Mid-session IV Report June 3, 2026

Mid-session IV Report June 3, 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: PURR ABSI IBM SKM NKE AES CBOE OGN VCX AI PTON APTV XP BEKE MO

Popular stocks with increasing option volume: INTC NOK PLTR MRVL SOFI GME MU ORCL AVGO NFLX
Active options: NVDA TSLA AAPL INTC NOK META PLTR MSFT AMZN MRVL GOOGL SOFI AMD GME MU IREN ORCL AVGO NFLX ONDS

Option IV into quarter results and outlook

Broadcom (AVGO) June 5 weekly call option implied volatility is at 147, June is at 75; compared to its 52-week range of 35 to 66. Call put ratio 2.2 calls to 1 put into the expected release of quarter results today after the bell.

CrowdStrike Holdings Inc. (CRWD) June 5 weekly call option implied volatility is at 156, June is at 83; compared to its 52-week range of 32 to 67. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.

Five Below (FIVE) June call option implied volatility is at 75, July is at 55; compared to its 52-week range of 36 to 68. Call put ratio 3 calls to 1 put with a focus on June 230 calls into the expected release of quarter results today after the bell.

PVH Corp. (PVH) June call option implied volatility is at 82, July is at 62; compared to its 52-week range of 36 to 67. Call put ratio 4.2 calls to 1 put with a focus on June 120 calls into the expected release of quarter results today after the bell.

C3 AI (AI) June 5 weekly call option implied volatility is at 239, June is at 131; compared to its 52-week range of 48 to 103. Call put ratio 1.6 calls to 1 put with a focus on June 5 weekly 11 and 11.50 calls into the expected release of quarter results today after the bell.

Movers

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 51; compared to its 52-week range of 26 to 49. Call put ratio 1 call to 2.7 puts with a focus on 1000 contracts of June 640 calls.

Ishares S&p Software Index Fund (IGV) 30-day option implied volatility is at 39; compared to its 52-week range of 20 to 45. Call put ratio 1,6 calls to 1 put as share price down 3.6%.

Dataram (DRAM) 30-day option implied volatility is at 70; compared to its 52-week range of 48 to 95. Call put ratio 2 calls to 1 put with a focus on 1934 contracts of June 71 calls

NuScale Power Corporation (SMR) 30-day option implied volatility is at 117; compared to its 52-week range of 74 to 139. Call put ratio 4.5 calls to 1 put with a focus on June 16 and 24 calls as share price down 8.6%.

Options with decreasing option implied volatility: SMMT ABVX CZR XOVR ASAN P MDB GRPN PATH GAP KSS NTNX SNOW AEO DLTR DG HRL ADSK M BBY BBBY CRM
Increasing unusual option volume: KKR BX ASUR TPG OWL CSL APO BLK LASE NASA DRTS PPL GRRR VSH ADEA MSI GFS ECL VAL
Increasing unusual call option volume: LASE NASA DRTS PPL VSH GFS ADEA VAL DNA AMT CRSR
Increasing unusual put option volume: GRRR AS SNBR SPCE CMG GTLB BXSL AMBA SG VGT GT TRIP