Pre-Market IV Report May 4, 2026

Pre-Market IV Report May 4, 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: AES CUE CXDO ATOM SOUN BOBS WVE GME CTRI INSW GAIN PAGP

Stocks expected to have increasing option volume: PLTR TSN PINS NCLH PFE GME EBAY

Option IV

ServiceNow (NOW) 30-day option implied volatility is at 54; compared to its 52-week range of 27 to 76. Call put ratio 3.1 calls to 1 put with a focus on August 110 calls into analyst meeting on May 4.

Corning (GLW) 30-day option implied volatility is at 65; compared to its 52-week range of 22 to 81. Call put ratio 1 call to 1 put into investor meeting on May 6.

eBay (EBAY) 30-day option implied volatility is at 43; compared to its 52-week range of 20 to 55. Call put ratio 4 calls to 1 put with a focus on spreader of 1094 contracts of May 1 weekly 106 and 108 calls into GameStop (GME) submitted a non-binding proposal to acquire 100% of eBay at $125 per share in cash and stock.

GameStop (GME).30-day option implied volatility is at 55; compared to its 52-week range of 33 to 121. Call put ratio 9.7 calls to 1 put with a focus on May calls into submitted a non-binding proposal to acquire 100% of eBay (EBAY) at $125 per share in cash and stock.

Reddit (RDDT) 30-day option implied volatility is at 66; compared to its 52-week range of 56 to 98. Call put ratio 2.4 calls to 1 put with a focus on May 8 weekly calls.

Roblox (RBLX) 30-day option implied volatility is at 66; compared to its 52-week range of 37 to 98. Call put ratio 1 call to 1 put on 184K contracts.

Danaher (DHR) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 41. Call put ratio 1 call to 3.3 puts.

Ishares U.S. Real Estate Etf (IYR) 30-day option implied volatility is at 14; compared to its 52-week range of 13 to 23 with a focus on a spreader of 10272 contracts of May 98 and 101 puts.

Somnigroup International (SGI) 30-day option implied volatility is at 50; compared to its 52-week range of 27 to 50 with a focus on a spreader of June 85 and 100 calls.

Twilio (TWLO) 30-day option implied volatility is at 54; compared to its 52-week range of 32 to 83. Call put ratio 3.8 calls to 1 put with a focus on a spreader of May 1 weekly calls.

Carnival Cruise Lines (CCL) 30-day option implied volatility is at 53; compared to its 52-week range of 33 to 70. Call put ratio 1.5 calls to 1 put.

Royal Caribbean (RCL) 30-day option implied volatility is at 50; compared to its 52-week range of 32 to 65. Call put ratio 1 call to 1.1 puts.

Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 63; compared to its 52-week range of 38 to 71. Call put ratio 1.5 calls to 1 put.

Viking (VIK) 30-day option implied volatility is at 52; compared to its 52-week range of 29 to 56. Call put ratio 1 call to 1.3 puts.

Straddle prices into quarter results

AMD (AMD) May 8 weekly 360 straddle is priced for a move of 9.5%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on May 5.

Pfizer (PFE) May 8 weekly 26.50 straddle is priced for a move of 3.5%. Call put ratio 2.1 calls to 1 put with a focus on June options into the expected release of quarter results before the bell on May 5.

Options with decreasing option implied volatility: OGN CAR BBBY AXTI SRAD NN AMKR SFM AMZU CROX METU MSFU RBLX LMND
Increasing unusual option volume: NWL CM XRX BNS ARDX OHI GEHC NOV
Increasing unusual call option volume: NWL CM FEZ GEHC SNY ARDX NOV WT
Increasing unusual put option volume: MAT AS BFB IYR RSP LION FIVN SMMT TPR
Popular stocks with increasing option volume: INTC NOK MU MSTR PLTR ORCL SOFI NFLX SNDK SOUN
Active options: TSLA NVDA AAPL INTC AMZN NOK MSFT MU AMD MSTR META PLTR GOOGL ORCL MARA SOFI NFLX SNDK SOUN GOOG
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $102.85, natural gas mixed, gold at $4594