Pre-Market IV Report July 2, 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 FTNT METU BBBY CNC CZR BSX PYPL TEVA META RGC RDTL JACK CCSI ETSY WEN ABX MATX KVUE
Stocks expected to have increasing option volume: INTC GOOGL GOOG STZ LEU FIZZ WHR AEO BIIB ORCL
Metal option IV as prices trend lower
Freeport-McMoran (FCX) 30-day option implied volatility is at 58; compared to its 52-week range of 33 to 63. Call put ratio 3.9 calls to 1 put with a focus on a spreader of 20K contracts of July 70 and 80 calls.
Barrick Gold (ABX) 30-day option implied volatility is at 55; compared to its 52-week range of 32 to 79. Call put ratio 16 calls to 1 put with a focus on 3200 contracts of July 12.50 calls.
Alcoa (AA) 30-day option implied volatility is at 64; compared to its 52-week range of 43 to 78. Call put ratio 1 call to 1 put on 29K contracts as share price.
iShares Silver Trust (SLV) 30-day option implied volatility is at 46; compared to its 52-week range of 22 to 111. Call put ratio 1.4 calls to 1 put with a focus on a spreader of 5K contracts of July 90 and 100 puts.
Simon Property Group (SPG) 30-day option implied volatility is at 23; compared to its 52-week range of 18 to 29. Call put ratio 1 call to 1 put with a focus on September calls and puts.
Freshpet (FRPT) 30-day option implied volatility is at 58; compared to its 52-week range of 42 to 86. Call put ratio 1 calls to 3.5 puts with a focus on July 57.50 puts.
Bentley Systems Inc. (BSY) 30-day option implied volatility is at 48; compared to its 52-week range of 24 to 52 with a focus on 10400 contracts of July 35 calls as share price up.
Accelerant Holdings (ARX) 30-day option implied volatility is at 72; compared to its 52-week range of 45 to 130 with a focus on 8500 contracts of July 15 calls as share price up.
CNH Industrial (CNH) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 52 with a focus on 3800 contracts of August 12.50 calls.
Straddle price into quarter results and outlook
Levi (LEVI) July 25 straddle priced for a move of 11%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on July 8.
Options with decreasing option implied volatility: WEN IRDM ABVX NKE CANE VTI
Increasing unusual option volume: UNCY DLO CGNX PRCH ICLN OI XERS
Increasing unusual call option volume: DLO CGNX UNCY ICLN PRCH JACK DOMO XERS HTZ WEN
Increasing unusual put option volume: VZLA EWA HTZ GGAL MULL STRC CIA DT ODD WEN SOC DLR
Popular stocks with increasing option volume: PLTR MU INTC SPCX HTZ MSTR NKE SOFI HOOD
Active options: TSLA NVDA META AAPL MSFT PLTR AMZN MU INTC SPCX HTZ MSTR NKE SOFI HOOD GOOGL NBIS WULF IREN
Global S&P Futures mixed in premarket, Nikkei down 2%, DAX mixed, WTI Crude oil recently at $67.63, natural gas mixed, gold at $4084
