Pre-Market IV Report June 2, 2026

Pre-Market IV Report June 2, 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 PURR HPE UMAC RCAT OMER ABSI GTLB ONDS BB NN SKM IBM BCRX TWLO ASX NOW PANW DDOG NKE EWT WBD CXDO FLNC ALOY LITX POET TWLO ABVX FIG LEGN AKAM FTNT CRWD MSFU BNO CLBT BLZE WIX ARWR KNSA MDB SAP ANET PENN

Stocks expected to have increasing option volume: HPE DELL HPQ PANW BRCM CRWD LULU VSCO SIG DG VSCO CRDO GOOG GOOGL BRKA.A VTR FDX

Apple (AAPL) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 33. Call put ratio 2 calls to 1 put into WWDC 2026 on June 8th.

Space option IV amid share price sell off

EchoStar Corp. (SATS) 30-day option implied volatility is at 83; compared to its 52-week range of 48 to 163. Call put ratio 3.6 calls to 1 put with a focus on June 150 calls.

Rocket Lab (RKLB) 30-day option implied volatility is at 106; compared to its 52-week range of 68 to 112. Call put ratio 1.6 calls to 1 put with a focus on June 5 weekly calls and puts.

AST SpaceMobile (ASTS) 30-day option implied volatility is at 122; compared to its 52-week range of 76 to 129. Call put ratio 2 calls to 1 put with a focus on June 5 weekly options.

Redwire Corporation (RDW) 30-day option implied volatility is at 154; compared to its 52-week range of 68 to 160. Call put ratio 2.3 calls to 1 put with a focus on June 12 weekly 38 calls and June 16 puts calls.

Firefly Aerospace (FLY) 30-day option implied volatility is at 123; compared to its 52-week range of 67 to 140. Call put ratio 1.4 calls to 1 put.

Voyager Technologies (VOYG) 30-day option implied volatility is at 120; compared to its 52-week range of 69 to 125. Call put ratio 11 calls to 1 put a focus on August calls.

Planet Labs (PL) 30-day option implied volatility is at 135; compared to its 52-week range of 68 to 142. Call put ratio 1.5 calls to 1 put.

Intuitive Machines (LUNR) 30-day option implied volatility is at 133; compared to its 52-week range of 58 to 134. Call put ratio 1.3 calls to 1 put.

Unusual Machines (UMAC) 30-day option implied volatility is at 150; compared to its 52-week range of 90 to 170. Call put ratio 2.3 calls to 1 put.

Straddle price into quarter results and outlook

Palo Alto Networks (PANW) June 5 weekly 282 straddle priced for a move of 12%. Call put ratio 2.5 calls to 1 put into the expected release of quarter results today after the bell.

Broadcom (AVGO) June 5 weekly 460 straddle priced for a move of 9%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on June 3.

CrowdStrike Holdings Inc. (CRWD) June 5 weekly 785 straddle priced for a move of 13%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on June 3.

lululemon athletica (LULU) June 5 weekly 132 straddle priced for a move of 12%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on June 4.

Movers

Revolution Medicines (RVMD) 30-day option implied volatility is at 58; compared to its 52-week range of 40 to 125. Call put ratio 3.3 calls to 1 put after the company presented the full results from the Phase 3 RASolute 302 trial evaluating daraxonrasib at ASCO.

Science Applications Int’l (SAIC) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 54. Call put ratio 3.8 calls to 1 put with a focus on June 135 calls.

Tandem Diabetes (TNDM) 30-day option implied volatility is at 80; compared to its 52-week range of 52 to 117. Call put ratio 11.8 calls to 1 put with a focus on June 21 calls as share price up 12.2%.

Open Text (OTEX) 30-day option implied volatility is at 52; compared to its 52-week range of 20 to 61 with a focus on 10800 contracts of June 27.50 calls as share price up 6.8%.

BlackSky (BKSY) 30-day option implied volatility is at 131; compared to its 52-week range of 75 to 162. Call put ratio 3.3 calls to 1 put with a focus on June 60 calls as share price up 12%.

Corsair Gaming (CRSR) 30-day option implied volatility is at 96; compared to its 52-week range of 36 to 1151 with a focus on June 12.50 calls and puts.

Barclays plc (BCS) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 52. Call put ratio 1 call to 9.5 puts with a focus on 3400 contracts of July 23 puts.

Q2 Holdings (QTWO) 30-day option implied volatility is at 61; compared to its 52-week range of 30 to 71 with a focus on 4600 contracts of June 60 calls as share price up 10%.

BioLife Solutions (BLFS) 30-day option implied volatility is at 75; compared to its 52-week range of 47 to 107 with a focus on 9K contracts of June 30 calls.

Herc Holdings (HRI) 30-day option implied volatility is at 58; compared to its 52-week range of 44 to 92. Call put ratio 8 calls to 1 put with a focus on a spreader of 2220 contracts of June 120 and 140 calls.

Options with decreasing option implied volatility: SMMT CZR CPRI ANF GAP KSS TIGR AEO FUTU P USO BBBY NTNX HRL DLTR
Increasing unusual option volume: GLOB NASA ADEA PURR CRSR GEHC MX CDW
Increasing unusual call option volume: NASA ADEA PURR CRSR GEHC MX PUMP KNX AMPG
Increasing unusual put option volume: GEHC SPCE AS PURR UAA BRUN WOLF AMBA VSCO
Popular stocks with increasing option volume: MU PLTR ORCL NOK INTC SPCE SOFI CRWV NOW AVGO HOOD NFLX
Active options: NVDA TSLA MSFT AMZN AAPL META MU PLTR ORCL NOK INTC SPCE SOFI CRWV NOW AVGO HOOD AMD AMC NFLX
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $91, natural gas mixed, gold at $4562