Pre-Market IV Report May 26, 2026

Pre-Market IV Report May 26, 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: BB ABVX CPSH HYLN HLIT FJET MRAM BB CRNC RGTI MEI PUMP VUZI QRVO MEC VOYG ATEN ICLN HPQ ATKR QFIN F RPRX NTAP HBAN SWKS MAIN AMCR PAA EA

Stocks expected to have increasing option volume: AZO PDD JOYY ZS MOD BIOX PONY SMTC CRM MRVL SNPS SNOW HEI DELL ADSK BURL LI DLTR OKTA XPEV BBY ADSK NTAP

Straddle price into quarter results and outlook

Zscaler (ZS) May 29 weekly 182.50 straddle priced for a move of 14%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.

Salesforce (CRM) May 29 weekly 180 straddle priced for a move of 8.5%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on May 27.

Marvell Technology (MRVL) May 29 weekly 195 straddle priced for a move of 14%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on May 27.

Costco (COST) May 29 weekly 1025 straddle priced for a move of 4%. Call put ratio 1 calls to 1.7 puts into the expected release of quarter results after the bell on May 28.

Dell Technologies (DELL) May 29 weekly 295 straddle priced for a move of 12.5%. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on May 28.

Movers

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 45; compared to its 52-week range of 26 to 49. Call put ratio 1 call to 9.2 puts with a focus on a spreader of May 29 weekly 500 and 530 puts.

Ishares S&p Software Index Fund (IGV) 30-day option implied volatility is at 35; compared to its 52-week range of 20 to 45. Call put ratio 1 call to 3 puts with a focus on June 75 and August 85 puts.

Dataram (DRAM) 30-day option implied volatility is at 80; compared to its 52-week range of 57 to 99. Call put ratio 1.4 calls to 1 put with a focus on May 22 weekly 55 calls.

Workday (WDAY) 30-day option implied volatility is at 57; compared to its 52-week range of 24 to 77. Call put ratio 1.4 calls to 1 put after quarter results.

Harmonic (HLIT) 30-day option implied volatility is at 96; compared to its 52-week range of 25 to 114. Call put ratio 72 calls to 1 put with a focus on June 15 and 20 calls.

Take-Two Interactive Software (TTWO) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 60. Call put ratio 3.2 calls to 1 put with the focus on a spreader of 14350 contracts of September 270 and 310 calls.

Ross Stores (ROST) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 39. Call put ratio 1 call to 1.7 puts with a focus on July 210 puts after quarter results.

B2gold Corp. (BTG) 30-day option implied volatility is at 53; compared to its 52-week range of 39 to 84. Call put ratio 1 call to 2.4 puts with a focus on 15K contracts of June 4.5 puts.

Ferrari N.V (RACE) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 43. Call put ratio 1 calls to 1 put amid new product introductions.

Futu Holdings Limited (FUTU) 30-day option implied volatility is at 79; compared to its 52-week range of 40 to 79. Call put ratio 1 call to 2 puts on 255K contracts into share price up before the bell.

Joyy Inc (JOYY) 30-day option implied volatility is at 50; compared to its 52-week range of 21 to 56. Call put ratio 1.2 calls to 1 put into share price up before the bell.

Lantheus (LNTH) 30-day option implied volatility is at 42; compared to its 52-week range of 33 to 97. Call put ratio 8.6 calls to 1 put into weighs sale after Curium takeover offer, Bloomberg says.

Options with decreasing option implied volatility: COUR POET WVE BBBY HBAN AAP ELF DECK OMER CAVA NVDL NVDX TTWO MESO SVM VFC WDAY AS VICI ROST TGT TJX JEPQ JEPI AEP BHP
Increasing unusual option volume: BWA NASA AMPG FUTU CRNC HYLN SWKS MRAM
Increasing unusual call option volume: SWKS HYLN CRNC AMPG FUTU MRAM PUMP PURR VSH
Increasing unusual put option volume: FUTU TIGR LION VSAT TTWO FJET BB HIVE PTON INFQ WYFI ROST
Popular stocks with increasing option volume: NOK MU F INTC ASTS PLTR QCOM MSTR SOFI
Active options: NVDA TSLA AAPL NOK MU AMD F INTC MSFT RGTI AMZN SMCI QBTS ASTS PLTR META QCOM MSTR GOOGL SOFI
Global S&P Futures higher in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $93, natural gas mixed, gold at $4529