Pre-Market IV Report June 15, 2026

Pre-Market IV Report June 15, 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: JEPQ VELO MSTY AUDC PRCH AIP NTSK CLW NANOS ACAD BOC WDS SPMO CNTA

Stocks expected to have increasing option volume: XOM CVX PBR USO OIH XLE VG ROKU META SNAP GOOG GOOGL RDDT WBD PSKY LCID

Option IV amid lower energy prices

United States Oil Fund (USO) 30-day option implied volatility is at 50; compared to its 52-week range of 26 to 129. Call put ratio 1 call to 1.2 put as share price lower preopen amid lower energy prices.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 34. Call put ratio 1.6 call to 1 put amid lower energy prices.

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 1 call to 1.1 put.

ExxonMobil (XOM) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 37. Call put ratio 1 call to 1 put amid lower energy prices.

Chevron (CVX) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 33. Call put ratio 2.1 calls to 1 put.

Petrobras (PBR) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 50. Call put ratio 1 call to 1.1 puts amid lower energy prices.

Movers

Roku (ROKU) 30-day option implied volatility is at 50; compared to its 52-week range of 41 to 84. Call put ratio 4.9 call to 1 put after Bloomberg report on sale talks.

Salesforce (CRM) 30-day option implied volatility is at 44; compared to its 52-week range of 25 to 61. Call put ratio 1 call to 1.1 puts.

ServiceNow (NOW) 30-day option implied volatility is at 61; compared to its 52-week range of 28 to 76. Call put ratio 1.2 calls to 1 put.

Workday (WDAY) 30-day option implied volatility is at 58; compared to its 52-week range of 24 to 77. Call put ratio 1 call to 1.6 puts.

Options with decreasing option implied volatility: RH RDW ORCL XOVR CHWY BITX ADBE ETHA GBTC IBIT
Increasing unusual option volume: NASA FITB AMPG EWC COLO WSM AIP SPCE PSA
Increasing unusual call option volume: NASA EWG AMPG IVV GT OTLK TROW FITB COLO
Increasing unusual put option volume: SPCE FITB OMER BIRK TRIP SATS PURR
Popular stocks with increasing option volume: NOK MSTR HOOD MU INTC
Active options: TSLA NVDA AAPL INTC MU AMZN MSFT MSTR HOOD SPCE AMD NOK META GOOGL ASTS PLTR MARA CRWV SMCI RKLB
Global S&P Futures up in premarket, Nikkei up 5%, DAX up 1.5%, WTI Crude oil recently at $80.21, natural gas down 2.5%, gold at $4358