Pre-Market IV Report May 14, 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: WOLF FCEL COUR VNET BCRX QCOM FUTU CHWY F HUM MEI SNDQ FCEL WOLF BCRX VNET SLS CGNT GDS PENG FRMI HSAI AVAH AEVA FPS MBLY EQPT REPL OUST AMBQ YINN GTX BILI TIGR LI DOX ON FLO JD DK SFM RVMD KN SOLS ORA KWEB WU RITM HRL SBLK VSNT XNDU ICL KC CCI MKC MCHI DEI FXI APLS SGOV VTIP
Stocks expected to have increasing option volume: CSCO KLAR BLSH YETI DOCS DOX BOOT VIK YSS STUB FIG VSNT MVIS SPCE USAR HAS COPA EWZ PBR F
Option IV for stocks with sharp rallies
Cisco Systems (CSCO) May call option implied volatility is at 166, June is at 55; compared to its 52-week range of 17 to 44. Call put ratio 1.4 calls to 1 put with a focus calls into share price up 18% before the bell.
CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 59; compared to its 52-week range of 32 to 67. Call put ratio 1.2 calls to 1 put amid sharp rally.
Palo Alto Networks (PANW) 30-day option implied volatility is at 57; compared to its 52-week range of 25 to 57. Call put ratio 1.3 calls to 1 put amid sharp rally.
F5 Networks (FFIV) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 56. Call put ratio 3.3 calls to 1 put amid sharp rally.
Fortinet (FTNT) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 62. Call put ratio 1.8 calls to 1 put amid sharp rally.
Datadog, Inc. (DDOG) 30-day option implied volatility is at 61; compared to its 52-week range of 31 to 84. Call put ratio 1.5 calls to 1 put amid sharp rally.
NVIDIA (NVDA) 30-day option implied volatility is at 49; compared to its 52-week range of 32 to 55. Call put ratio 2. calls to 1 put as share price near record high.
AMD (AMD) 30-day option implied volatility is at 69; compared to its 52-week range of 39 to 74. Call put ratio 1.6 calls to 1 put as share price near record high.
Intel (INTC) 30-day option implied volatility is at 87; compared to its 52-week range of 38 to 96. Call put ratio 1.1 calls to 1 put as share price near record high.
Micron Technology (MU) 30-day option implied volatility is at 98; compared to its 52-week range of 38 to 100. Call put ratio 1.5 calls to 1 put as share price near record high.
Sandisk (SNDK) 30-day option implied volatility is at 111; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1 put as share price near record high.
Western Digital (WDC) 30-day option implied volatility is at 83; compared to its 52-week range of 33 to 93. Call put ratio 1.1 calls to 1 puts as share price near record high.
Nebius Group (NBIS) 30-day option implied volatility is at 109; compared to its 52-week range of 65 to 116. Call put ratio 1.9 calls to 1 put as share price up 19%.
Straddle price into quarter results and outlook
Applied Materials (AMAT) May 435 straddle is priced for a move of 7.5%. Call put ratio 1.3 calls to put into the expected release of quarter results today after the bell.
Volume Movers
iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 41. Call put ratio 2.2 calls to 1 put with a focus on 17K contracts of May 37 puts amid share price pull back.
UP Fintech Holding Limited (TIGR) 30-day option implied volatility is at 75; compared to its 52-week range of 46 to 84. Call put ratio 2.7 calls to 1 put with a focus on May 7 calls as share price up 6.3%.
Sprouts Farmers Market (SFM) 30-day option implied volatility is at 47; compared to its 52-week range of 32 to 69 with a focus on a spreader of June 105 and 110 calls.
Wix.com (WIX) 30-day option implied volatility is at 78; compared to its 52-week range of 35 to 103. Call put ratio 1 call to 1.3 puts as share price down 25%.
Xcel Energy (XEL) 30-day option implied volatility is at 20; compared to its 52-week range of 13 to 25 with a focus on 6500 contracts of January 60 puts.
Vulcan Materials (VMC) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 35 with a focus on 2678 contracts of June 250 puts.
Options with decreasing option implied volatility: WOLF IYR VNET IQ AZN DOCS DINO AZ VELO TMDX
Increasing unusual option volume: ORA PENG MRAM INVZ BWA KDK MXL VNET
Increasing unusual call option volume: MRAM PENG MXL INVZ FIVN KDK TDC VNET ZION
Increasing unusual put option volume: WOLF IYR VNET IQ AZN DOCS DINO AZ VELO TMDX
Popular stocks with increasing option volume: NOK F MU INTC PLTR BABA SOFI NIO NFLX AVGO
Active options: NVDA TSLA AAPL NOK F META MU MSFT INTC AMZN PLTR GOOGL BABA NBIS AMD SOFI NIO NFLX EOSE AVGO
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $101.28, natural gas mixed, gold at $4714
