE PURR UMAC GTLB RCAT SKM IBM CBOE MVLL LFVN LAC PENG AUR MESO STRC TRIP AVT PSKY IBIT ICE MGM
Popular stocks with increasing option volume: INTC HPE MRVL NOK SPCE AVGO PLTR MSTR NFLX ORCL SMCI
Active options: NVDA TSLA MSFT INTC GOOGL AAPL HPE MRVL AMZN META NOK SPCE GOOG AVGO PLTR MSTR NFLX ORCL SMCI IREN
Movers
Marvell Technology (MRVL) 30-day option implied volatility is at 101; compared to its 52-week range of 43 to 102. Call put ratio 2.2 calls to 1 put with a focus on June 5 weekly 285 calls as share price up 23%.
Strategy (MSTR) 30-day option implied volatility is at 73; compared to its 52-week range of 44 to 126. Call put ratio 1 call to 1 put with a focus on June 5 weekly 105 options as share price down 8.4%.
Coinbase (COIN) 30-day option implied volatility is at 70; compared to its 52-week range of 48 to 95. Call put ratio 1.4 calls to 1 put with a focus on June 26 weekly 175 calls as share price down 4%.
Okta, Inc. (OKTA) 30-day option implied volatility is at 62; compared to its 52-week range of 30 to 78. Call put ratio 2 calls to 1 put with a focus on June 5 weekly options as share price down 5%.
Option IV into quarter results and outlook
Palo Alto Networks (PANW) June 5 weekly call option implied volatility is at 162, June is at 92; compared to its 52-week range of 26 to 68. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.
Broadcom (AVGO) June 5 weekly call option implied volatility is at 125, June is at 73; compared to its 52-week range of 35 to 66. Call put ratio 2.4 calls to 1 put into the expected release of quarter results after the bell on June 3.
CrowdStrike Holdings Inc. (CRWD) June 5 weekly call option implied volatility is at 133, June is at 85; compared to its 52-week range of 32 to 67. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on June 3.
Medtronic (MDT) June 5 weekly call option implied volatility is at 74, June is at 43; compared to its 52-week range of 16 to 34. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on June 3.
Five Below (FIVE) June call option implied volatility is at 77, July is at 59; compared to its 52-week range of 36 to 68. Call put ratio 3.3 calls to 1 put with a focus on August 210 puts into the expected release of quarter results after the bell on June 3.
Macy’s (M) June 5 weekly call option implied volatility is at 130, June is at 72; compared to its 52-week range of . Call put ratio 1 call to 1.2 puts with a focus on June 5 weekly options into the expected release of quarter results before the bell on June 3.
PVH Corp. (PVH) June call option implied volatility is at 83, July is at 60; compared to its 52-week range of 36 to 67. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on June 3.
C3 AI (AI) June 5 weekly call option implied volatility is at 218, June is at 131; compared to its 52-week range of 48 to 103. Call put ratio 15 calls to 1 put with a focus on July 15 calls into the expected release of quarter results after the bell on June 3.
Options with decreasing option implied volatility: SMMT ABVX SMTC ASAN CZR P BBBY ANF GAP MDB CPRI PATH KSS NTNX AEO SNOW DLTR ZS HRL
Increasing unusual option volume: AVT LASE QFIN RLAY NASA APTV XP SOLS CRSR SPCE VSH SPCE HPE
Increasing unusual call option volume: LASE AVT RLAY VSH XP NASA CPSR PURR HPE SPCE ADEA HIVE EWT GGAL HSAI TE MX
Increasing unusual put option volume: HIVE VSXY SPCE AZN HPE HPTH CBOE CARR BNY ABVX PURR DG BITO WRD EWW STRC TE ICE
