Pre-Market IV Report June 9, 2026

Pre-Market IV Report June 9, 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: QURE BBBY WBD SPXS AES AMPG GLXY ASYS AVTR EIDO SERV AVO RUN EXK UMC SRAD ENSG HUBG ALHC ZIM INVX CPNG

Stocks expected to have increasing option volume: AAPL ORCL ADBE SAIL UNFI DBI ASO MTN FCEL SJM TITN CBR RL PRGO

Apple (AAPL) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 33. Call put ratio 1.4 calls to 1 put amid WWDC 2026.

BitMine Immersion Technologies (BMNR) 30-day option implied volatility is at 79; compared to its 52-week range of 68 to 160. Call put ratio 3 call to 1 put with a focus on June 20 and 25 calls.

Straddle price into quarter results and outlook

Cracker Barrel (CBRL) June 35 straddle priced for a move of 13%. Call put ratio 1 call to 2.9 puts into the expected release of quarter results today after the bell.

Oracle (ORCL) June 12 weekly 212.50 straddle priced for a move of 13%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on June 10.

Chewy (CHWY) June 12 weekly 20 straddle priced for a move of 13%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on June 10.

Adobe Systems (ADBE) June 12 weekly 245 straddle priced for a move of 9%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results on June 11.

Lennar Corp. (LEN) June 12 weekly 91 straddle priced for a move of 9%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on June 11.

The Lovesac Company (LOVE) June 15 straddle priced for a move of 16%. Call put ratio 2.5 calls to 1 put into the expected release of quarter results before the bell on June 11.

RH (RH) June 12 weekly 147 straddle priced for a move of 18%. Call put ratio 1 call to 1.9 puts into the expected release of quarter results on June 11.

Movers

Nuvalent Inc (NUVL) 30-day option implied volatility is at 44; compared to its 52-week range of 34 to 82 on 12 contracts into GSK (GSK) into talks to buy Nuvalent for $9B-$10B, FT says.

GSK (GSK) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 35. Call put ratio 1 call to 3.5 puts with a focus on June 50 puts into talks to buy Nuvalent (NUVL).

Zoetis (ZTS) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 51. Call put ratio 2 calls to 1 put amid cattle screwworm headlines.

Elanco Animal Health (ELAN) 30-day option implied volatility is at 49; compared to its 52-week range of 30 to 67. Call put ratio 2.2 calls to 1 put calls amid cattle screwworm headlines.

Marvell Technology (MRVL) 30-day option implied volatility is at 106; compared to its 52-week range of 43 to 111. Call put ratio 2.8 calls to 1 put with a focus on June 12 weekly calls.

Cognizant (CTSH) 30-day option implied volatility is at 47; compared to its 52-week range of 21 to 48. Call put ratio 1 call to 1.5 puts.

3M Co. (MMM) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 41. Call put ratio 5.1 calls to 1 put with a focus on June 12 weekly calls.

Graham (GHM) 30-day option implied volatility is at 61; compared to its 52-week range of 32 to 77. Call put ratio 1.7 calls to 1 put.

Campbell Soup (CPB) 30-day option implied volatility is at 40; compared to its 52-week range of 23 to 45. Call put ratio 1.1 calls to 1 put on 17K contracts.

Chewy (CHWY) 30-day option implied volatility is at 72; compared to its 52-week range of 34 to 74. Call put ratio 1 call to 1.3 puts.

Avantor (AVTR) 30-day option implied volatility is at 69; compared to its 52-week range of 38 to 88 with a focus on 9900 contracts of June 10 calls.

Kilroy Realty (KRC) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 52 with a focus on 2700 contracts of July 40 calls.

GDS Holdings Limited (GDS) 30-day option implied volatility is at 66; compared to its 52-week range of 46 to 96 with a focus on 10500 contracts of July 40 calls.

Options with decreasing option implied volatility: PURR HPE GTLB ABVX RBRX VEEV AI XOVR PL PANW DOCU
Increasing unusual option volume: AVTR AMPG OPTU LASE PRGO NASA NNDM CPSH
Increasing unusual call option volume: AMPG NASA LASE PRGO OPTU HYLN SPG ACLS VSH
Increasing unusual put option volume: AMBA IRDM LASR AVTX MTN SJM ASO BSOL CTSH
Popular stocks with increasing option volume: INTC MU NOK MSTR MRVL AVGO SOFI PLTR NFLX HOOD PFE
Active options: TSLA NVDA AAPL MSFT INTC AMZN GOOGL MU META NOK MSTR MRVL AVGO SOFI PLTR NFLX AMD IREN HOOD PFE
Global S&P Futures mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $84.36, natural gas up 1%, gold at $4356