Pre-Market IV Report July 27, 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: PGEN HYG FRMI PUMP SOUN UTI ZVRA DOX FNF KVUE
Stocks expected to have increasing option volume: STX WDC MU V MA KO PEP GLW WBD PSKY
Option IV amid energy prices move lower
United States Oil Fund (USO) 30-day option implied volatility is at 66; compared to its 52-week of 25 to 128. Call put ratio 2.1 calls to 1 put.
Straddle price into quarter results and outlook
Visa (V) July 31 weekly 355 straddle priced for a move of 4%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on July 28.
Coca-Cola (KO) July 31 weekly 83 straddle priced for a move of 4.5%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results before the bell on July 28.
Seagate Technology (STX) July 31 weekly 850 straddle priced for a move of 17%. Call put ratio 1 call to 1.5 puts into the expected release of quarter results after the bell on July 28.
Uber (UBER) 30-day call option implied volatility is 49; compared to its 52-week range of 28 to 52. Call put ratio 1 call to 1 put amid price amid price movement.
Summit Therapeutics (SMMT) 30-day call option implied volatility is 87; compared to its 52-week range of 70 to 163. Call put ratio 3.4 calls to 1 put with the focus on a spreader of 10K contracts of January 10 and 25 calls.
MaxLinear (MXL) 30-day call option implied volatility is 114; compared to its 52-week range of 51 to 163. Call put ratio 5.1 calls to 1 put with a focus on August 90 and 100 calls.
Viking (VIK) 30-day call option implied volatility is 44; compared to its 52-week range of 29 to 58 with a focus on 3500 contracts of August 90 puts.
On Holding AG (ONON) 30-day call option implied volatility is 59; compared to its 52-week range of 36 to 66. Call put ratio 1 call to 2.7 put.
C. H. Robinson Worldwide (CHRW) 30-day call option implied volatility is 43; compared to its 52-week range of 18 to 55. Call put ratio 1 call to 1.4 puts amid price movement.
Boston Scientific (BSX) 30-day call option implied volatility is 55; compared to its 52-week range of 19 to 55. Call put ratio 1 calls to 1.6 puts on active option volume of 41K contracts.
CoreWeave (CRWV) 30-day call option implied volatility is 107; compared to its 52-week range of 67 to 124. Call put ratio 1.2 calls to 1 put.
Nebius Group (NBIS) 30-day call option implied volatility is 160; compared to its 52-week range of 65 to 167. Call put ratio 1 call to 1.6 puts with a focus on August options.
Paramount Skydance Corporation (PSKY) 30-day call option implied volatility is 63; compared to its 52-week range of 42 to 97. Call put ratio 2.8 calls to 1 put.
Warner Bros. Discovery (WBD) 30-day call option implied volatility is 33; compared to its 52-week range of 9 to 78. Call put ratio 1.2 calls to 1 put.
Options with decreasing option implied volatility: FFAI MXL ABCL CMPS VICR OCUL GDYN CHTR GGLL NOW DPZ
Increasing unusual option volume: ZVRA METC DOMO LXU RSI OI OII CBRG
Increasing unusual call option volume: METC DOMO OI RSI OII CAPR FBTC ANGX KORU S TSLT UNM
Increasing unusual put option volume: WEN OTLK EQNR MXEF VSXY KORU PAGP SMTC TECK CIA
Popular stocks with increasing option volume: INTC MU SPCX MSTR ORCL NFLX NOK IREN HOOD PLTR
Active options: NVDA TSLA AAPL INTC MU SPCX AMZN GOOGL AMD META MSFT MSTR ORCL NFLX NOK IREN HOOD PLTR SMCI GOOG
Global S&P Futures up in premarket, Nikkei mixed, DAX up 1.5%, WTI Crude oil recently at $82.30, natural gas down 4.4%, gold at $4100
