Pre-Market IV Report May 27, 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: BB GRPN SOXS ASX GFS QCOM FDX EA NAKA CPSH HLIT SIDU MULL HAWK MUU MRAM AEVA OMER ASX ARXS DFTX KORU NASA SMTC TE AEHR MU SPIR USAR SMCX GILT ATOM POWI LFVN SKLZ P NOK UFO AMRC AOSL CEVA CLFD SHLS PDYN UMC VSH DAVE MP SONO MP KLAC FSLY STX WDC DRAM DAVE CLF VITL
Stocks expected to have increasing option volume: DKS ZS SMTC CRM MRVL SNPS SNOW HEI DELL ADSK BURL LI DLTR OKTA XPEV BBY ADSK NTAP VRRM
Memory option IV amid sharp rally
Micron Technology (MU) 30-day option implied volatility is at 100; compared to its 52-week range of 38 to 101. Call put ratio 1.2 calls to 1 put on 1.2M contracts as share price near record high.
Sandisk (SNDK) 30-day option implied volatility is at 103; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1.2 puts amid wide price movement.
Western Digital (WDC) 30-day option implied volatility is at 86; compared to its 52-week range of 33 to 93. Call put ratio 1 call to 1 put amid wide price movement.
Intel (INTC) 30-day option implied volatility is at 86; compared to its 52-week range of 38 to 96. Call put ratio 2.7 calls to 1 put on 627K contracts as share price near record high.
Dataram (DRAM) 30-day option implied volatility is at 89; compared to its 52-week range of 58 to 99. Call put ratio 2.1 calls to 1 put amid wide price movement.
Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 48; compared to its 52-week range of 26 to 49. Call put ratio 1 call to 5.2 puts with a focus on a spreader of 4832 contracts of June 500 and 585 puts.
Straddle price into quarter results and outlook
Salesforce (CRM) May 29 weekly 180 straddle priced for a move of 8.5%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell.
Marvell Technology (MRVL) May 29 weekly 207.50 straddle priced for a move of 14%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.
Synopsys (SNPS) May 29 weekly 535 straddle priced for a move of 9.5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.
Snowflake (SNOW) May 29 weekly 177.50 straddle priced for a move of 13%. Call put ratio 2 calls to 1 put into the expected release of quarter results today after the bell.
Costco (COST) May 29 weekly 1000 straddle priced for a move of 4%. Call put ratio 1 calls to 1.5 puts into the expected release of quarter results after the bell on May 28.
Dell Technologies (DELL) May 29 weekly 305 straddle priced for a move of 12%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on May 28.
Dollar Tree (DLTR) May 29 weekly 94 straddle priced for a move of 8.5%. Call put ratio 1 calls to 2.1 puts into the expected release of quarter results before the bell on May 28.
Best Buy (BBY) May 29 weekly 63 straddle priced for a move of 9%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on May 28.
Movers
Elbit Systems (ESLT) 30-day option implied volatility is at 47; compared to its 52-week range of 28 to 60. Call put ratio 2.5 calls to 1 put. Call put ratio 2.5 calls to 1 put as share price up 8%.
Arxis (ARXS) 30-day option implied volatility is at 77; compared to its 52-week range of 32 to 65 with a focus on 9700 contracts of June 45 calls as share price up 10%.
AutoZone (AZO) 30-day option implied volatility is at 35; compared to its 52-week range of 20 to 40. Call put ratio 1.1 calls to 1 put with a focus on June options as share price down 10%.
Expand Energy Corporation (EXE) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 41. Call put ratio 1 call to 2.4 puts with a focus on 3100 contracts of July 85 puts.
CRH plc (CRH) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 42 with a focus on a spreader of 1541 contracts of June 90 and 100 puts.
Schneider National, Inc. (SNDR) 30-day option implied volatility is at 44; compared to its 52-week range of 27 to 53 with a focus on 7200 contracts of June 40 calls as share price up 3.7%.
Amtech Systems (ASYS) 30-day option implied volatility is at 106; compared to its 52-week range of 48 to 123 with a focus on 4K contracts of June 30 calls as share price up 7.4%.
HawkEye 360 (HAWK) 30-day option implied volatility is at 103; compared to its 52-week range of 70 to 87 with a focus on 5600 contracts of June 35 calls.
Options with decreasing option implied volatility: WVE COUR CAVA ELF DECK NVDX TTWO AAP BBBY WDAY VFC ZM AS TGT DE ROST
Increasing unusual option volume: AMPG NASA EWC CRBP CRSR MRAM
Increasing unusual call option volume: CRSR NASA AMPG SWKS HYLN CRBP MRAM TE MED VSH
Increasing unusual put option volume: SMTC WEN MTUM BHC DKS TE PZZA HIVE KOPN FUTU
Popular stocks with increasing option volume: MU NOK INTC F ASTS SOFI PLTR AVGO MRVL QCOM
Active options: NVDA TSLA MU AAPL NOK MSFT INTC AMZN F ASTS SOFI AMD META PLTR AVGO GOOGL IREN ONDS MRVL QCOM
Global S&P Futures higher in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $89.82, natural gas mixed, gold at $4493
