Pre-Market IV Report June 11, 2026

Pre-Market IV Report June 11, 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: BBBY QID WBD GLD VTI JEPQ UGL PRGO EWZ NANOS AES

Stocks expected to have increasing option volume: ORCL ADBE RH CASY CBRL SFIX

Space option IV into SpaceX IPO

EchoStar Corp. (SATS) 30-day option implied volatility is at 92; compared to its 52-week range of 48 to 163. Call put ratio 7.2 calls to 1 put with a focus on 2K contracts of January 200 calls into SpaceX IPO.

Rocket Lab (RKLB) 30-day option implied volatility is at 106; compared to its 52-week range of 70 to 112. Call put ratio 1.7 calls to 1 put into SpaceX IPO

AST SpaceMobile (ASTS) 30-day option implied volatility is at 116; compared to its 52-week range of 76 to 129. Call put ratio 3.8 calls to 1 put with a focus on June 120 calls.

Firefly Aerospace (FLY) 30-day option implied volatility is at 115; compared to its 52-week range of 67 to 140. Call put ratio 3.7 calls to 1 put with a focus on 2250 contracts of August 70 calls.

Voyager Technologies (VOYG) 30-day option implied volatility is at 115; compared to its 52-week range of 69 to 125. Call put ratio 4.3 calls to 1 put with a focus on June 50 calls.

Intuitive Machines (LUNR) 30-day option implied volatility is at 126; compared to its 52-week range of 58 to 134. Call put ratio 1.4 calls to 1 put.

Planet Labs (PL) 30-day option implied volatility is at 104; compared to its 52-week range of 68 to 142. Call put ratio 1.2 calls to 1 put.

Straddle price into quarter results and outlook

Adobe Systems (ADBE) June 12 weekly 235 straddle priced for a move of 10%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.

Lennar Corp. (LEN) June 12 weekly 90 straddle priced for a move of 8%. Call put ratio 1 call to 1.3 puts into the expected release of quarter results today after the bell.

RH (RH) June 12 weekly 150 straddle priced for a move of 17%. Call put ratio 1 call to 2.2 puts with a focus on June 12 weekly puts into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: PURR AI PL RBRK VEEV IOT CIEN DOCU LULU CHWY CRWD AVGO EA
Increasing unusual option volume: AMPG EWG NWL UNM LASE NASA IONS GROY SNBR
Increasing unusual call option volume: AMPG NWL LASE SNBR MUX SGML CSX
Increasing unusual put option volume: EWG BNY PURR KDP CBRL EQT AMBA PROP
Popular stocks with increasing option volume: SMCI ORCL MU HOOD AVGO INTC PLTR MSTR NFLX MRVL SOFI