Pre-Market IV Report July 8, 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 BBBY ELF DUOL TTD AKAM CELH LYFT WEAT DIS ABTC ABVX NKE CZR
Stocks expected to have increasing option volume: USO CVX XOM OIH PEP DAL MU SNDK WDC INTC
Option IV amid energy prices move up
ExxonMobil (XOM) 30-day call option implied volatility is 31; compared to its 52-week range of 18 to 37. Call put ratio 4 calls to 1 put as WTI Crude oil trades above $74.
Chevron (CVX) 30-day call option implied volatility is 30; compared to its 52-week range of 18 to 33. Call put ratio 2.8 calls to 1 put as WTI Crude oil trades above $74.
United States Oil Fund (USO) 30-day call option implied volatility is 43; compared to its 52-week range of 26 to 129. Call put ratio 2.2 calls to 1 put as WTI Crude oil trades above $74.
Market Vectors Oil Services ETF (OIH) 30-day call option implied volatility is 34; compared to its 52-week range of 28 to 50. Call put ratio 3.2 calls to 1 put as WTI Crude oil trades above $74.
Movement
Meta Platforms (META) 30-day call option implied volatility is 49; compared to its 52-week range of 24 to 49. Call put ratio 3.2 calls to 1 put with a focus on 5K contracts of January 750 calls as share price up 3%.
NVIDIA (NVDA) 30-day call option implied volatility is 41; compared to its 52-week range of 32 to 55. Call put ratio 2.2 calls to 1 put with a focus on July 200 calls.
Broadcom (AVGO) 30-day call option implied volatility is 50; compared to its 52-week range of 35 to 66. Call put ratio 2 calls to 1 put with a focus on 7700 contracts of July 10 weekly 400 calls.
Albertsons (ACI) 30-day call option implied volatility is 39; compared to its 52-week range of 20 to 42. Call put ratio 1 call to 2 puts with a focus on 3800 contracts of July 14.5 calls.
WM (WM) 30-day call option implied volatility is 24; compared to its 52-week range of 15 to 28. Call put ratio 2.8 calls to 1 put with a focus on 500 contracts of July 240 calls.
Ares Management (ARES) 30-day call option implied volatility is 54; compared to its 52-week range of 27 to 67. Call put ratio 7.8 calls to 1 put with a focus on 1600 contracts of August 150 calls.
Spire (SR) 30-day call option implied volatility is 24; compared to its 52-week range of 14 to 38 with a focus on 2200 contracts of July 85 calls.
Camden Property Trust (CPT) 30-day call option implied volatility is 22; compared to its 52-week range of 18 to 31 with a focus on 4500 contracts of July 125 calls.
Straddle price into quarter results and outlook
PepsiCo (PEP) July 145 straddle priced for a move of 5%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on July 9.
Delta Air Lines (DAL) July 89 straddle priced for a move of 7.5%. Call put ratio 1.1 calls to 1 put into the
Options with decreasing option implied volatility: ABTC ABVX NKE CZR
Increasing unusual option volume: TIGO VERA OPTU XERS STGW
Increasing unusual call option volume: TIGO VERA XERS OPTU REAL RPD
Increasing unusual put option volume: SOLS ALL ACI PENG HSAI WBD MTUM SBLK
Popular stocks with increasing option volume: MU INTC SPCX PLTR SOFI ORCL RIVN NFLX MSTR MRVL
Active options: NVDA TSLA AAPL MU INTC AMZN SPCX MSFT PLTR META AMD WULF SOFI ORCL RIVN GOOGL NFLX IREN MSTR MRVL
Global S&P Futures lower in premarket, Nikkei down 2%, DAX down 2%, WTI Crude oil recently at $74.66, natural gas mixed, gold at $4062
