Pre-Market IV Report June 18, 2026

Pre-Market IV Report June 18, 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: NFLX RGNX ARQQ STRC PRGO TWST LABD QNT NUGT NTLA NTLA LABU NDAQ MRNA DNLI CBOE WT ACHC JEPQ VOO

Stocks expected to have increasing option volume: SPCX ACN KR SWBI STLD SB NUE

Apple (AAPL) 30-day call option implied volatility 23; compared to its 52-week range of 18 to 33. Call put ratio 1.4 calls to 1 put into CEO tells WSJ company will raise prices to offset memory costs.

Micron Technology (MU) 30-day option implied volatility is at 104; compared to its 52-week range of 38 to 108. Call put ratio 1.1 calls to 1 put into expected release of quarter results on June 24.

Sandisk (SNDK) 30-day call option implied volatility 108; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1.2 puts with a focus on a spreader of 2K contracts of January 2000 and 2200 calls.

Western Digital (WDC) 30-day call option implied volatility is 94; compared to its 52-week range of 33 to 94. Call put ratio 1.4 calls to 1 puts.

SpaceX (SPCX) 30-day call option implied volatility is at 94. Call put ratio 1 call to 1 put on 1.4M contracts.

Madison Square Garden Entertainment (MSGE) 30-day call option implied volatility is at 44; compared to its 52-week range of 25 to 59. Call put ratio 26 calls to 1 put with a focus on June 75 calls as share price near record high.

Straddle price into quarter results and outlook

FedEx (FDX) June 26 weekly 325 straddle priced for a move of 8%. call put ratio 1 call to 2.3 puts into the expected release of quarter results after the bell on June 23.

Movers

Sarepta Therapeutics (SRPT) 30-day option implied volatility is at 61; compared to its 52-week range of 54 to 163. Call put ratio 10.9 calls to 1 put with a focus on 5700 contracts of July 20 calls as share price up 7.4%.

Dow (DOW) 30-day option implied volatility is at 41; compared to its 52-week range of 38 to 64. Call put ratio 1 call to 4 puts with a focus on a spreader of 8K contracts of July 10 weekly 27 and 31 puts.

CAE, Inc. (CAE) 30-day option implied volatility is at 37; compared to its 52-week range of 17 to 52 with a focus on 10900 contracts of July 30 calls.

HealthStream (HSTM) 30-day option implied volatility is at 37; compared to its 52-week range of 32 to 82 with a focus on 2300 contracts of July 30 calls.

Envista Holdings Corp. (NVST) 30-day option implied volatility is at 39; compared to its 52-week range of 30 to 56 with a focus on 5400 contracts of July 30 calls.

Options with decreasing option implied volatility: QURE NASA RH XOVR KMX LUNR ROKU ORCL UFO SATS KODK COUR ADBE BNO JBL
Increasing unusual option volume: DOMO DVA CLPT SLAB CHDN CXW AMPG
Increasing unusual call option volume: FEZ CLPT CXW IONS AMPG BHVN OTLK OIH
Increasing unusual put option volume: ACI TM PURR NDAQ BWA QURE LI FJET NOG P ARKE
Popular stocks with increasing option volume: HOOD SOFI MU AVGO INTC PLTR MSTR AMC NFLX NOK CORZ
Active options: TSLA NVDA AAPL HOOD AMZN MSFT META SOFI MU AVGO INTC PLTR MSTR AMC NFLX GOOGL AMD NOK BTDR CORZ
Global S&P Futures up in premarket, Nikkei up 1.5%, DAX mixed, WTI Crude oil recently at $74.60, natural gas mixed, gold at $4288