Pre-Market IV Report May 21, 2026

Pre-Market IV Report May 21, 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 ABVX TMF TLT BKKT CBRS ORBX ITUB PURR JBS JHX TIGR FRSH EWA BCE EA STRC

Stocks expected to have increasing option volume: NVDA ADI TGT LOW KEYS TOL CAVA VFC TJX EGHT INTU XPEV URBN WMT DE ZM AAP DECK WDAY ELF

Straddle price into quarter results and outlook

NVIDIA (NVDA) May 22 weekly 220 straddle priced for a move of 6%. Call put ratio 2 calls to 1 put with a spreader of 9500 contracts of June 1 weekly 245 and 260 calls into the expected release of quarter results tonight after the bell.

Walmart (WMT) May 22 weekly 134 straddle priced for a move of 4.5%. Call put ratio 1 call to1.1 puts into the expected release of quarter results before the bell on May 21.

Deere & Co. (DE) May 22 weekly 560 straddle priced for a move of 6.5%. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on May 21.

Zoom (ZM) May 22 weekly 97.50 straddle priced for a move of 10%. Call put ratio 1.3 call to 1 put into the expected release of quarter results after the bell on May 21.

Workday (WDAY) May 22 weekly 130 straddle priced for a move of 13.5%. Call put ratio 2.2 calls to 1 put into the expected release of quarter results after the bell on May 21.

Movement as 30-year yields trend higher

Dataram (DRAM) 30-day option implied volatility is at 83; compared to its 52-week range of 58 to 99. Call put ratio 1.9 calls to 1 put amid wide price movement.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 46; compared to its 52-week range of 26 to 49. Call put ratio 1 call to 3.2 puts with a focus on a spreader of 4K contracts of July 510 puts and July 610 calls.

Materials Select Sector Fd (XLB) 30-day option implied volatility is at 22; compared to its 52-week range of 14 to 28. Call put ratio 1 call to 20 puts with a focus on spreader of June 43 and 49 puts amid share price movement.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 36 with a focus on June 40 calls.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 13; compared to its 52-week range of 9 to 18. Call put ratio 1 call to 1 puts on 946K contracts compared to its 90-day average volume of 486K contracts.

lululemon athletica (LULU) 30-day option implied volatility is at 62; compared to its 52-week range of 34 to 73. Call put ratio 1.3 calls to 1 put as share price near low end of range.

Eagle Materials (EXP) 30-day option implied volatility is at 38; compared to its 52-week range of 26 to 46. Call put ratio 1 call to 4.4 puts with a focus on June 200 puts as share price up 1.5%.

Amer Sports (AS) 30-day option implied volatility is at 47; compared to its 52-week range of 37 to 72. Call put ratio 4.9 calls to 1 put with a focus on June calls as share price up 4.2%.

Freshworks Inc (FRSH) 30-day option implied volatility is at 51; compared to its 52-week range of 34 to 80 with a focus on 2300 contracts of June 10 calls.

Hanover Insurance Group (THG) 30-day option implied volatility is at 18; compared to its 52-week range of 18 to 35. Call put ratio 4 calls to 1 put with a focus on June calls as share price down 1.1%.

Canadian Solar (CSIQ) 30-day option implied volatility is at 88; compared to its 52-week range of 57 to 112. Call put ratio 1.2 calls to 1 put with a focus on May 22 weekly calls as share price down 6.5%.

Infosys Limited (INFY) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 41. Call put ratio 1 call to 19 puts with a focus on June 9 and 12 puts as share price up 1.3%.

HealthStream (HSTM) 30-day option implied volatility is at 47; compared to its 52-week range of 32 to 80 with a focus on 9K contracts of June 30 calls.

BCE, Inc. (BCE) 30-day option implied volatility is at 20; compared to its 52-week range of 18 to 36 with a focus on 4495 contracts of July 23 puts trading at 50c.

Chemours (CC) 30-day option implied volatility is at 62; compared to its 52-week range of 52 to 84 with a focus on a spreader of 16650 contracts of June 20 and 25 calls as share price down 3.9%.

Options with decreasing option implied volatility: DGXX DT XNDU DLO QURE EOSE KLAR WIX OMER MESO ENVX WRD STNE STUB TRMD CZR CSCO NU BKLN
Increasing unusual option volume: BCE WRBY PURR GEN BWA SWKS BLDP GDS MRAM
Increasing unusual call option volume: WRBY PURR BKKT BLDP XRX MXL CHRD ATI SMMT TJX
Increasing unusual put option volume: TIGR KVYO SWKS AEVA IEF UUP POET HIVE HUBS WRBY UPWK
Popular stocks with increasing option volume: INTC MU NOW AMD NFLX SOFI NOK PLTR F
Active options: TSLA NVDA MSFT POET AMZN INTC AAPL MU NOW AMD NFLX GOOGL SOFI WULF META NOK PLTR F GOOG IREN
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $103, natural gas up 1%, gold at $4579