Pre-Market IV Report June 3, 2026

Pre-Market IV Report June 3, 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: PURR UMAC RCAT IBM NKE CBOE MVLL OKLL AOSL ELVA BDC ENPH MRVL MESO LAC RNGR OKLO BITX ATEN BITU MSTY DNA STRC HSAI CBOE MSTR SNX GBTC OLLI ST BITO BITI NDAQ ICE INGM SSSS SR APG NVDY NU NMRK IBIT BIL AES EA EPD PCG FBTC POR CME

Stocks expected to have increasing option volume: AVGO GTLB PANW ULTA MDT OLLI M PETS SHOP INTC GME COIN MSTR

Apple (AAPL) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 33. Call put ratio 2.4 calls to 1 put into WWDC 2026 on June 8th.

Arm Holdings (ARM) 30-day option implied volatility is at 102; compared to its 52-week range of 42 to 108. Call put ratio 1.3 calls to 1 put into share price closes above $400.

United States Oil Fund (USO) 30-day option implied volatility is at 58; compared to its 52-week range of 26 to 129. Call put ratio 1 call to 1.1 puts amid WTI crude price at $96.

Market Vectors Oil Services ETF (OIH) 30-day option implied volatility is at 37; compared to its 52-week range of 28 to 50. Call put ratio 1.6 calls to 1 put amid WTI crude at $96.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 34. Call put ratio 1.8 calls to 1 put amid WTI crude at $96.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 10; compared to its 52-week range of 9 to 16. Call put ratio 1.2 calls to 1 put with a focus on June 79, 82 and 86 puts.

Straddle price into quarter results and outlook

Broadcom (AVGO) June 5 weekly 480 straddle priced for a move of 8.5%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results today after the bell.

CrowdStrike Holdings Inc. (CRWD) June 5 weekly 770 straddle priced for a move of 11%. Call put ratio 1 call to 1.5 puts into the expected release of quarter results today after the bell.

lululemon athletica (LULU) June 5 weekly 126 straddle priced for a move of 11%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on June 4.

Movers

Shake Shack (SHAK) 30-day option implied volatility is at 51; compared to its 52-week range of 37 to 67. Call put ratio 1 call to 1.4 puts.

Spire (SR) 30-day option implied volatility is at 29; compared to its 52-week range of 14 to 32 with a focus on 8K contracts of June 90 calls.

BHP Group (BHP) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 48. Call put ratio 1 call to 4.7 puts with a focus on 4100 contracts of June 85 puts.

Ingram Micro Holding (INGM) 30-day option implied volatility is at 51; compared to its 52-week range of 30 to 67 with a focus on June 30 and 35 calls.

Sensata Technologies (ST) 30-day option implied volatility is at 51; compared to its 52-week range of 32 to 62 with a focus on 1250 contracts of December 65 calls.

Taseko Mines (TGB) 30-day option implied volatility is at 74; compared to its 52-week range of 49 to 91 with a focus on 3400 contracts of January 10 calls.

Options with decreasing option implied volatility: SMMT ABVX CZR P SMTC GRPN P ASAN CPRI ANF MDB PATH GAP XOVR KSS NTNX DLTR HRL DG BBBY ADSK BURL KSS NTNX DLTR
Increasing unusual option volume: VSH LASE NASA AVT BWA OLLI APTV SHOO PURR
Increasing unusual call option volume: LASE VSH AVT SHOO PURR CRSR AOSL RLAY GTM HPE XP SPCE
Increasing unusual put option volume: PURR SPCE BNY HPE VSXY HIVE GTLB AMBA CBOE
Popular stocks with increasing option volume: INTC NOK MRVL MSTR PLTR MU HPE ORCL NFLX AVGO
Active options: NVDA TSLA AAPL MSFT GOOGL INTC NOK AMZN META MRVL MSTR PLTR MU HPE ORCL SPCE NU NFLX AVGO GOOG