Pre-Market IV Report June 12, 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: VELO BBBY QLD UGL WBD MAGS IAU QQQ JEPQ ASTI MNTS VELO SPCE AADX SPIR FMC KVUE
Stocks expected to have increasing option volume: LOW HD ADBE RH LEN MRVL SATS
Aero Space option IV int SpaceX IPO
Northrop Grumman (NOC) 30-day option implied volatility is at 30; compared to its 52-week range of 16 to 38. Call put ratio 1 call to 1.6 puts as share price up 3%.
RTX (RTX) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 39. Call put ratio 2 calls to 1 put as share price up 3.5%.
General Dynamics (GD) 30-day option implied volatility is at 23; compared to its 52-week range of 13 to 31. Call put ratio 6.2 calls to 1 put as share price up 6.3%.
Lockheed Martin (LMT) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 41. Call put ratio 1 call to 1 put as share price up 4.3%.
L3Harris Technologies (LHX) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 37. Call put ratio 3.5 calls to 1 put as share price up 3.9%.
Boeing (BA) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 46. Call put ratio 1.9 calls to 1 put as share price up 4.9%.
Movers
United States Oil Fund (USO) 30-day option implied volatility is at 53; compared to its 52-week range of 26 to 129. Call put ratio 1 call to 1.1 puts into WTI Crude oil at $85.
Salesforce (CRM) 30-day option implied volatility is at 46; compared to its 52-week range of 25 to 61. Call put ratio 1 call to 1.6 puts.
ServiceNow (NOW) 30-day option implied volatility is at 61; compared to its 52-week range of 28 to 76. Call put ratio 1.6 calls to 1 put.
Costar Group (CSGP) 30-day option implied volatility is at 57; compared to its 52-week range of 21 to 73. Call put ratio 1 call to 8.1 puts with a focus on 3200 contracts on June 30 puts.
Oxford Industries (OXM) 30-day option implied volatility is at 68; compared to its 52-week range of 52 to 87. Call put ratio 1 call to 5.8 puts to 1 put with a focus on June 30 puts.
OpenLane (OPLN) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 53 with a focus on 6100 contracts of June 40 calls.
Smurfit Westrock (SW) 30-day option implied volatility is at 45; compared to its 52-week range of 29 to 52 with a focus on 7500 contracts of June 45 calls.
Uniti Group (UNIT) 30-day option implied volatility is at 53; compared to its 52-week range of 40 to 92 with a focus on 3700 contracts of July 13 calls.
Options with decreasing option implied volatility: RBRK IOT PL DOCU LULU CHWY ORCL
Increasing unusual option volume: AMPG NASA OTLK SBLK LASE
Increasing unusual call option volume: NASA AMPG SBLK KJHX LASE COLO
Increasing unusual put option volume: GGAL SPCE SHLS PCT EXC OIH
Popular stocks with increasing option volume: INTC ORCL MU HOOD PLTR MSTR MRVL AMD NFLX SOFI SPCE AVGO
Active options: NVDA TSLA AAPL INTC ORCL MSFT MU AMZN GOOGL SMCI META HOOD PLTR MSTR MRVL AMD NFLX SOFI SPCE AVGO
Global S&P Futures up in premarket, Nikkei up 2.7%, DAX up 1.5%, WTI Crude oil recently at $85, natural gas down 1%, gold at $4228
