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Daily IV Report

Pre-Market IV Report May 6, 2026

Pre-Market IV Report May 6, 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: ASAN ZIM GME DGXX […]

By Market Rebellion · May 6, 2026
Pre-Market IV Report May 6, 2026

Pre-Market IV Report May 6, 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: ASAN ZIM GME DGXX LEGN POET VCX TDC PENG TDC PRIM MG QCOM INTC TK IOT CTRI BWA UMC PLNT INDV QRVO OOMA BFB PFGC MPT IVR BKLN

Stocks expected to have increasing option volume: NVO AMD ANET LITE MSTR OXY CTVA EA CPNG LYV SMCI SWKS QRVO MTCH CE VOYA UPST TDC FRSH COTY INTA BJRI ANGI TBI QDEL DIS UBER CVS MAR JCI APO QSR FTS KHC UTHR GPN BWA PODD LFUS CART OSCR SEDG FUBO DLX MSTR CC OUST BBAI WOLF CC HURN TX AMC COTY TEM USNA UIS DAVE BV JOBY

Option IV of United States Oil Fund (USO) as oil pulls back

United States Oil Fund (USO) 30-day option implied volatility is at 76; compared to its 52-week range of 26 to 128. Call put ratio 1.1 calls to 1 put with a focus on a spreader of 3400 contracts of May 148 calls and June 157 calls.

Straddle price into quarter results and outlook

Arm Holdings (ARM) May 8 weekly 207.5 straddle is priced for a move of 11.5%. Call put ratio 1.7 calls to 1 put with a focus on May puts into the expected release of quarter results today after the bell.

AppLovin (APP) May 8 weekly 480 straddle is priced for a move of 13%. Call put ratio 1 calls to 1 put with a focus on January 500 puts into the expected release of quarter results after the bell on May 6.

DoorDash (DASH) May 8 weekly 167.50 straddle is priced for a move of 11%. Call put ratio 1 calls to 1 put with a focus on June 145 calls into the expected release of quarter results today after the bell.

McDonald’s (MCD) May 8 weekly 285 straddle is priced for a move of 4%. Call put ratio 1.9 calls to 1 put with a focus on May 305 calls into the expected release of quarter results before the bell on May 7.

CoreWeave (CRWV) May 8 weekly 128 straddle is priced for a move of 14%. Call put ratio 1.4 calls to 1 put with a focus on May 8 weekly options into the expected release of quarter results after the bell on May 7.

Movers

NVIDIA (NVDA) 30-day option implied volatility is at 44; compared to its 52-week range of 32 to 56. Call put ratio 2 calls to 1 put with a focus on a spreader of 19810 contracts of May and July 200 calls.

Palantir (PLTR) 30-day option implied volatility is at 51; compared to its 52-week range of 41 to 86. Call put ratio 1.6 calls to 1 put with a focus on a spreader of 12376 contracts of May and July 150 calls.

Anheuser-Busch InBev (BUD) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 35. Call put ratio 1 call to 2.2 puts with a focus on May 8 weekly 76 calls.

Eaton (ETN) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 45. Call put ratio 1 call to 1 put with a focus on May 500 calls and June 340 puts.

Cummins (CMI) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 46. Call put ratio 1.1 calls to 1 put.

Angi Inc. (ANGI) 30-day option implied volatility is at 104; compared to its 52-week range of 46 to 125 with a focus on 2K contracts of May 5 puts.

GlobalFoundries (GFS) 30-day option implied volatility is at 70; compared to its 52-week range of 36 to 86. Call put ratio 3.5 calls to 1 put with a focus on June options as share price up 7.7%.

Douglas Dynamics (PLOW) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 66 with a focus on 5100 contracts of May 55 calls as share price up 13.6%.

Invesco Mortage Capital (IVR) 30-day option implied volatility is at 28; compared to its 52-week range of 16 to 38 with a focus on 1500 contracts of July 8 calls.

Hallador Energy (HNRG) 30-day option implied volatility is at 89; compared to its 52-week range of 57 to 108. Call put ratio 15.3 calls to 1 put with a focus on June 19 calls as share price up 12.7%.

Increasing unusual option volume: BWA PENG TDC XRX DINO DGXX BLDP UMC
Increasing unusual call option volume: XRX DGXX UTHR UMC DINO BLDP LEGN REPL SPHR CX
Increasing unusual put option volume: DINO KVYO CYTK XRX BRBR HTZ WGS DGXX DTNE BB UTHR
Popular stocks with increasing option volume: INTC MU PLTR NFLX NOK SHOP GME QCOM MSTR PYPL
Active options: TSLA NVDA INTC MU AAPL PLTR AMZN NFLX NOK AMD GOOGL META SHOP GME QCOM MSFT POET CIFR MSTR PYPL
Global S&P Futures up in premarket, Nikkei mixed, DAX up 2%, WTI Crude oil recently at $95.88, natural gas down 1.5%, gold at $4704