Pre-Market IV Report May 11, 2026

Pre-Market IV Report May 11, 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: SMMT DGXX QCOM DRAM MESO MRNA IOT FUTU EA MRAM MXL KORU NVTS SNDX BKKT QURE NVAX MUU MRNA WLAC LAKE DRAM INTC RUM LUNR MESO QCOM PS DELL VVX KBR MAIN CNTA EA STAG SGOV

Stocks expected to have increasing option volume: CRCL PBR B CEG SPG HIMS MOS PLUG MNDY ASTS FOXA DELL MRNA REPL

AI 11 option IV amid wide movement

Sandisk (SNDK) 30-day option implied volatility is at 106; compared to its 52-week range of 44 to 123. Call put ratio 1.4 calls to 1 put.

Intel (INTC) 30-day option implied volatility is at 95; compared to its 52-week range of 38 to 95. Call put ratio 1.2 calls to 1 put.

Western Digital (WDC) 30-day option implied volatility is at 55; compared to its 52-week range of 33 to 93. Call put ratio 1.3 calls to 1 put.

Micron Technology (MU) 30-day option implied volatility is at 87; compared to its 52-week range of 38 to 87. Call put ratio 1.3 calls to 1 put.

AMD (AMD) 30-day option implied volatility is at 67; compared to its 52-week range of 39 to 74. Call put ratio 1.5 calls to 1 put.

Marvell Technology (MRVL) 30-day option implied volatility is at 89; compared to its 52-week range of 43 to 90. Call put ratio 1.7 calls to 1 put.

ASML Holdings (ASML) 30-day option implied volatility is at 50; compared to its 52-week range of 26 to 62. Call put ratio 1.3 calls to 1 put.

Taiwan Semi (TSM) 30-day option implied volatility is at 45; compared to its 52-week range of 30 to 51. Call put ratio 1 call to 1.4 puts.

Broadcom (AVGO) 30-day option implied volatility is at 55; compared to its 52-week range of 34 to 66. Call put ratio 3 calls to 1 put.

SK Hynix

Samsung

Movers

Dataram (DRAM) 30-day option implied volatility is at 93; compared to its 52-week range of 57 to 93. Call put ratio 2.6 calls to 1 put with a focus on June 56 and 65 calls.

Moderna (MRNA) 30-day option implied volatility is at 90; compared to its 52-week range of 54 to 90. Call put ratio 7.4 calls to 1 put amid wide price movement.

Straddle prices into quarter results

JD.com (JD) May 30 straddle is priced for a move of 7%. Call put ratio 4.6 call to 1 put into the expected release of quarter results before the bell on May 12.

Options with decreasing option implied volatility: CYTK VITL FSLY KD DUOL SOUN
Increasing unusual option volume: EWC UAN INO PENG MRAM KDK MTUM
Increasing unusual call option volume: INO MRAM KDK MCHP RXT FLNC HLF
Increasing unusual put option volume: EWC MXEF POET RXT LW UPWK
Popular stocks with increasing option volume: INTC MU IREN QCOM RKLB PLTR MSTR CRWV NOK SMCI ORCL AVGO
Active options: TSLA NVDA INTC MU AAPL AMD IREN QCOM MSFT META RKLB PLTR MSTR AMZN CRWV NOK SMCI ORCL GOOGL AVGO
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $97.40, natural gas mixed, gold at $4672