Pre-Market IV Report June 1, 2026

Pre-Market IV Report June 1, 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: SPCE UMAC RCAT ABSI HPE BB OMER ONDS IBM ETW F EA SPCE MX OSC ABSI PURR HPE RPD SOC CEPT SDGR TBBB IMSR PLTU IBM PLTG SAIL ORCL PZZA EC ALKS QLYS SCSC SOLZ LOCO

Stocks expected to have increasing option volume: DELL INTC MU AVGO WDC SNDK CRDO DG VSCO PSKY

Movement

Dell Technologies (DELL) 30-day option implied volatility is at 81; compared to its 52-week range of 32 to 103. Call put ratio 1.1 calls to 1 put into share price up before the bell.

Micron Technology (MU) 30-day option implied volatility is at 103; compared to its 52-week range of 38 to 102. Call put ratio 1 calls to 1 put on 874K contracts as share price up before the bell.

IBM (IBM) 30-day option implied volatility is at 52; compared to its 52-week range of 21 to 55. Call put ratio 4.3 calls to 1 put with a focus on a spreader of January 255 and 260 calls into share price up before the bell.

Arm Holdings (ARM) 30-day option implied volatility is at 95; compared to its 52-week range of 42 to 99. Call put ratio 1.5 calls to 1 put with a focus on a spreader of August 250 and 300 calls into share price up before the bell.

Sandisk (SNDK) 30-day option implied volatility is at 102; 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 82; 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 80; compared to its 52-week range of 38 to 96. Call put ratio 1.6 calls to 1 put on 847K 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 1.8 calls to 1 put into share price up before the bell.

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 9.1 puts with a focus on June 4 weekly 250 puts.

Replimune (REPL) 30-day option implied volatility is at 127; compared to its 52-week range of 77 to 401. Call put ratio 1 call to 1.2 put amid sharp rally.

Ishares S&p Global Clean Energy Index Fund (ICLN) 30-day option implied volatility is at 39; compared to its 52-week range of 16 to 53 with a focus on July 25 calls.

Nutrien (NTR) 30-day option implied volatility is at 33; compared to its 52-week range of 23. Call put ratio 1 call to 2.7 puts on 14K contracts.

Straddle price into quarter results and outlook

Hewlett Packard Enterprise (HPE) June 5 weekly 43 straddle priced for a move of 17%. Call put ratio 5.6 calls to 1 put with a focus on May 29 weekly calls into the expected release of quarter results today after the bell.

Broadcom (AVGO) June 5 weekly 4445 straddle priced for a move of 9%. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on June 3.

CrowdStrike Holdings Inc. (CRWD) June 5 weekly 730 straddle priced for a move of 12.5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on June 3.

FedEx (FDX) 30-day option implied volatility is at 44; compared to its 52-week range of 20 to 47. Call put ratio 1.1 calls to 1 put into separation of FedEx Freight from FedEx into a new, publicly traded company.

Options with decreasing option implied volatility: CZR SMTC ANF MDB DECK CPRI UCO PATH ASAN KSS ZS SCO BBBY BNO AEO COUR SNOW GAP NTNX BBY FRO ROST BURL WDAY TTWO ZM S FUTU OKTA P BBWI
Increasing unusual option volume: MX TAL NASA CRSR CODI LOGI WT SAIL AMBA RPD
Increasing unusual call option volume: CRSR NASA CODI WT SAIL SPCE SIG PRMB AMBA PD PURR RPD
Increasing unusual put option volume: AMBA SPCE TIGR REPL BNY S ADSK IGV MXEF NXT FJET YPF
Popular stocks with increasing option volume: MU SOFI HOOD INTC ORCL ASTS MSTR F NOW NOK
Active options: NVDA TSLA MSFT PLTR AAPL MU SOFI HOOD SMCI INTC ORCL ASTS MSTR META F AMZN NOW NOK SPCE ONDS
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $90.59, natural gas mixed, gold at $4528