Pre-Market IV Report June 22, 2026

Pre-Market IV Report June 22, 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 BNTX GIL BFLY QS TSHA CXW MEI CRGY TSHA MEI DUST STRC LABD CIB PRTA MGTX ERII FRO ARIS ARDX VOXR MTN TTWO BIZD ARR FXY UDN ARCC INFY ZD

Stocks expected to have increasing option volume: SPCX FDX CCL MU ABBV APGE MTN

SpaceX (SPCX) 30-day call option implied volatility is at 87; compared to its 52-week range of 87 to 111. Call put ratio 1 call to 1 put on 1.9M contracts.

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 1.8 puts into the expected release of quarter results after the bell on June 23.

Carnival Corp. (CCL) June 26 weekly 31 straddle priced for a move of 8%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on June 23.

Micron Technology (MU) June 26 weekly 1135 straddle priced for a move of 11.5%. Call put ratio 1 calls to 1.1 puts into the expected release of quarter results after the bell on June 24.

Movers

AbbVie (ABBV) 30-day call option implied volatility 26; compared to its 52-week range of 18 to 36. Call put ratio 2.2 calls to 1 put into near deal to acquire Apogee Therapeutics, FT reports.

Apogee Therapeutics (APGE) 30-day call option implied volatility is at 52; compared to its 52-week range of 49 to 224. Call put ratio 1.1 calls to 1 put into share price up before the bell.

Vail Resorts (MTN) 30-day call option implied volatility is at 42; compared to its 52-week range of 27 to 58. Call put ratio 1 call to 1 put amid price movement.

Sanofi (SNY) 30-day option implied volatility is at 43; compared to its 52-week range of 22 to 38. Call put ratio 8.4 calls to 1 put with a focus on July 45 calls.

Williams Cos. (WMB) 30-day option implied volatility is at 26; compared to its 52-week range of 21 to 32 with a focus on a spreader of November 80 and 95 calls.

SBA Communications (SBAC) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 44. Call put ratio 1 call to 3.7 puts with a focus on July 175 puts.

Cadence Design Systems (CDNS) 30-day option implied volatility is at 46; compared to its 52-week range of 26 to 58. Call put ratio 1 call to 2.9 puts.

Lineage (LINE) 30-day option implied volatility is at 42; compared to its 52-week range of 34 to 57. Call put ratio 1.3 calls to 1 put.

Lincoln National (LNC) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 48. Call put ratio 11.9 calls to 1 put with a focus on July 40 calls.

Options with decreasing option implied volatility: VELO ASTX NASA OCUL QURE ROKU LWLG SATL RH KMX XOVR RDW LUNR ASTS SERV UFO SATS PL VOYG
Increasing unusual option volume: DOMO KBWB NYT STRC AMPG BFLY
Increasing unusual call option volume: WMB BFLY OPRA AMPG ALLT CXW MTUM
Increasing unusual put option volume: VTRS ACI STRC PURR BSOL HTZ CDNS
Popular stocks with increasing option volume: SPCX INTC MU MSTR PLTR HOOD MRVL SOFI SMCI AVGO
Active options: NVDA TSLA SPCX INTC AAPL AMZN MU MSFT MSTR PLTR META HOOD MRVL AMD MARA SOFI SMCI GOOGL NFLX AVGO
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $77, natural gas up 2%, gold at $4226