Pre-Market IV Report June 24, 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: BFLY LABD TXN IBM TTWO URI AIG RTX LMT EWJ QQQI JEPQ CZR SPYI BLZE CBRG RGC NAMS AVBP TECS TQQQ TECL KDK PRIM QID VRNS EEM QLD ETH ASHR EWG IVV QYLD VUG BXSL JEPQ GNK DNOW PSQ
Stocks expected to have increasing option volume: FDX MU SNDK WDC CBRS NG DAKT ICLR WOR KBH PAYX QCOM NKE GME PLTR
Memory option IV into Micron (MU) results
Micron Technology (MU) June 26 weekly call option implied volatility is at 180, July is at 113; compared to its 52-week range of 38 to 108. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on June 24.
Western Digital (WDC) 30-day option implied volatility is at 99; compared to its 52-week range of 33 to 96. Call put ratio 1 call to 1.2 puts into Micron (MU) quarter results.
Sandisk (SNDK) 30-day option implied volatility is at 112; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1.1 puts into Micron (MU) quarter results.
Qualcomm (QCOM) 30-day call option implied volatility is 81; compared to its 52-week range of 25 to 93. Call put ratio 2 calls to 1 put with a focus on June 26 weekly 200 and January 100 calls into investor meeting.
Movers
Palantir (PLTR) 30-day call option implied volatility is 49; compared to its 52-week range of 41 to 75. Call put ratio 1.5 calls to 1 put with a focus on 3K contracts of September 90 puts.
SPS Commerce (SPSC) 30-day call option implied volatility is at 61; compared to its 52-week range of 32 to 71 with a focus on July 60 calls.
SentinelOne (S) 30-day call option implied volatility is at 50; compared to its 52-week range of 34 to 86. Call put ratio 3.9 calls to 1 put with a focus on July 15 and 16 calls as share price up 3.4%.
Varonis (VRNS) 30-day call option implied volatility is at 61; compared to its 52-week range of 24 to 98. Call put ratio 5.1 calls to 1 put with a focus on July 35, 40 and 45 calls as share price up 9%.
Tenable (TENB) 30-day call option implied volatility is at 64; compared to its 52-week range of 28 to 75. Call put ratio 80 calls to 1 put with a focus on 200 contracts of July 32 calls as share price up 5.6%.
Americas Silver Corporation (USAS) 30-day call option implied volatility 91; compared to its 52-week range of 40 to 131 with a focus on 14K contracts of August 6 calls as share price down 8%.
Ross Stores (ROST) 30-day call option implied volatility 26; compared to its 52-week range of 17 to 39. Call put ratio 1 call to 1 put as share price down 3%.
Johnson Controls (JCI) 30-day call option implied volatility 34; compared to its 52-week range of 21 to 42. Call put ratio 1 call to 2.9 puts with a focus on 4K contracts of August 120 puts as share price down 4%.
Genco Shipping & Trading Limited (GNK) 30-day call option implied volatility 32; compared to its 52-week range of 21 to 52 with a focus on 8400 contracts of August 30 calls as share price up 5.5%.
Backblaze (BLZE) 30-day call option implied volatility 113; compared to its 52-week range of 38 to 110. Call put ratio 12.9 calls to 1 put with a focus on July 12.50 calls as share price up 40%.
Varonis Systems (VRNS) 30-day call option implied volatility 63; compared to its 52-week range of 24 to 98. Call put ratio 4.4 calls to 1 put with a focus on July 35, 40 and 45 calls as share price up 6.4%.
Straddle price into quarter results and outlook
Micron Technology (MU) June 26 weekly 1050 straddle priced for a move of 12.5%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on June 24.
Paychex (PAYX) July weekly 100 straddle priced for a move of 10%. call put ratio 1 call to 2.1 puts with a focus on 1900 contracts of July 90 puts into the expected release of quarter results today before the bell.
Options with decreasing option implied volatility: QURE OCUL WEAT KMX VOYG
Increasing unusual option volume: BLZE VRNS PRIM EWC OPTU SW DOMO NICE MIR
Increasing unusual call option volume: FEZ VRNS NICE MIR OPTU BZFD IRDM METC ADTN STUB
Increasing unusual put option volume: LION GPN FJET BTG PURR JCI AVGX KBH VTRS
Popular stocks with increasing option volume: SPCX MU INTC NFLX PLTR SOFI MSTR AMC IBM SMCI HOOD
Active options: NVDA TSLA SPCX AAPL AMZN MU INTC NFLX MSFT PLTR META GOOGL SOFI MSTR IREN AMC IBM SMCI HOOD AMD
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $72.13, natural gas mixed, gold at $4079
