Pre-Market IV Report May 15, 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: FCEL POET SLS COUR RDW BCRX NOK PZZA F HUM GSAT OGN TAL FSK FLO RLGT FSOL NU ENPH CELC GLOB NUCL BRUN DRVN PURR VICI DX MTUM FXY SHY SNDR
Stocks expected to have increasing option volume: AMAT FIG BOOT CELC YSS SPCE RUM HD BIDU TOL CAVA XP STRZ DLO NMAX PZZA
Movement
Apple (AAPL) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 34. Call put ratio 2.6 calls to 1 put as share price near upper end of range.
CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 60; compared to its 52-week range of 32 to 67. Call put ratio 1.5 calls to 1 put amid sharp rally.
Papa John’s (PZZA) 30-day option implied volatility is at 74; compared to its 52-week range of 41 to 86. Call put ratio 3.8 calls to 1 put June 40 calls.
Chime (CHYM) 30-day option implied volatility is at 62; compared to its 52-week range of 49 to 131. Call put ratio 2.4 calls to 1 put with a focus on September 22.50 calls.
eToro Group (ETOR) 30-day option implied volatility is at 47; compared to its 52-week range of 47 to 102. Call put ratio 11.8 calls to 1 put with a focus on June 45 calls.
Firefly Aerospace (FLY) 30-day option implied volatility is at 109; compared to its 52-week range of 67 to 140. Call put ratio 4.6 calls to 1 put with focus on September 50 calls.
Klarna (KLAR) 30-day option implied volatility is at 69; compared to its 52-week range of 56 to 107. Call put ratio 3.5 calls to 1 put with a focus on May 15 calls.
Wolverine World Wide (WWW) 30-day option implied volatility is at 60; compared to its 52-week range of 45 to 86. Call put ratio 22 calls to 1 put with a focus on June 15 calls.
Doximity, Inc. (DOCS) 30-day option implied volatility is at 59; compared to its 52-week range of 31 to 127. Call put ratio 1 call to 2.7 puts.
Expand Energy Corporation (EXE) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 41. Call put ratio 1 call to 14.8 puts with a focus on May and July 85 puts.
FGL Holdings (FG) 30-day option implied volatility is at 45; compared to its 52-week range of 27 to 68 with a focus on 500 contracts of July 35 calls.
Aramark Services (ARMK) 30-day option implied volatility is at 28; compared to its 52-week range of 22 to 39 with a focus on June 55 and 60 calls.
Straddle price into quarter results and outlook
Baidu (BIDU) May 22 weekly 143 straddle priced for a move of 9.5%. Call put ratio 3.8 calls to 1 put with a focus on June 140 and 200 calls into the expected release of quarter results after the bell on May 18.
Options with decreasing option implied volatility: TSSI HIMZ LQDA MNDY TTD SOUN GRPN INOD BILL LYFT SG FLR AFRM HIMS SE AKAM KODK SGHC KLAR TME ONON TOST EXPE TME ABNB UAA DKNG
Increasing unusual option volume: AVTR NNDM IVZ CRBG DGXX VIVO
Increasing unusual call option volume: IVZ NNDM XLB VIVO SABR PURR PENG
Increasing unusual put option volume: OSS MTUM POET CTMX AS DOCS INOD WYFI
Popular stocks with increasing option volume: F INTC MSTR MU PLTR CSCO COIN AVGO ORCL SOFI
Active options: NVDA TSLA NOK ONDS F MSFT INTC AAPL MSTR MU PLTR META CSCO COIN AVGO ORCL AMZN IREN POET SOFI
Global S&P Futures lower in premarket, Nikkei down 2%, DAX down 1.5%, WTI Crude oil recently at $104.67, natural gas up 1%, gold at $4550
