Pre-Market IV Report July 9, 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: BBBY REPL AKAM UPST CELH ELF ANET DUOL TTD LYFT XYZ PLTR EXPE WEAT CVS DIS VRTX ABTC TVRD RGC ANNX XENE AMLX ALHC SCO LABD BHVN OBE SYF BNO RARE UCO VSTS UGA ACI STLA STT VLO USO CL DEI AMCR CFG RCI BRKB
Stocks expected to have increasing option volume: USO CVX XOM OIH PEP KO DAL UAL AAL LUV LEVI MU SNDK WDC SRPT RIVN COST HON
Movers
Apple (AAPL) 30-day call option implied volatility 28; compared to its 52-week range of 18 to 33. Call put ratio 1 calls to 1 put as share price at $313.
SpaceX (SPCX) 30-day call option implied volatility is at 87; compared to its 52-week range of 71 to 111. Call put ratio 1.2 calls to 1 put as share price at $150.
Oracle (ORCL) 30-day option implied volatility is at 61; compared to its 52-week range of 31 to 85. Call put ratio 3.4 calls to 1 put with focus on July 162.50 calls.
Micron Technology (MU) 30-day option implied volatility is at 99; compared to its 52-week range of 39 to 108. Call put ratio 1.1 calls to 1 put.
Western Digital (WDC) 30-day option implied volatility is at 109; compared to its 52-week range of 33 to 112. Call put ratio 1 call to 1 put.
Sandisk (SNDK) 30-day option implied volatility is at 134; compared to its 52-week range of 44 to 135. Call put ratio 1.1 calls to 1 put.
Dataram (DRAM) 30-day option implied volatility is at 101; compared to its 52-week range of 58 to 103. Call put ratio 3.8 calls to 1 put on active option volume of 296K contracts.
Roundhill T-Rex 2X Long Dram Daily (RAM) 30-day option implied volatility is at 201; compared to its 52-week range of 183 to 203. Call put ratio 1.4 calls to 1 put with a focus on December options.
Broadcom (AVGO) 30-day option implied volatility is at 53; compared to its 52-week range of 34 to 66. Call put ratio 2.6 calls to 1 put with a focus on a spreader of 1467 contracts of July 31 weekly 410 and 435 calls.
Straddle price into quarter results and outlook
Delta Air Lines (DAL) July 10 weekly 88 straddle priced for a move of 7.5%. Call put ratio 2.2 calls to 1 put into the expected release of quarter results before the bell on July 10.
JPMorgan (JPM) July 330 straddle priced for a move of 3.5%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on July 14.
Movers
Old Dominion Freight Line (ODFL) 30-day option implied volatility is at 44; compared to its 52-week range of 32 to 54. Call put ratio 1 call to 3.1 puts as share price up 1.4%.
Ardmore Shipping (ASC) 30-day option implied volatility is at 50; compared to its 52-week range of 24 to 76 with a focus on 3400 contracts of July 17.50 calls as share price up 3.3%.
HCA Holdings (HCA) 30-day option implied volatility is at 40; compared to its 52-week range of 20 to 43 with a focus on July 395, 400, 405 and 410 puts as share price down 2.8%.
Ollie’s Bargain Outlet (OLLI) 30-day option implied volatility is at 53; compared to its 52-week range of 31 to 69 with a focus on 3K contracts of January 55 puts as share price down 7.2%.
PulteGroup (PHM) 30-day option implied volatility is at 41; compared to its 52-week range of 30 to 46. Call put ratio 1 call to 5.5 puts as share price down 4.6%.
Innovex Downhole Solutions (INVX) 30-day option implied volatility is at 47; compared to its 52-week range of 37 to 70 with a focus on 5900 contracts of July 30 calls as share price up 4.5%.
Immuneering Corporation (IMRX) 30-day option implied volatility is at 83; compared to its 52-week range of 46 to 203 with a focus on 7500 contracts of August 75 calls as share price up 6.2%.
Verisk Analytics (VRSK) 30-day option implied volatility is at 39; compared to its 52-week range of 18 to 53 with a focus on 2K contracts of July 185 calls.
Options with decreasing option implied volatility: ABVX NKE CZR GIS HYG
Increasing unusual option volume: UAA PMT DOMO IMRX BHVN OLLI CIA
Increasing unusual call option volume: PMT DOMO IMRX BHVN MULL TEL LEVI IONS
Increasing unusual put option volume: UAA GSAT SAN CIA TECK CELC NXE XHB
Popular stocks with increasing option volume: AVGO INTC MU SPCX BABA PLTR SOFI MSTR NFLX ORCL
Active options: NVDA TSLA AAPL AVGO INTC AMZN MU SPCX META MSFT BABA PLTR SOFI AMD GOOGL MSTR NFLX ORCL WULF
Global S&P Futures mixed in premarket, Nikkei up 1.5%, DAX mixed, WTI Crude oil recently at $72.80, natural gas mixed, gold at $4119
