Pre-Market IV Report May 28, 2026

Pre-Market IV Report May 28, 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 TE GRPN OMER XOVR GFS QCOM FDX F CRCR LFVN ADTN BCRX RCAT UNCY ONDS METU AOSL BEAM PRG CLFD ASPN ABR PRM EWT SNX CNNE META SIBN

Stocks expected to have increasing option volume: CRM NTNX A SNOW SNPS MRVL HPQ BURL DLTR BBY HEI NCNO P UHAL DELL COST OKTA

United States Oil Fund (USO) 30-day option implied volatility is at 58; compared to its 52-week range of 26 to 129. Call put ratio 1 call to 1.4 puts amid WTI crude price moving off of highs.

Straddle price into quarter results and outlook

Costco (COST) May 29 weekly 1000 straddle priced for a move of 4%. Call put ratio 1 calls to 1.6 puts into the expected release of quarter results today after the bell.

Dell Technologies (DELL) May 29 weekly 305 straddle priced for a move of 11%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

Okta, Inc. (OKTA) May 29 weekly straddle priced for a move of 14%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.

Evolving tech companies

Ouster (OUST) 30-day option implied volatility is at 128; compared to its 52-week range of 76 to 138. Call put ratio 3.2 calls to 1 put June calls.

Draganfly Inc (DPRO) 30-day option implied volatility is at 100; compared to its 52-week range of 89 to 151. Call put ratio 1.9 calls to 1 put.

AeroVironment (AVAV) 30-day option implied volatility is at 76; compared to its 52-week range of 42 to 113. Call put ratio 2.3 calls to 1 put.

EHang (EH) 30-day option implied volatility is at 73; compared to its 52-week range of 42 to 73. Call put ratio 2.5 calls to 1 put.

Kratos Defense (KTOS) 30-day option implied volatility is at 71; compared to its 52-week range of 46 to 94. Call put ratio 2.3 calls to 1 put.

Joby Aviation (JOBY) 30-day option implied volatility is at 82; compared to its 52-week range of 64 to 113. Call put ratio 7.4 calls to 1 put with a focus on July 13 calls.

Karman Space & Defense (KRMN) 30-day option implied volatility is at 80; compared to its 52-week range of 53 to 114. Call put ratio 7.7 calls to 1 put with a focus on June 85 calls.

Red Cat Holdings Inc. (RCAT) 30-day option implied volatility is at 104; compared to its 52-week range of 83 to 150. Call put ratio 5.5 calls to 1 put with a focus on June 5 weekly 11.5 calls.

Curtiss-Wright (CW) 30-day option implied volatility is at 38; compared to its 52-week range of 29 to 50.

Ishares S&P Software Index Fund (IGV) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 45. Call put ratio 2.5 calls to 1 put with a focus on May 29 weekly 95 calls.

Movers

lululemon athletica (LULU) 30-day option implied volatility is at 60; compared to its 52-week range of 34 to 73. Call put ratio 2.6 calls to 1 put with a focus on September 130, 135 and 140 calls as share price up 3.5%.

Eastman Chemical (EMN) 30-day option implied volatility is at 39; compared to its 52-week range of 26 to 51 with a focus on 6100 contracts of July 80 calls as share price up 2%.

Digital Turbine (APPS) 30-day option implied volatility is at 106; compared to its 52-week range of 75 to 166 with a focus on 1400 contracts of June 7 calls as share price up 40%.

Viatris Inc (VTRS) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 79 with a focus on 4200 contracts of July 15 puts.

Apogee Therapeutics (APGE) 30-day option implied volatility is at 53; compared to its 52-week range of 50 to 233 with a focus on July 70 puts as share price down 5.7%.

Options with decreasing option implied volatility: DECK POET CPRI ZS CAVA BBBY ELF AND BNO AAP TTWO VFC WDAY ZM TGT ROST PDD TLT JEPI DE WMT
Increasing unusual option volume: NASA CRSR BWA GXO APPS EWC ADTN
Increasing unusual call option volume: NASA APPS PLNT ADTN BEAM AMPG VSAT EDIT
Increasing unusual put option volume: TE KIE VSAT FUN OMER A AMBA IEP VTRS ZS FUTU
Popular stocks with increasing option volume: MU NOK INTC SOFI F PLTR AAL MSTR ASTS NIO
Active options: NVDA TSLA AAPL MU AMZN IREN MSFT NOK META INTC SOFI F PLTR AAL GOOGL AMD TE MSTR ASTS NIO
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $90.53, natural gas down 1%, gold at $4338