Pre-Market IV Report July 30, 2026

Pre-Market IV Report July 30, 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 VCX GDYN TZA ANF ULTA BBY VRRM UCO INFY FMC USO BNO LXU BITX ICLR DBO TMV TMF LTH NFG

Stocks expected to have increasing option volume: MSFT META ARM LRCX QCOM SBUX LHX CMG BIIB CVNA HOOD AAPL AMZN SHKY STX SNDK WDC MU V MA CWH CHRW BHC SONO CAPR PI REPL

Straddle price into quarter results and outlook

Apple (AAPL) July 31 weekly 340 straddle priced for a move of 5%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

Amazon (AMZN) July 31 weekly 227 straddle priced for a move of 7.5%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.

Coinbase (COIN) July 31 weekly 160 straddle priced for a move of 9%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.

Roblox (RBLX) July 31 weekly 50 straddle priced for a move of 14%. Call put ratio 2.5 calls to 1 put into the expected release of quarter results today after the bell.

Strategy (MSTR) July 31 weekly 93 straddle priced for a move of 7.5%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results today after the bell.

ExxonMobil (XOM) July 31 weekly 155 straddle priced for a move of 3.5%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on July 31.

Chevron (CVX) July 31 weekly 192.50 straddle priced for a move of 3.5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on July 31.

Movers

Avantor (AVTR) 30-day option implied volatility is at 40; compared to its 52-week of 39 to 88 with a focus on 29K contracts of October 15 calls as share price up 15%.

Teradyne (TER) 30-day option implied volatility is at 102; compared to its 52-week of 35 to 118. Call put ratio 1 call to 1.2 puts as share price up 8.1%.

Verra Mobility (VRRM) 30-day option implied volatility is at 95; compared to its 52-week of 23 to 144 with a focus on 2200 contracts of August 7.5 calls.

BHP Group (BHP) 30-day option implied volatility is at 40; compared to its 52-week of 22 to 48 with a focus on 30K contracts of November 77.50 puts.

Vertiv Holdings Co. (VRT) 30-day option implied volatility is at 73; compared to its 52-week of 45 to 85. Call put ratio 1 call to 1.4 puts on 104K contracts.

V.F. Corp. (VFC) 30-day option implied volatility is at 49; compared to its 52-week of 45 to 81. Call put ratio 1 call to 2.8 puts.

Options with decreasing option implied volatility: MXL SMMT CHTR WBD CLF VFC DECK NOW NXPI PYPL SAP LVS BSX TEVA TSCO URI UPS JCI TMO
Increasing unusual option volume: AVTR SHAZ DLLL INFY XIFR TRMB DBO INSW
Increasing unusual call option volume: AVTR INFY SHAZ KORU OLLI GLNG INSW TRMB PAGP
Increasing unusual put option volume: COMP VFC BHP FIGR MDY AIQ WOLF JBS CARR
Popular stocks with increasing option volume: MU SOFI INTC SPCX NOK F IREN MSTR NBIS CRWV SNDK
Active options: NVDA TSLA AAPL MU SOFI INTC AMD SPCX AMZN GOOGL MSFT NOK F META IREN MSTR NBIS WULF CRWV SNDK
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $84, natural gas mixed, gold at $4064