Pre-Market IV Report July 22, 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: KLAR TGT RZLT MD CECO GT VRNS AS CCXI BANC CLBK CZR CPER PCAR FE VXUS FXY REPL
Stocks expected to have increasing option volume: SMCI DELL HPE NOW GOOG GEV PM TXN IBM OZK RRC OKLO XE ALK WAL INTC CMCSA CHTR DECK LVS T CSX URI LUV SLG OTIS QS TMUS SAP QS
Option IV, crude oil trending higher
United States Oil Fund (USO) 30-day call option implied volatility is 62; compared to its 52-week range of 26 to 129. Call put ratio 1.5 calls to 1 put into WTI crude oil up 3.4%.
Oracle (ORCL) 30-day call option implied volatility is 67; compared to its 52-week range of 31 to 85. Call put ratio 2.7 calls to 1 put with a focus on July 31 weekly 120 calls.
Dell Technologies (DELL) 30-day call option implied volatility is 84; compared to its 52-week range of 32 to 87. Call put ratio 1 call to 1.2 puts.
Hewlett Packard Enterprise (HPE) 30-day call option implied volatility is 75; compared to its 52-week range of 30 to 126. Call put ratio 1.8 calls to 1 put.
Super Micro Computer (SMCI) 30-day call option implied volatility is 107; compared to its 52-week range of 52 to 107. Call put ratio 3.4 calls to 1 put with a focus 6500 contracts of September 23 puts into share price up before the bell.
Robinhood (HOOD) 30-day call option implied volatility is 80; compared to its 52-week range of 50 to 93. Call put ratio 2.3 calls to 1 put with a focus July 24 weekly 120 and 125 calls.
Danaher (DHR) 30-day call option implied volatility is 34; compared to its 52-week range of 22 to 41. Call put ratio 1.1 calls to 1 put as share price down 11.2%
Salesforce (CRM) 30-day call option implied volatility is 48; compared to its 52-week range of 25 to 61. Call put ratio 1 call to 1.1 puts as share price down 2%.
Straddle price into quarter results and outlook
Alphabet (GOOG) July 24 weekly 347.50 straddle priced for a move of 6.5%. Call put ratio 2.2 calls to 1 put into the expected release of quarter results today after the bell.
IBM (IBM) July 24 weekly 210 straddle priced for a move of 6.5%. Call put ratio 2.6 calls to 1 put into the expected release of quarter results today after the bell.
ServiceNow (NOW) July 24 weekly 102 straddle priced for a move of 12%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.
Tesla (TSLA) July 24 weekly 380 straddle priced for a move of 7%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell.
Intel (INTC) July 24 weekly 105 straddle priced for a move of 13%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on July 23.
T-Mobile (TMUS) July 24 weekly 190 straddle priced for a move of 7%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on July 23.
Freeport-McMoran (FCX) July 24 weekly 62 straddle priced for a move of 7%. call put ratio 2.9 calls to 1 put with the focus on a spreader of July 24 weekly 63, 64 and 65 calls into the expected release of quarter results before the bell on July 23.
Newmont (NEM) July 24 weekly 92 straddle priced for a move of 7.5%. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on July 23.
Movers
uniQure (QURE) 30-day call option implied volatility is 94; compared to its 52-week range of 71 to 294. Call put ratio 1.2 calls to 1 put.
Regenxbio (RGNX) 30-day call option implied volatility is 101; compared to its 52-week range of 52 to 263. Call put ratio 5.2 calls to 1 put with a focus on August 12 calls.
Replimune (REPL) 30-day call option implied volatility is 334; compared to its 52-week range of 85 to 402. Call put ratio 1 call to 1 put.
Hallador Energy (HNRG) 30-day call option implied volatility is 73; compared to its 52-week range of 56 to 105. Call put ratio 1 call to 1.1 puts as share price up 5.9%.
Interpool (IPX) 30-day call option implied volatility is 75; compared to its 52-week range of 33 to 93 with a focus on 2300 contracts of August 30 calls as share price up 7.5%.
Sabra Health Care REIT (SBRA) 30-day call option implied volatility is 24; compared to its 52-week range of 14 to 35 with a focus on 3300 contracts of August 22.5 calls as share price up 9.3%.
Similarweb Ltd. (SMWB) 30-day call option implied volatility is 101; compared to its 52-week range of 45 to 118 with a focus on 3200 contracts of October 7.5 calls.
Options with decreasing option implied volatility: ATAI BCRX NFLX ISRG PYPL UNH ABT
Increasing unusual option volume: TEL AVTR SHOO SW MNTN CRBG EH MAT CBRG MAIN OI RHI
Increasing unusual call option volume: TEL AVTR SHOO SW EH MUU REAL HAS SMWB EQPT SRE
Increasing unusual put option volume: MAIN ZION PALL DT URBN SBLK CALM UAA HAS PHM WY DAVE
Popular stocks with increasing option volume: MU SPCX INTC NFLX ORCL WBD MSTR NOK AMC SOFI
Active options: NVDA AAPL TSLA MU SPCX INTC AMZN NFLX AMD MSFT ORCL WBD META NBIS MSTR NOK ONDS AMC IREN SOFI
Global S&P Futures mixed to lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $87.35, natural gas mixed, gold at $4132
