Pre-Market IV Report July 10, 2026

Pre-Market IV Report July 10, 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 BBBY AKAM DUOL CELH LYFT BROS EXPE XYZ WEAT CVS VRTX DIS MRK TNXP ABTC FBL QGEN SYY SCHD SPLV YUM

Stocks expected to have increasing option volume: MU SNDK WDC DAL AAL UAL LUV NFLX

Movement into SK Hynix to price IPO at $149 per share

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 call to 1.2 puts.

Western Digital (WDC) 30-day option implied volatility is at 110; compared to its 52-week range of 33 to 112. Call put ratio 1 call to 1.4 puts on 60K contracts.

Sandisk (SNDK) 30-day option implied volatility is at 135; compared to its 52-week range of 44 to 135. Call put ratio 1.1 calls to 1 put on 234K contracts.

Dataram (DRAM) 30-day option implied volatility is at 100; compared to its 52-week range of 58 to 103. Call put ratio 2.1 calls to 1 put on active option volume of 331K contracts.

Roundhill T-Rex 2X Long Dram Daily (RAM) 30-day option implied volatility is at 199; compared to its 52-week range of 183 to 203. Call put ratio 1.8 calls to 1 put on 17K contracts.

Meta Platforms (META) 30-day call option implied volatility is 54; compared to its 52-week range of 24 to 55. Call put ratio 3.1 calls to 1 put with a focus on 5K contracts of November 700 and 800 calls.

Oracle (ORCL) 30-day option implied volatility is at 61; compared to its 52-week range of 31 to 85. Call put ratio 4.3 calls to 1 put on active option volume of 508K contracts.

Netflix (NFLX) 30-day option implied volatility is at 49; compared to its 52-week range of 24 to 50. Call put ratio 2.4 calls to 1 put with a focus on 4985 contracts of July 10 weekly 77 calls.

Freeport-McMoran (FCX) 30-day option implied volatility is at 57; compared to its 52-week range of 33 to 63. Call put ratio 1.8 calls to 1 put with a focus on a spreader of 79K contracts.

Straddle price into quarter results and outlook

JPMorgan (JPM) July 335 straddle priced for a move of 4%. Call put ratio 2 calls to 1 put into the expected release of quarter results before the bell on July 14.

Bank of America (BAC) July 60 straddle priced for a move of 4%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on July 14.

Goldman Sachs (GS) July 1055 straddle priced for a move of 6%. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on July 14.

Wells Fargo (WFC) July 87 straddle priced for a move of 4%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on July 14.

Citigroup (C) July straddle 140 priced for a move of 4%. Call put ratio 2.2 calls to 1 put into the expected release of quarter results before the bell on July 14.

Volume Movers

ITT Inc (ITT) 30-day call option implied volatility is 40; compared to its 52-week range of 21 to 43 with a focus on 1900 contracts of July 210 calls as share price up 4.1%.

Emeren (SOL) 30-day call option implied volatility is 60; compared to its 52-week range of 38 to 68. Call put ratio 1 call to 1.3 puts as share price up 1.7%.

La-Z-Boy (LZB) 30-day call option implied volatility is 41; compared to its 52-week range of 26 to 58 with a focus on 2300 contracts of July 40 calls.

AstraZeneca (AZN) 30-day call option implied volatility is 33; compared to its 52-week range of 20 to 35. Call put ratio 1.9 calls to 1 put with a focus on July 180 and 190 calls.

Mondelez (MDLZ) 30-day call option implied volatility is 28; compared to its 52-week range of 19 to 32. Call put ratio 1 call to 3.9 puts with a focus on 9500 contracts of August 57.50 calls.

Sally Beauty Holdings (SBH) 30-day call option implied volatility is 52; compared to its 52-week range of 33 to 76 with a focus on 4500 contracts of July 15 calls as share price up 1.9%.

Sotera Health Co. (SHC) 30-day call option implied volatility is 42; compared to its 52-week range of 31 to 77 with a focus on 3500 contracts of August 20 calls as share price up 3.5%.

Horizon Quantum Holdings (HQ) 30-day call option implied volatility is at 197; compared to its 52-week range of 197 to 202. Call put ratio 3.3 calls to 1 put with a focus on a spreader of 1560 contracts of November 25 and 45 calls as share price up 2.4%.

Options with decreasing option implied volatility: AMPG WEN CZR
Increasing unusual option volume: BCE TOI IONS DUOT TD MAT FXE ACI SHOO IYR
Increasing unusual call option volume: TD TOI ACI MAT IONS SHOO LEVI BTI LNC IHI MTUM
Increasing unusual put option volume: IYR MDLZ SYY STUB VIK AS PENG SYF BNY EXE LEVI
Popular stocks with increasing option volume: MU INTC ORCL SPCX PLTR MSTR AVGO MARA NOK SOFI WULF NFLX
Active options: NVDA TSLA AAPL META MU INTC ORCL AMZN SPCX PLTR AMD MSFT GOOGL MSTR AVGO MARA NOK SOFI WULF NFLX
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $71.29, natural gas mixed, gold at $4115