Pre-Market IV Report July 20, 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: LCID WIX SVM UCO NXPI ALLY WU BNO VTRS CLX CORN BTI AEP VTI STTK TRLV SHKX XNCR OZK WIX VNET DRTS OBE PEST XENE SVM WU AMPL TECS ADUR FRSH TROX NUVB
Stocks expected to have increasing option volume: BA IBM NOW F SCHW GOOG GEV PM TXN IBM T BABA
Straddle price into quarter results and outlook
Charles Schwab (SCHW) July 24 weekly 102 straddle priced for a move of 5%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on July 21.
Alphabet (GOOG) July 24 weekly 345 straddle priced for a move of 6%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on July 22.
GE Vernova (GEV) July 24 weekly 1057.50 straddle priced for a move of 10%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on July 22.
Philip Morris (PM) July 24 weekly 192.50 straddle priced for a move of 6.5%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on July 22.
Texas Instruments (TXN) July 24 weekly 285 straddle priced for a move of 12%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on July 22.
IBM (IBM) July 24 weekly 212.50 straddle priced for a move of 7%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on July 22.
AT&T (T) July 24 weekly 22 straddle priced for a move of 5%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results before the bell on July 22.
ServiceNow (NOW) July 24 weekly 103 straddle priced for a move of 12%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on July 22.
Movers
Oracle (ORCL) 30-day call option implied volatility is 64; compared to its 52-week range of 31 to 85. Call put ratio 2.3 calls to 1 put with a focus on August calls.
Ishares Msci South Korea Capped Etf (EWY) 30-day call option implied volatility is 83; compared to its 52-week range of 23 to 91. Call put ratio 1 call to 2.4 puts amid wide price movement.
Travelers (TRV) 30-day call option implied volatility is 22; compared to its 52-week range of 17 to 33. Call put ratio 2.3 calls to 1 pu with a focus on October 340 calls.
Roku (ROKU) 30-day call option implied volatility is 21; compared to its 52-week range of 20 to 84 with a focus on July 147 calls.
Intuitive Surgical (ISRG) 30-day call option implied volatility is 37; compared to its 52-week range of 25 to 49. Call put ratio 1.1 calls to 1 put on 43K contracts.
Synopsys (SNPS) 30-day call option implied volatility is 55; compared to its 52-week range of 31 to 60. Call put ratio 1 call to 1.7 puts.
Ishares Msci Japan Etf (EWJ) 30-day call option implied volatility is 24; compared to its 52-week range of 15 to 37 with a focus on a roll spreader of 15K contracts of July 90 to September 89 puts.
Six Flags (FUN) 30-day call option implied volatility is 76; compared to its 52-week range of 50 to 100. Call put ratio 1.3 calls to 1 put.
United Parks & Resorts (PRKS) 30-day call option implied volatility is 33; compared to its 52-week range of 33 to 72. Call put ratio 1 call to 2 puts.
Pershing Square (PS) 30-day call option implied volatility is 57; compared to its 52-week range of 40 to 106 with a focus on spreader of July 30, July 35, August 30 and August 35 puts.
Cerebras Systems (CBRS) 30-day call option implied volatility is 108; compared to its 52-week range of 92 to 126. Call put ratio 1.6 calls to 1 put.
Quantinuum (QNT) 30-day call option implied volatility is 111; compared to its 52-week range of 97 to 122. Call put ratio 1 call to 1 put.
Fervo Energy (FRVO) 30-day call option implied volatility is 104; compared to its 52-week range of to 97. Call put ratio 1 call to 1.2 puts.
Options with decreasing option implied volatility: ATAI ERIC NFLX WBD ISRG
Increasing unusual option volume: FIGS PLNT OI BKLN MUU ALLT ALLY KORU FLG PAR
Increasing unusual call option volume: PLNT FIGS ALLY FLG PAR KORU EH CGON
Increasing unusual put option volume: MUU USAS INDA FITB HAS FRO KORU INOD MXEF
Popular stocks with increasing option volume: MU INTC SPCX MSTR ORCL PLTR SOFI IREN SNDK HOOD NBIS
Active options: NVDA TSLA AAPL MU NFLX MU META INTC SPCX AMZN AMD MSTR GOOGL ORCL PLTR SOFI IREN SNDK HOOD NBIS
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $82, natural gas down 2%, gold at $4022
