Pre-Market IV Report July 11, 2025

Pre-Market IV Report July 11, 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 ELF SMMT BROS FTNT ALAB CDE TTD APP CELH XYZ DASH LYFT TOST EXPE AKAM LLY

Stocks expected to have increasing option volume: SPY QQQ RUT MP LEVI

MP Materials (MP) 30-day option implied volatility is at 84; compared to its 52-week range of 44 to 90. Call put ratio 1.3 calls to 1 put on active option as share price up.

AMD (AMD) 30-day option implied volatility is at 50; compared to its 52-week range of 35 to 88. Call put ratio 2.1 calls to 1 put as share price up 4%.

Micron Technology (MU) 30-day option implied volatility is at 39; compared to its 52-week range of 37 to 87. Call put ratio 3 calls to 1 put.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 66. Call put ratio 1 call to 1.8 puts with a focus on December 290 calls.

Costco (COST) 30-day option implied volatility is at 20; compared to its 52-week range of 17 to 43. Call put ratio 1 call to 1 put.

Zillow (Z) 30-day option implied volatility is at 47; compared to its 52-week range of 33 to 88. Call put ratio 6.9 calls to 1 put with a focus on July 11 weekly 78 calls.

Helen of Troy (HELE) 30-day option implied volatility is at 81; compared to its 52-week range of 36 to 105 with a focus on July 25 puts.

Workday (WDAY) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 58 on 11K contracts compared to 90-day average of 2800 contracts.

Telus (TU) 30-day option implied volatility is at 15; compared to its 52-week range of 13 to 63 with a focus on December 17.50 calls.

TPG (TPG) 30-day option implied volatility is at 41; compared to its 52-week range of 28 to 77 with a focus on spreader of August 60 and 65 calls.

Olin Corp. (OLN) 30-day option implied volatility is at 58; compared to its 52-week range of 25 to 88 with a focus on August 22.50 calls.

Straddle price into quarter results

Fastenal (FAST) July 43.75 straddle priced for a 7% move on the expected release of quarter results before the bell on July 14.

Options with decreasing option implied volatility: CNC VRNA CORZ DAL MSTY JEPQ SKX
Increasing unusual option volume: LEVI NOV BYD STNG ERJ VIST
Increasing unusual call option volume: NOV LEVI STNG ERJ PCG MBTX OLN
Increasing unusual put option volume: LEVI STNG QS CNC ERJ CAG OSCR
Popular stocks with increasing volume: SOFI PLTR MSTR HOOD PCG COIN AAL DAL SMCI INTC
Active options: AAPL SOFI PLTR MSTR MARA HOOD PCG COIN AAL AMZN MERA GOOGL DAL SMCI INTC MSFT CRWV
Global S&P Futures lower in premarket, Nikkei mixed, DAX down 1%, WTI Crude oil recently at $66.70, natural gas mixed, gold at $3351