Pre-Market IV Report June 10, 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: BBBY WBD QLD SSO JEPQ TECS LESL TSHA VELO BKKT SA PBRA SSO STRC DAL MFC NANOS VGT
Stocks expected to have increasing option volume: ORCL ADBE RH SMCI CASY CBRL SKIL CHWY CNM
Arm Holdings (ARM) 30-day option implied volatility is at 96; compared to its 52-week range of 42 to 108. Call put ratio 1 call to 1.3 puts into share price closes below $325.
Super Micro Computer (SMCI) 30-day option implied volatility is at 86; compared to its 52-week range of 52 to 106. Call put ratio 3.5 calls to 1 put into share price lower before the bell.
PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 30. Call put ratio 1 call to 1.1 puts on 13M contracts compared to 90 day average of 6.3M.
SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 17; compared to its 52-week range of 11 to 27. Call put ratio 1 call to 1.2 puts on 20M contracts compared to 90 day average volume of 11.2M.
Straddle price into quarter results and outlook
Oracle (ORCL) June 12 weekly 212.50 straddle priced for a move of 12%. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on June 10.
Adobe Systems (ADBE) June 12 weekly 245 straddle priced for a move of 10%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results on June 11.
Lennar Corp. (LEN) June 12 weekly 92 straddle priced for a move of 8%. Call put ratio 2.5 calls to 1 put into the expected release of quarter results after the bell on June 11.
RH (RH) June 12 weekly 150 straddle priced for a move of 16%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results on June 11.
Option Movers
West Pharma (WST) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 64 with a focus on June calls.
Kimco Realty (KIM) 30-day option implied volatility is at 24; compared to its 52-week range of 11 to 38 with a focus on July 30 calls.
SailPoint Technologies Holdings, Inc. (SAIL) 30-day option implied volatility is at 76; compared to its 52-week range of 45 to 100 with a focus on June calls.
United Natural Foods (UNFI) 30-day option implied volatility is at 49; compared to its 52-week range of 37 to 76 with a focus on June and July 55 calls.
Grupo Financiero Galicia Sa (GGAL) 30-day option implied volatility is at 53; compared to its 52-week range of 44 to 128 with a focus on a spreader of July 40 and October 39 puts.
MEDNAX (MD) 30-day option implied volatility is at 50; compared to its 52-week range of 29 to 81 with a focus on 3500 contracts of June 25 calls.
Post Holdings (POST) 30-day option implied volatility is at 31; compared to its 52-week range of 18 to 36 with a focus on 3K contracts of June 100 calls.
Cousins Properties (CUZ) 30-day option implied volatility is at 37; compared to its 52-week range of 19 to 62 with focus on 2K contracts of July 30 calls.
Options with decreasing option implied volatility: PURR GTLB RBRK PL AI PANW VEEV CIEN IOT ULTA DOCU LULU M CRWD AVGO IBM GME MDT EA
Increasing unusual option volume: ARKG AMPG UNM NASA LASE ALHC
Increasing unusual call option volume: AMPG NASA ARKG ALHC SJM LASE SRAD
Increasing unusual put option volume: FITB ARKG EXE PURR GGAL AMBA NXE SJM
Popular stocks with increasing option volume: MU INTC MRVL NOK PLTR MSTR AVGO SOFI ORCL HOOD NFLX
Active options: TSLA AAPL MU AMZN MSFT INTC MRVL NOK PLTR META AMD GOOGL MSTR AVGO SOFI ORCL IREN HOOD NFLX
Global S&P Futures lower in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $87.65, natural gas mixed, gold at $4193
