Pre-Market IV Report June 29, 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: SLS WEN ATAI CZR MSTR DECK ASHR JEPQ SPYI SLS BNTX REPL VERA ATAI FJET CAPR RLAY MAX PSNL MRNA EVER COCO ALLT TFPM JEF WBD AEXA BIL SGOV
Stocks expected to have increasing option volume: CMCSA MU WDC SNDK MSTR SPCX MSTR SPCX GOOGL GOOG VZ HON PLTR WEN SOFI INTC RUN NFLX AVGO HOOD ORCL CAG HON CHTR
Movers
Comcast (CMCSA) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 51. Call put ratio 3.6 calls to 1 put with a focus on July 24 calls into Comcast plans to separate into two independent publicly traded companies
Apple (AAPL) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 33. Call put ratio 1.2 calls to 1 put.
ON Semiconductor (ON) 30-day option implied volatility is at 80; compared to its 52-week range of 40 to 84. Call put ratio 1.2 calls to 1 put after acquiring Synaptics (SYNA) in $7B all-stock transaction.
Synaptics (SYNA) 30-day option implied volatility is at 79; compared to its 52-week range of 40 to 85. Call put ratio 1 call to 2.4 puts after On Semi (ON) acquiring in a $7B all-stock transaction.
Straddle price into quarter results and outlook
Nike (NKE) July 2 weekly 41 straddle priced for a move of 8%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on June 30.
General Mills (GIS) July 35 straddle priced for a move of 7.5%. Call put ratio 2.9 calls to 1 put into the expected release of quarter results before the bell on July 1.
Movement
Acadia Pharma (ACAD) 30-day option implied volatility is at 47; compared to its 52-week range of 34 to 90. Call put ratio 6.8 calls to 1 put with a focus on July 25 calls.
Inflleqtion (INFQ) 30-day option implied volatility is at 110; compared to its 52-week range of 66 to 187. Call put ratio 6.7 calls to 1 put with a focus on July 12.50, July 35 and August 20 calls.
Rayonier Advanced Materials (RYAM) 30-day option implied volatility is at 58; compared to its 52-week range of 40 to 93 with a focus on July 9 and September 10 calls.
Emerson Electric (EMR) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 41. Call put ratio 5.3 calls to 1 put with a focus on September 145 calls.
Capricor Therapeutics (CAPR) 30-day option implied volatility is at 131; compared to its 52-week range of 66 to 422. Call put ratio 1 1call to 1 put with a focus on 4500 contracts of August 30 calls and 2900 contracts of August 20 puts.
Baldwin Insurance (BWIN) 30-day option implied volatility is at 63; compared to its 52-week range of 41 to 84 with a focus on 3K contracts of July 30 calls.
MediaAlpha Inc. (MAX) 30-day option implied volatility is at 63; compared to its 52-week range of 38 to 100 with a focus on 1200 contracts of August 12.5 calls.
Replimune (REPL) 30-day option implied volatility is at 145; compared to its 52-week range of 85 to 402. Call put ratio 1.6 calls to 1 put.
Options with decreasing option implied volatility: BBBY DFTX FDX PAYX
Increasing unusual option volume: DOMO WEN ERAS RHI EQPT QSR
Increasing unusual call option volume: ROL QSR ERAS TEL TENB WEN PPL SIG
Increasing unusual put option volume: WEN AS UAA OMER VSH REPL KEYS JEF
Popular stocks with increasing option volume: MU MSTR SPCX PLTR NFLX INTC NOK SOFI HOOD BABA
Active options: TSLA NVDA AAPL MSFT MU MSTR SPCX AMZN PLTR NFLX GOOGL INTC IREN AMD META NOK SOFI HOOD POET BABA
Global S&P Futures up in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $70, natural gas mixed, gold at $4060
