Pre-Market IV Report July 13, 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: REPL BBBY FSLY AKAM LYFT WEAT AMPG KOD DFTX MWH NEXA HCA TVTX DLO NE WCS MMSI GLAD OCLS
Stocks expected to have increasing option volume: JPM BAC WFC C GS MS PNC MU WDC SNDK
Straddle price into quarter results and outlook
JPMorgan (JPM) July 335 straddle priced for a move of 4%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results before the bell on July 14.
Bank of America (BAC) July 60 straddle priced for a move of 4%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on July 14.
Goldman Sachs (GS) July 1055 straddle priced for a move of 6%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on July 14.
Wells Fargo (WFC) July 87 straddle priced for a move of 4%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on July 14.
Citigroup (C) July straddle 141 priced for a move of 4%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on July 14.
Movement after SK Hynix capital raise
Micron Technology (MU) 30-day option implied volatility is at 94; compared to its 52-week range of 39 to 108. Call put ratio 1 call to 1 put into share price lower before the bell.
Western Digital (WDC) 30-day option implied volatility is at 105; compared to its 52-week range of 33 to 112. Call put ratio 1 call to 1 put into share price lower before the bell.
Sandisk (SNDK) 30-day option implied volatility is at 133; compared to its 52-week range of 44 to 135. Call put ratio 1.2 calls to 1 put in share price lower before the bell.
Dataram (DRAM) 30-day option implied volatility is at 97; compared to its 52-week range of 58 to 103. Call put ratio 1.7 calls to 1 put into share price lower before the bell.
Roundhill T-Rex 2X Long Dram Daily (RAM) 30-day option implied volatility is at 188; compared to its 52-week range of 183 to 203. Call put ratio 2.8 calls to 1 put into share price lower before the bell.
Oracle (ORCL) 30-day option implied volatility is at 59; compared to its 52-week range of 31 to 85. Call put ratio 2.5 calls to 1 put with a focus on July options.
Kenvue (KVUE) 30-day call option implied volatility is at 23; compared to its 52-week range of 19 to 75. Call put ratio 10.8 calls to 1 put with a focus on July 20 calls.
Nutanix (NTNX) 30-day call option implied volatility is at 49; compared to its 52-week range of 32 to 78. Call put ratio 33 calls to 1 put with a focus on July 60 and 70 calls.
Bloom Energy Corp. (BE) 30-day call option implied volatility is at 150; compared to its 52-week range of 66 to 164. Call put ratio 1 calls to 1.3 puts.
Shopify (SHOP) 30-day call option implied volatility is at 73; compared to its 52-week range of 38 to 80. Call put ratio 1 call to 1.1 puts.
Joby Aviation (JOBY) 30-day call option implied volatility is at 83; compared to its 52-week range of 67 to 113. Call put ratio 1.1 calls to 1 put.
Options with decreasing option implied volatility: PENG WEN CZR
Increasing unusual option volume: IONS QFIN GEN FTI MXEF UNCY DFTX
Increasing unusual call option volume: GEN FTI DFTX USAS NEXA IONS SIRI ESPR
Increasing unusual put option volume: NXE MXEF UROY AR NVAX HCA OIH WOLF
Popular stocks with increasing option volume: MU SOFI PLTR INTC NFLX MSTR SPCX HOOD ORCL
Active options: NVDA TSLA META AAPL MU AMZN MSFT SOFI PLTR INTC NFLX MSTR SPCX IREN AMD HOOD ORCL GOOGL MARA SMCI
Global S&P Futures mixed in premarket, Nikkei down 1.5%, DAX mixed, WTI Crude oil recently at $71.29, natural gas down 1%, gold at $4078
