Pre-Market IV Report July 10, 2025

Pre-Market IV Report July 10, 2025

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: TGTX UPST SYM SMMT SOUN OSCR ELF GRPN BROS KODK TTD BE CDE APP LYFT XYZ TOST FTNT EXPE

Stocks expected to have increasing option volume: DAL UAL AAL LUV JBLU CAG LEVI PTC KLG HSY MDLZ

WK Kellogg (KLG) option IV into Ferrero near deal to acquire

WK Kellogg (KLG) 30-day option implied volatility is at 56; compared to its 52-week range of 31 to 62. Call put ratio 12 calls to 1 put with a focus on 2400 contracts of August 17.50 calls into WSJ report of takeover talks.

Hershey Foods (HSY) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 42 into Ferrero Rocher near deal to acquire WK Kellogg (KLJ), WSJ reports.

Mondelez (MDLZ) 30-day option implied volatility is at 23; compared to its 52-week range of 15 t0 37. Call put ratio 3.6 calls to 1 put into Ferrero Rocher near deal to acquire WK Kellogg (KLJ), WSJ reports.

PTC (PTC) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 57. Call put ratio 5.9 calls to 1 put into Autodesk (ADSK) exploring acquisition of PTC, Bloomberg reports.

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 41 amid Trump tariff headlines.

Petrobras (PBR) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 57 amid Trump tariff headlines.

Movers

AES Corp (AES) 30-day option implied volatility is at 53; compared to its 52-week range of 30 to 68. Call put ratio 3.5 calls to 1 put as share price down 19%.

RxSight (RXST) 30-day option implied volatility is at 96; compared to its 52-week range of 42 to 173. Call put ratio 2.7 calls to 1 put as share price down 38%.

Bit Digital (BTBT) 30-day option implied volatility is at 143; compared to its 52-week range of 81 to 156. Call put ratio 4 calls to 1 put with a focus on January 5 puts and July 5 calls.

Tractor Supply (TSCO) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 57 with a focus on July 50 and 55 puts.

Options with decreasing option implied volatility: VRNA CORZ STZ JEPQ
Increasing unusual option volume: NUVB XME BYD PGEN CNC AMPX
Increasing unusual call option volume: CNC NUVB TD SM PGEN VRNA EQNR
Increasing unusual put option volume: XME BTBT LEVI LW AEHR
Popular stocks with increasing volume: PLTR HOOD PLUG SOFI MSTR BA GME BABA COIN INTC
Active options: NVDA TSLA AAPL PLTR AMZN GOOGL AMD META HOOD PLUG SOFI MSTR MSFT BA GME GOOGL BABA COIN MARA INTC
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $68, natural gas mixed, gold at $3333