Pre-Market IV Report June 30, 2026

Pre-Market IV Report June 30, 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: SLS REPL WEN ATAI BCRX CZR MSFT SBUX ASHR QTTB SLS JACK CAPR REPL BE OUST BCRX GLW RBLX NN ENVX BB ERAS ACMR OC CBRS PGEN CAR CPRT APD CI EPD LFST SONY UPS BMRN NTES GAP DV DXCM META SBUX

Stocks expected to have increasing option volume: NKE GIS SPCX MSTR SNDK MU WDC

Micron Technology (MU) 30-day option implied volatility is at 94; compared to its 52-week range of 38 to 108. Call put ratio 1.2 calls to 1 put with a focus on a spreader of October 1000 calls and puts.

Western Digital (WDC) 30-day option implied volatility is at 101; compared to its 52-week range of 33 to 101. Call put ratio 1.8 calls to 1 put.

Sandisk (SNDK) 30-day option implied volatility is at 110; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1.2 puts.

Dataram (DRAM) 30-day option implied volatility is at 97; compared to its 52-week range of 58 to 103. Call put ratio 1.8 calls to 1 put.

SpaceX (SPCX) 30-day call option implied volatility is at 74; compared to its 52-week range of 71 to 111. Call put ratio 2.1 calls to 1 put with a focus on July 2 weekly 300 calls.

Strategy (MSTR) 30-day call option implied volatility is at 92; compared to its 52-week range of 48 to 127. Call put ratio 1 call to 1.2 puts with a focus on July 2 weekly calls and puts.

Straddle price into quarter results and outlook

Nike (NKE) July 2 weekly 41 straddle priced for a move of 8%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results today after the bell.

General Mills (GIS) July 35 straddle priced for a move of 8%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on July 1.

Movers

Acadia Pharma (ACAD) 30-day option implied volatility is at 47; compared to its 52-week range of 34 to 90. Call put ratio 6.8 calls to 1 put with a focus on July 25 calls.

Inflleqtion (INFQ) 30-day option implied volatility is at 110; compared to its 52-week range of 66 to 187. Call put ratio 6.7 calls to 1 put with a focus on July 12.50, July 35 and August 20 calls.

Rayonier Advanced Materials (RYAM) 30-day option implied volatility is at 58; compared to its 52-week range of 40 to 93 with a focus on July 9 and September 10 calls.

Emerson Electric (EMR) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 41. Call put ratio 5.3 calls to 1 put with a focus on September 145 calls.

Capricor Therapeutics (CAPR) 30-day option implied volatility is at 131; compared to its 52-week range of 66 to 422. Call put ratio 1 1call to 1 put with a focus on 4500 contracts of August 30 calls and 2900 contracts of August 20 puts.

Baldwin Insurance (BWIN) 30-day option implied volatility is at 63; compared to its 52-week range of 41 to 84 with a focus on 3K contracts of July 30 calls.

MediaAlpha Inc. (MAX) 30-day option implied volatility is at 63; compared to its 52-week range of 38 to 100 with a focus on 1200 contracts of August 12.5 calls.

Replimune (REPL) 30-day option implied volatility is at 145; compared to its 52-week range of 85 to 402. Call put ratio 1.6 calls to 1 put.

Options with decreasing option implied volatility: BBBY DFTX FDX PAYX
Increasing unusual option volume: DOMO WEN ERAS RHI EQPT QSR
Increasing unusual call option volume: ROL QSR ERAS TEL TENB WEN PPL SIG
Increasing unusual put option volume: WEN AS UAA OMER VSH REPL KEYS JEF
Popular stocks with increasing option volume: MU MSTR SPCX PLTR NFLX INTC NOK SOFI HOOD BABA
Active options: TSLA NVDA AAPL MSFT MU MSTR SPCX AMZN PLTR NFLX GOOGL INTC IREN AMD META NOK SOFI HOOD POET BABA
Global S&P Futures up in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $70, natural gas mixed, gold at $4060