Pre-Market IV Report May 22, 2026

Pre-Market IV Report May 22, 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: TE ABVX XOVR QBTX RELL FCEL INFQ FLGT WOLF ARQQ BKKT PUMP MX RGTI QBTS XOVR ENPH KURA RUN SATS MITK TUR AES GSAT BLX IBM TUR MITK RUN

Stocks expected to have increasing option volume: ROST TTWO EA DECK BULL BAH ZM BJ WDAY ELF EL COTY IMAX

Movers

United States Oil Fund (USO) 30-day option implied volatility is at 73; compared to its 52-week range of 26 to 129. Call put ratio 1 call to 2.4 puts amid WTI crude price movement.

Estee Lauder (EL) as share price up before the bell 30-day option implied volatility is at 42; compared to its 52-week range of 30 to 70. Call put ratio 1.4 calls to 1 put into share price up before the bell.

Perpetua Resources Corp (PPTA) as share price up before the bell 30-day option implied volatility is at 80; compared to its 52-week range of 60 to 117. Call put ratio 5.2 calls to 1 put with a focus on 250 contracts of June 25 calls as share price up before the bell.

Imax (IMAX) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 53. Call put ratio 2.5 calls to 1 put with a focus on June calls as share price up before the bell.

Moderna (MRNA) 30-day option implied volatility is at 73; compared to its 52-week range of 54 to 90. Call put ratio 9 calls to 1 put with a focus on May 22 weekly 52 and 56 calls into Moderna’s experimental mRNA-based flu vaccine will be reviewed by an FDA advisory panel on June 18 ahead of an August 5 approval decision.

Walmart (WMT) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 37. Call put ratio 1.2 calls to 1 put after quarter results and outlook.

Albertsons (ACI) 30-day option implied volatility is at 32; compared to its 52-week range of 20 to 38. Call put ratio 1 call to 7.2 puts with a focus on 5400 contracts of May 29 weekly 16.50 puts.

Kroger (KR) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 37. Call put ratio 1.4 calls to 1 put.

Fulgent Genetics, Inc. (FLGT) 30-day option implied volatility is at 57; compared to its 52-week range of 37 to 79. Call put ratio 2.6 calls to 1 put as share price up 5.8%.

Heritage Insurance (HRTG) 30-day option implied volatility is at 43; compared to its 52-week range of 45 to 79. Call put ratio 155 calls to 1 put with a focus on 4K contracts of July 30 calls.

Pembina Pipeline (PBA) 30-day option implied volatility is at 18; compared to its 52-week range of 9 to 38 with a focus on 2200 contracts of August 55 calls.

Straddle price into quarter results and outlook

Pinduoduo (PDD) May 29 weekly 98 straddle priced for a move of 9%. call put ratio 2.5 calls to 1 put into the expected release of quarter results before the bell on May 26.

Options with decreasing option implied volatility: POET DGXX DLO WVE STNE FIG RUM AAP CAVA ELF NU NVDL NVDX BBBY BILI BIDU VFC AS BCRX TGT NVDA TJX BKLN VICI WMT EA OGN
Increasing unusual option volume: AMPG PUMP BLDP PURR ABCL NASA LBRT XRT TE
Increasing unusual call option volume: AMPG PUMP BLDP XRT PURR LBRT CMI NKLR TE MCHP
Increasing unusual put option volume: ABCL TIGR HCA XLB ACI BRUN FUTU FCEL TTWO
Popular stocks with increasing option volume: MU INTC MSTR WMT IREN PLTR RGTI ASTS RIVN
Active options: NVDA TSLA AAPL MSFT MU INTC MSTR AMZN WMT META NOK NFLX AMD IREN PLTR RGTI ASTS GOOGL MARA RIVN
Global S&P Futures mixed in premarket, Nikkei up 2.5%, DAX mixed, WTI Crude oil recently at $98, natural gas mixed, gold at $4536