Pre-Market IV Report July 1, 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: SLS REPL WEN ATAI BCRX CZR FTNT CNC PYPL BSX META MSFT SBUX AVEX AMBA UMAC SHAZ HSAI PESI KDK KLAR FTNT HIPO NESR EXE FISV BSX IRDM AFL STWD
Stocks expected to have increasing option volume: NKE GIS STZ BE BAM ALSN INTC TSLA SPCX MSTR SNDK MU WDC
Micron Technology (MU) 30-day option implied volatility is at 94; compared to its 52-week range of 38 to 108. Call put ratio 1.1 calls to 1 put with a focus on July 520 puts.
Tesla (TSLA) 30-day call option implied volatility is at 47; compared to its 52-week range of 39 to 65. Call put ratio 1.9 calls to 1 put with a focus on July 2 weekly 432.50 calls.
Intel (INTC) 30-day call option implied volatility is at 95; compared to its 52-week range of 38 to 97. Call put ratio 2 calls to 1 put with a focus on November 80 puts and November 180 calls.
SpaceX (SPCX) 30-day call option implied volatility is at 72; compared to its 52-week range of 71 to 111. Call put ratio 21.7 calls to 1 put with a focus on 10K contracts of July 2 weekly 330 calls.
Strategy (MSTR) 30-day call option implied volatility is at 96; compared to its 52-week range of 48 to 127. Call put ratio 1 call to 1.2 puts with a focus on July 100 calls.
Straddle price into quarter results and outlook
General Mills (GIS) July 35 straddle priced for a move of 8%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today before the bell.
Movers
AeroVironment (AVAV) 30-day option implied volatility is at 75; compared to its 52-week range of 42 to 113. Call put ratio 1.2 calls to 1 put as share price up.
Tradeweb Markets (TW) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 37. Call put ratio 6.4 calls to 1 put as share price up.
Tenable Holdings, Inc. (TENB) 30-day option implied volatility is at 64; compared to its 52-week range of 30 to 75. Call put ratio 33 calls to 1 put with a focus on 1700 contracts of August 42 calls as share price up.
Concentrix Corporation (CNXC) 30-day option implied volatility is at 73; compared to its 52-week range of 37 to 102. Call put ratio 1.2 calls to 1 put with a focus on July options as share price down.
Morgan Stanley (MS) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 45. Call put ratio 1 call to 1.3 puts with a focus on September 200 puts.
Hasbro (HAS) 30-day option implied volatility is at 32; compared to its 52-week range of 24 to 46. Call put ratio 1 call to 1.9 puts as share price down 2.2%.
Interpool (IPX) 30-day option implied volatility is at 81; compared to its 52-week range of 33 to 88 with a focus on 2100 contracts of July 35 calls as share price up 12%.
National Energy Services Reunited Corp. (NESR) 30-day option implied volatility is at 58; compared to its 52-week range of 34 to 70 with a focus on 5400 contracts of July 35 calls as share price up 3.9%.
Archrock (AROC) 30-day option implied volatility is at 38; compared to its 52-week range of 26 to 47 with a focus on 2K contracts of November 50 calls as share price up 1.7%.
Options with decreasing option implied volatility: ABVX IRDM BBBY FDX PAYX
Increasing unusual option volume: DOMO UNCY CGNX UNM AMRZ XLB GXO MIR JACK CIA METC SOC
Increasing unusual call option volume: CGNX DOMO UNCY MIR JACK METC SOC STRC VSAT AMBA NN TENB LTRX
Increasing unusual put option volume: XLB SOLS CIA VSAT SOC NTR LPTH LION AVAV AMBA SHW FPS
Popular stocks with increasing option volume: INTC SPCX MSTR MU NFLX PLTR SMCI NKE SOFI MRVL NOK
Active options: TSLA NVDA AAPL INTC SPCX AMZN MSTR MSFT AMD MU NFLX PLTR META SMCI NKE SOFI GOOGL MRVL NOK IREN
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $69.26, natural gas mixed, gold at $3993
