Pre-Market IV Report July 6, 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: REPL SLS FTNT BSX PYPL TENX SNXX SNDK LAKE FIGS HLIT WRD QID MG PWR GPC OZK ORLY VZ VTR
Stocks expected to have increasing option volume: MU SNDK WDC INTC GOOGL GOOG
Option IV into SK Hynix plans to raise $29B
Micron Technology (MU) 30-day option implied volatility is at 102; compared to its 52-week range of 38 to 108. Call put ratio 1 call to 1.1 puts into SK Hynix plans to raise up to $29B through a Nasdaq American Depositary Receipt (ADR) listing.
Western Digital (WDC) 30-day option implied volatility is at 106; compared to its 52-week range of 33 to 107. Call put ratio 1 call to 1.5 puts into SK Hynix plans to raise up to $29B through a Nasdaq American Depositary Receipt (ADR) listing.
Sandisk (SNDK) 30-day option implied volatility is at 127; compared to its 52-week range of 44 to 127. Call put ratio 1 call to 1.2 puts into SK Hynix plans to raise up to $29B through a Nasdaq American Depositary Receipt (ADR) listing.
Dataram (DRAM) 30-day option implied volatility is at 103; compared to its 52-week range of 58 to 103. Call put ratio 1.4 calls to 1 put into SK Hynix plans to raise up to $29B through a Nasdaq American Depositary Receipt (ADR) listing.
CoreWeave (CRWV) 30-day option implied volatility is at 92; compared to its 52-week range of 67 to 124. Call put ratio 1.5 calls to 1 put with a focus on March 72.50 puts.
Nebius Group (NBIS) 30-day option implied volatility is at 124; compared to its 52-week range of 65 to 124. Call put ratio 1 call to 1.3 puts.
Alibaba (BABA) 30-day option implied volatility is at 44; compared to its 52-week range of 33 to 55. Call put ratio 2 calls to 1 put.
StubHub (STUB) 30-day option implied volatility is at 62; compared to its 52-week range of 62 to 143. Call put ratio 1.7 calls to 1 put.
Rivian Automotive (RIVN) 30-day option implied volatility is at 79; compared to its 52-week range of 46 to 85. Call put ratio 2.9 calls to 1 put with a focus on a spreader of 2500 contracts of June 25 calls and puts.
Shift4 Payments (FOUR) 30-day option implied volatility is at 67; compared to its 52-week range of 35 to 86. Call put ratio 13.4 calls to 1 put with a focus on July 60 calls.
RE/MAX Holdings (RMAX) 30-day option implied volatility is at 46; compared to its 52-week range of 38 to 89 with a focus on July 12.50 calls.
Ross Stores (ROST) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 39. Call put ratio 1 call to 7.6 puts.
Industrial Sel Sect Spdr Fd (XLI) 30-day option implied volatility is at 21; compared to its 52-week range of 12 to 30 with a focus on August 145, September 155 and September 165 puts.
SpaceX (SPCX) 30-day call option implied volatility is at 79; compared to its 52-week range of 71 to 111. Call put ratio 1.5 calls to 1.1 puts as share price at $162.
GraniteShares 2x Long SpaceX Daily ETF (SPAL) 30-day call option implied volatility is 154; compared to its 52-week range of 141 to 216. Call put ratio 2 calls to 1 put.
GraniteShares 2x Short SpaceX Daily ETF (SNK) 30-day call option implied volatility is 160; compared to its 52-week range of 143 to 209. Call put ratio 1.7 calls to 1 put.
NVIDIA (NVDA) 30-day call option implied volatility is 39; compared to its 52-week range of 32 to 55. Call put ratio 2 calls to 1 put with a focus on July weekly calls.
GraniteShares 2x Long NVDA Daily ETF (NVDL) 30-day call option implied volatility is 74; compared to its 52-week range of 62 to 107. Call put ratio 1.1 calls to 1 put with a focus on July weekly options.
GraniteShares 2x Short NVDA Daily ETF (NVD) 30-day call option implied volatility is 81; compared to its 52-week range of 65 to 215 with a focus on July calls.
Palantir (PLTR) 30-day call option implied volatility is 55; compared to its 52-week range of 41 to 75. Call put ratio 2.5 calls to 1 put with a focus on July 2 weekly 118 calls.
GraniteShares 2x Long PLTR Daily ETF (PTIR) 30-day call option implied volatility is 107; compared to its 52-week range of 84 to 144. Call put ratio 2.4 calls to 1 put.
Option IV amid World Cup
DraftKings (DKNG) 30-day option implied volatility is at 54; compared to its 52-week range of 34 to 81. Call put ratio 2.1 calls to 1 put with a focus on July 10 weekly 27.5 calls amid World Cup.
Flutter Entertainment (FLUT) 30-day option implied volatility is at 50; compared to its 52-week range of 26 to 73. Call put ratio 1.2 calls to 1 put amid World Cup.
Straddle price into quarter results and outlook
Levi (LEVI) July 25 straddle priced for a move of 12%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on July 8.
Option IV
Strategy (MSTR) 30-day option implied volatility is at 93; compared to its 52-week range of 48 to 127. Call put ratio 2 calls to 1 put as Bitcoin at $63K.
Coinbase (COIN) 30-day option implied volatility is at 78; compared to its 52-week range of 49 to 96. Call put ratio 2.3 calls to 1 put.
Robinhood (HOOD) 30-day call option implied volatility is at 73; compared to its 52-week range of 50 to 93. Call put ratio 2.5 calls to 1 put.
Yieldmax MSTR Option Income (MSTY) 30-day option implied volatility is at 77; compared to its 52-week range of 31 to 120. Call put ratio 2.3 calls to 1 put.
Seer, Inc. (SEER) 30-day option implied volatility is at 63; compared to its 52-week range of 29 to 94.
Options with decreasing option implied volatility: IRDM ABVX IRDM BBBY NKE ZIM UPRO CANE EA
Increasing unusual option volume: ICLN DOMO DVA EXEL FIGS INCY TENX VNQ ADTN
Increasing unusual call option volume: ICLN FIGS DOMO FIGS VNQ SNDU PSIX CGNX
Increasing unusual put option volume: VSH VIK XLI ARKG MTUM ALL WEN RF WSM JCI
Popular stocks with increasing option volume: MU INTC MSTR PLTR SPCX MSFT HOOD SOFI NFLX RIVN ORCL
Active options: TSLA NVDA AAPL MU INTC MSTR PLTR AMZN META SPCX MSFT HOOD SOFI NFLX IREN AMD RIVN MARA GOOGL ORCL
Global S&P Futures mixed to up in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $68.22, natural gas mixed, gold at $4165
