Pre-Market IV Report July 31, 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: VCX ANF ULTA MEME CCB NWL GDS PCG VICI
Stocks expected to have increasing option volume: AAPL MSFT XOM CVX COIN RBLX MSTR FSLR ARES ABBV REPL RIVN ILMN CHKP IP GDDY TEM RDDT SYK
Movement into last day of month
SK Hynix (SKHY) 30-day call option implied volatility is 113; compared to its 52-week range of 120 to 139. Call put ratio 1 call to 1.4 puts into quarter results and wide price movement.
Micron Technology (MU) 30-day call option implied volatility is 93; compared to its 52-week range of 40 to 108. Call put ratio 1.1 calls to 1 put amid wide price movement.
Sandisk (SNDK) 30-day call option implied volatility is 133; compared to its 52-week range of 44 to 163. Call put ratio 1.1 calls to 1 put amid wide price movement.
Western Digital (WDC) 30-day call option implied volatility is 104; compared to its 52-week range of 33 to 117. Call put ratio 1 call to 1.1 puts amid wide price movement.
space include
SpaceX (SPCX) 30-day call option implied volatility is 110; compared to its 52-week range of 71 to 116. Call put ratio 1.9 calls to 1 put amid wide price movement.
Straddle price into quarter results and outlook
Palantir (PLTR) August 7 weekly 122 straddle priced for a move of 12%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on August 3.
Movers
Avantor (AVTR) 30-day option implied volatility is at 40; compared to its 52-week of 39 to 88 with a focus on 22K contracts of September 14 calls.
National Energy Services Reunited Corp. (NESR) 30-day option implied volatility is at 69; compared to its 52-week of 34 to 80 with a focus on 4300 contracts of April 35 calls as share price up 7.7%.
PayPay (PAYP) 30-day option implied volatility is at 76; compared to its 52-week of 33 to 93 with a focus on 2600 contracts of August 1750 calls.
XPO, Inc (XPO) 30-day option implied volatility is at 43; compared to its 52-week of 34 to 62 with a focus on 3600 contracts of September 170 calls.
Brookfield Renewable (BEPC) 30-day option implied volatility is at 36; compared to its 52-week of 21 to 51 with a focus on 7300 contracts of August 40 calls as share price up 3%.
PBF Energy (PBF) 30-day option implied volatility is at 75; compared to its 52-week of 55 to 89 with a focus on as spreader of 5400 contracts of August 70 and 6900 contracts of August 75 calls as share price up 16%.
Options with decreasing option implied volatility: FFAI BE MXL METU SIMO MSFU LMND SMMT FLG CI BUD SAP REGN BAX PYPL REGN JCI GEHC NXPI CDNS BAX
Increasing unusual option volume: PAGP AVTR RSI WES PAA GDS
Increasing unusual call option volume: PAGP WES PAA CVI DOC DUOT CHRW
Increasing unusual put option volume: CAPR GDDY EQIX BW CHDN
Popular stocks with increasing option volume: MU INTC ORCL SOFI SPCX PLTR HOOD NBIS NFLX SNDK CRWV NOK
Active options: NVDA MSFT TSLA META MU AMZN AAPL INTC IREN AMD ORCL SOFI SPCX PLTR HOOD NBIS NFLX SNDK CRWV NOK
Global S&P Futures mixed in premarket, Nikkei up 4%, DAX mixed, WTI Crude oil recently at $84.30, natural gas mixed, gold at $4109
