Pre-Market IV Report July 28, 2026

Pre-Market IV Report July 28, 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:

Stocks expected to have increasing option volume: SNDK WDC MU SHKY NBIS CRWV V MA KO PEP GLW AMKR ASML PYPL BA BSX RMBS CDNS FFIV NUE UHS APLD JNJ LNTH

Movers

NVIDIA (NVDA) 30-day call option implied volatility is 45; compared to its 52-week range of 32 to 55. Call put ratio 1.6 calls to 1 put.

Intel (INTC) 30-day call option implied volatility is 84; compared to its 52-week range of 38 to 102. Call put ratio 1.9 calls to 1 put.

CoreWeave (CRWV) 30-day call option implied volatility is 109; compared to its 52-week range of 67 to 124. Call put ratio 1.4 calls to 1 put.

Nebius Group (NBIS) 30-day call option implied volatility is 156; compared to its 52-week range of 65 to 167. Call put ratio 1 call to 1.1 puts.

Micron Technology (MU) 30-day call option implied volatility is 95; compared to its 52-week range of 40 to 108. Call put ratio 1 call to 1 put.

Sandisk (SNDK) 30-day call option implied volatility is 142; compared to its 52-week range of 44 to 163. Call put ratio 1 call to 1 put.

Western Digital (WDC) 30-day call option implied volatility is 107; compared to its 52-week range of 33 to 117. Call put ratio 1 call to 1 put.

Straddle price into quarter results and outlook

Microsoft (MSFT) July 31 weekly 390 straddle priced for a move of 7%. Call put ratio 2.6 calls to 1 put into the expected release of quarter results after the bell on July 29.

Meta Platforms (META) July 31 weekly 595 straddle priced for a move of 8.5%. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on July 29.

Procter & Gamble (PG) July 31 weekly 149 straddle priced for a move of 3.5%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on July 29.

Arm Holdings (ARM) July 31 weekly 267.50 straddle priced for a move of 15%. Call put ratio 1 calls to 1.6 puts into the expected release of quarter results after the bell on July 29.

Qualcomm (QCOM) July 31 weekly 170 straddle priced for a move of 9%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on July 29.

Johnson & Johnson (JNJ) 30-day call option implied volatility is 25; compared to its 52-week range of 14 to 31. Call put ratio 1 call to 1 put unto J&J to settle ovarian talc claims for $5.5B.

Lantheus Holdings (LNTH) 30-day call option implied volatility is 56; compared to its 52-week range of 33 to 97. Call put ratio 8.2 calls to 1 put into Curium in talks to acquire in roughly $7B deal, Bloomberg says.

General Motors (GM) 30-day call option implied volatility is 37; compared to its 52-week range of 25 to 47. Call put ratio 2.7 calls to 1 put as share price up 3.6%.

The Ensign Group (ENSG) 30-day call option implied volatility is 40; compared to its 52-week range of 19 to 53. Call put ratio 1.4 calls to 1 put as share price up 2.9%.

Bank Of Hawaii Corp. (BOH) 30-day call option implied volatility is 24; compared to its 52-week range of 19 to 37. Call put ratio 7.4 calls to 1 put with a focus on Augusts 85 and 95 calls.

Corcept Therapeutics (CORT) 30-day call option implied volatility is 66; compared to its 52-week range of 36 to 143. Call put ratio 1.4 calls to 1 put as share price up 5.2%.

CenterPoint Energy (CNP) 30-day call option implied volatility is 23; compared to its 52-week range of 17 to 25 with a focus on 2500 contracts of August 45 calls.

Rush Street Interactive (RSI) 30-day call option implied volatility is 56; compared to its 52-week range of 40 to 75 with a focus on 6K contracts of August 30 puts.

Opendoor (OPEN) 30-day call option implied volatility is 98; compared to its 52-week range of 71 to 238. Call put ratio 9.8 calls to 1 put with a focus on July 31 weekly 4 and 4.5 calls.

Qiagen (QGEN) 30-day call option implied volatility is 54; compared to its 52-week range of 18 to 59 with a focus on a spreader of 10K contracts of August 40 and 20K contracts of August 45 calls.

Kenvue (KVUE) 30-day call option implied volatility is 30; compared to its 52-week range of 19 to 75 with a focus on 4400 contracts of July 31 weekly 19.50 calls.

GSK (GSK) 30-day call option implied volatility is 35; compared to its 52-week range of 20 to 35. Call put ratio 9.5 calls to 1 put with a focus on 3200 contracts of August 53 calls.

Options with decreasing option implied volatility: FFAI MXL SMMT CHTR NOW DECK INFY WBD LVS MMM TCOM URI GOOG GOOGL T VZ
Increasing unusual option volume: QGEN DBX CAPR XLC EVGO RSI
Increasing unusual call option volume: DBX EVGO GLNG OI TRMB OI CAPR ANGX
Increasing unusual put option volume: CAPR XLC CG METC CHYM AIQ BKR
Popular stocks with increasing option volume: MU INTC SPCX PLTR WBD ORCL NFLX SOFI MSTR IREN NOK
Active options: NVDA TSLA AAPL MU INTC MSFT AMD AMZN GOOGL SPCX META PLTR WBD ORCL NFLX SOFI MSTR GOOG IREN NOK
Global S&P Futures up in premarket, Nikkei down 3.5%, DAX mixed, WTI Crude oil recently at $80.70, natural gas down 1.4%, gold at $4022