Pre-Market IV Report May 1, 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: ARDX XNDU HTZ ZVRA CTRI INSG INTT RILY ADAM ZIM CUE OBDC EA
Stocks expected to have increasing option volume: AAPL AMGN SNDK WDC SYK RBLX RMD MTZ RDDT DXCM TWLO FSLR RIVN TEAM ILMN ROKU CLX SAM FIVN XOM CVX AON EL CHD AN TEX LEA CNK CL ARES WT
Option IV as share price near record high
Caterpillar (CAT) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 51. Call put ratio 1 calls to 1.1 puts as share price up 10% after reporting better than expected results and outlook.
Cummins (CMI) 30-day option implied volatility is at 43; compared to its 52-week range of 22 to 44. Call put ratio 1 calls to 3.5 puts with a focus on March 960 calls as share price near record high.
Amazon (AMZN) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 50. Call put ratio 2.3 calls to 1 put with a focus on 5K contracts of June 220 calls as share price near record high.
Alphabet (GOOG) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 44. Call put ratio 1.4 calls to 1 put with a focus on short duration options as share price up 9.4%.
Micron Technology (MU) 30-day option implied volatility is at 72; compared to its 52-week range of 38 to 86. Call put ratio 1.5 calls to 1 put as share price near record high.
Sandisk (SNDK) 30-day option implied volatility is at 108; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1.2 puts with a focus on May 1 weekly options as share price near record high.
Intel (INTC) 30-day option implied volatility is at 75; compared to its 52-week range of 38 to 82. Call put ratio 1.3 calls to 1 put as share price near upper end of range.
Cisco Systems (CSCO) 30-day option implied volatility is at 37; compared to its 52-week range of 17 to 38. Call put ratio 4.1 calls to 1 put with a focus on May 8 weekly calls as share price near record high.
Ardelyx (ARDX) 30-day option implied volatility is at 83; compared to its 52-week range of 42 to 100. Call put ratio 53 calls to 1 put with a focus on May 9 and June 7 calls as share price up 4.5%.
Exelon Corp. (EXC) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 25. Call put ratio 1 call to 11.7 puts with a focus on 4700 contracts of July 43 puts.
Ameren Corp (AEE) 30-day option implied volatility is at 22; compared to its 52-week range of 14 to 22 with a focus on 4K contracts of May 120 calls.
Scotts Miracle-Gro (SMG) 30-day option implied volatility is at 39; compared to its 52-week range of 32 to 53 with a focus on a spreader of 2K contracts of June 50 puts, June 60 puts and June 70 calls.
Eastman Chemical (EMN) 30-day option implied volatility is at 49; compared to its 52-week range of 26 to 51 with a focus on 6200 contracts of May 75 calls as share price up 4.6%.
Straddle price into quarter results and outlook
Palantir (PLTR) May 8 weekly 139 straddle is priced for a move of 10%. Call put ratio 1.9 calls to 1 put with a focus on 10K contracts of July 150 calls into the expected release of quarter results after the bell on May 4.
Tyson Foods (TSN) June 65 straddle is priced for a move of 9.5%. Call put ratio 9.3 calls to 1 put with a focus on May 67.50 calls options into the expected release of quarter results before er the bell on May 4.
AMD (AMD) May 8 weekly 355 straddle is priced for a move of 11%. Call put ratio 1.6 calls to 1 put with a focus on a spreader of 5875 contracts of May 300 and 350 calls into the expected release of quarter results after the bell on May 5.
Increasing unusual option volume: PAA PAGP XRX BWA XRX INDI WES UDN
Increasing unusual call option volume: PAA PAGP XRX WES MAR INDI UDN EMN
Increasing unusual put option volume: BHC VIAV XLB HUN EXC CAR WOLF XRX
Popular stocks with increasing option volume: INTC QCOM SOFI NFLX MU MSTR HOOD PLTR
Active options: NVDA TSLA AMZN MSFT META GOOGL INTC QCOM AAPL AMD GOOG SOFI NFLX NOK MARA MU MSTR HOOD PLTR IREN
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $105.78, natural gas mixed, gold at $4581
