Pre-Market IV Report June 16, 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 WEAT QMCO WYFI ARQQ BTQ TRVI SOLD ATHM FOXA ABVX FOX ERII NMAX MAMA NG FSM NFLX
Stocks expected to have increasing option volume: SPCX NVDA MU SNDK WDC HOOD BA
United States Oil Fund (USO) 30-day option implied volatility is at 44; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 1 put into WTI crude oil below $80.
NVIDIA (NVDA) 30-day option implied volatility is at 37; compared to its 52-week range of 32 to 55. Call put ratio 2 calls to 1 put with a focus on June 210 calls and puts.
Movers
Tema Space Innovators ETF (NASA) 30-day option implied volatility is at 68; compared to its 52-week range of 42 to 122. Call put ratio 2.5 calls to 1 put with a focus on June calls.
Gbl X Nasd 400 Mc (QQQM) 30-day option implied volatility is at 23; compared to its 52-week range of 15 to 29. Call put ratio 2 calls to 1 put with a focus on June calls.
Atherogenics, Inc. (AGIX) 30-day option implied volatility is at 44; compared to its 52-week range of 26 to 61. Call put ratio 38 calls to 1 put with a focus on June calls.
Spdr Bofa Merrill Lynch Crossover Corporate Bond Etf (XOVR) 30-day option implied volatility is at 40; compared to its 52-week range of 19 to 95. Call put ratio 13.4 calls to 1 put with a focus on June calls.
Procure Space ETF (UFO) 30-day option implied volatility is at 52; compared to its 52-week range of 25 to 76. Call put ratio 1.3 calls to 1 put with a focus on July 65 calls.
Vanguard S&p 500 Etf (VOO) 30-day option implied volatility is at 14; compared to its 52-week range of 11 to 26. Call put ratio 1.4 calls to 1 put.
Datadog, Inc. (DDOG) 30-day option implied volatility is at 59; compared to its 52-week range of 31 to 84. Call put ratio 1.8 calls to 1 put.
Taseko Mines (TGB) 30-day option implied volatility is at 74; compared to its 52-week range of 51 to 91 with a focus on a spreader of 7200 contracts of July 8 and 9000 contracts of July 9 calls.
Fiserv Inc (FISV) 30-day option implied volatility is at 42; compared to its 52-week range of 24 to 72. Call put ratio 1 call to 1.4 puts as share price down 10.8%.
KLA Corporation (KLAC) 30-day option implied volatility is at 72; compared to its 52-week range of 31 to 78. Call put ratio 1 call to 3.4 puts with a focus on a spreader of 15K contracts of August 174 puts and 20K contracts of September 224 puts.
Frontdoor, Inc. (FTDR) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 60 with a focus on 6700 contracts of June 75 calls.
Buffered Plus Based On S&p 500 Index 12/20/2010 (BTQ) 30-day option implied volatility is at 166; compared to its 52-week range of 101 to 230. Call put ratio 9.3 calls to 1 put.
Whitefiber (WYFI) 30-day option implied volatility is at 158; compared to its 52-week range of 105 to 179. Call put ratio 30 call to 1 put with a focus on June 30 and 35 calls.
Morningstar (MORN) 30-day option implied volatility is at 39; compared to its 52-week range of 18 to 53. Call put ratio 1.5 calls to 1 put into 2026 Morningstar Investment Conference.
Straddle price into quarter results and outlook
Jabil (JBL) June 12 weekly 385 straddle priced for a move of 12%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results before the bell on June 17.
CarMax (KMX) June 12 weekly 52.50 straddle priced for a move of 14%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on June 17.
Accenture (ACN) June 12 weekly 165 straddle priced for a move of 7.5%. Call put ratio 1 calls to 1 put into the expected release of quarter results before the bell on June 18.
Kroger (KR) June 12 weekly 64 straddle priced for a move of 6%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on June 18.
Options with decreasing option implied volatility: RH RDW ROKU XOVR ORCL CHWY SATS UCO BNO COUR UFO SCO ZIM ADBE USO AES LEN IEP
Increasing unusual option volume: CXW NNDM TRV AMPG LFVN
Increasing unusual call option volume: NNDM CXW AMPG PLD NASA PPL
Increasing unusual put option volume: AR KLAC FRO TRIP TMDX PURR PLAY BIRK
Popular stocks with increasing option volume: INTC MU HOOD NOK MSTR SOFI WULF ORCL MRVL NFLX
Active options: NVDA TSLA AAPL MSFT META INTC AMZN MU HOOD GOOGL PLTR AMD NOK MSTR SOFI WULF ORCL MRVL POET NFLX
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $79, natural gas mixed, gold at $4362
