Pre-Market IV Report May 29, 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: UMAC RCAT BB OMER F EA CRSR PDYN MX DPRO AIRO DRNZ AMPX AVEX PKE PD VWAV S POET MOB AZTA SERV BOC STEP ARKX CURB AAT STRC TWO POWI ROBN ESTC
Stocks expected to have increasing option volume: DELL NTAP COST ADSK S AEO OKTA MDB GAP ASAN PATH VSAT PD CLX VSAT
Movement
Dell Technologies (DELL) 30-day option implied volatility is at 81; compared to its 52-week range of 32 to 82. Call put ratio 1.2 calls to 1 put into share price up before the bell.
Micron Technology (MU) 30-day option implied volatility is at 99; compared to its 52-week range of 38 to 102. Call put ratio 1 calls to 1 put on 874K 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 1.1 puts amid wide price movement.
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 call to 1.1 puts amid wide price movement.
Intel (INTC) 30-day option implied volatility is at 81; compared to its 52-week range of 38 to 96. Call put ratio 1.7 calls to 1 put on 481K contracts amid wide price movement.
Dataram (DRAM) 30-day option implied volatility is at 85; compared to its 52-week range of 58 to 99. Call put ratio 2.3 calls to 1 put amid wide price movement.
Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 46; compared to its 52-week range of 26 to 49. Call put ratio 1 call to 7.2 puts with a focus on a spreader of 7K contracts of July 760 and 850 calls.
United States Oil Fund (USO) 30-day option implied volatility is at 56; compared to its 52-week range of 26 to 129. Call put ratio 1 call to 1.2 puts amid WTI crude price at $89.
Market Vectors Oil Services ETF (OIH) 30-day option implied volatility is at 36; compared to its 52-week range of 28 to 50. Call put ratio 3.7 calls to 1 put with a focus on June 450 calls amid WTI crude at $89.
Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 34. Call put ratio 1.1 calls to 1 put amid WTI crude at $89.
Movement
Capital One Financial (COF) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 49. Call put ratio 1.9 calls to 1 put with a focus on a rolling spreader of 744 contracts of May 29 weekly and June 5 weekly calls.
Ally Financial (ALLY) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 60. Call put ratio 62 calls to 1 put with a focus on a spreader of June 44 and 46 calls.
Unusual Machines (UMAC) 30-day option implied volatility is at 160; compared to its 52-week range of 90 to 170. Call put ratio 3.6 calls to 1 put with a focus on May 29 weekly 30 calls as share price up 64%.
Edwards Lifesciences (EW) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 49. Call put ratio 1.2 calls to 1 put with a focus on July 85 calls and August 75 puts.
U-Haul Holding (UHAL) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 57 with a focus on June 60 and 65 calls as share price up 11.8%.
Mobilicom (MOB) 30-day option implied volatility is at 118; compared to its 52-week range of 36 to 122 with a focus on 7600 contracts of June 10 calls as share price up 23%.
Boston Scientific (BSX) 30-day option implied volatility is at 37; compared to its 52-week range of 19 to 52. Call put ratio 4.7 calls to 1 put on 337K contracts compared to its 90-day average volume of 17K contracts.
Straddle price into quarter results and outlook
Hewlett Packard Enterprise (HPE) June 5 weekly 38 straddle priced for a move of 13%. Call put ratio 4.6 calls to 1 put with a focus on May 29 weekly calls into the expected release of quarter results after the bell on June 1.
Options with decreasing option implied volatility: BBBY CZR ANF EF DECK SCO ZS CPRI UCO SNOW BNO KSS P NTNX AAP ZM WDAY BBWI USO HBAN UUP HYG TLT INTU FRO BBY DLTR HRL BURL TTWO
Increasing unusual option volume: CRSR EWC NASA ADTN VSH MLYS APPS
Increasing unusual call option volume: DB CRSR NASA BRR AOSL VSH STEX APPS SWKS
Increasing unusual put option volume: BRUN UMC S AMBA DGXX WOLF ARE LION INFQ
Popular stocks with increasing option volume: PLTR MU SMCI F MSTR ORCL HOOD INTC NOK SOFI SNOW
Active options: NVDA TSLA MSFT ONDS BSX PLTR MU SMCI META AAPL AMD F MSTR ORCL HOOD INTC AMZN NOK SOFI SNOW
Global S&P Futures mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $88.90, natural gas mixed, gold at $4549
