Pre-Market IV Report July 14, 2025

Pre-Market IV Report July 14, 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 POET ELF TMDX ALAB TTD CDE APP FTNT LYFT BROS KODK TOST XYZ CELH AKAM DASH STNE EXPE DIS TTWO BITO MNST BTI NEGG RNA ZEPP XRPT UMAC SBET MTSR RCAT WVE BHF AIRO OSCR ALKS OSCR TMDX TDS NEXT FRSH BP HRL VICI HES BTI BFH UCO

Stocks expected to have increasing option volume: C BAC JPM MS GS BAC KHC

Straddle price into quarter results

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

JPMorgan (JPM) July 287.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 15.

Wells Fargo (WFC) July 82.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on July 15.

BlackRock (BLK) July 1100 straddle priced for a move of 3.5% the expected release of quarter results before the bell on July 15.

Citigroup (C) July 87 priced for a move of 4.5% into the expected release of quarter results before the bell on July 15.

The Bank of New York (BK) July 94 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on July 15.

State Street (STT) July 110 straddle priced for a move of 4.5% on the expected release of quarter results before the bell on July 15.

Movers

Boeing (BA) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 75. Call put ratio 2.1 calls to 1 put as share price trends higher.

Visa (V) 30-day option implied volatility is at 27; compared to its 52-week range of 14 to 50. Call put ratio 1.1 calls to 1 put as share price down 2.5%.

MasterCard (MA) 30-day option implied volatility is at 26; compared to its 52-week range of 14 to 50. Call put ratio 1 call to 1.3 puts as share price down 2.5%.

Macy’s (M) 30-day option implied volatility is at 41; compared to its 52-week range of 34 to 90. Call put ratio 7.2 calls to 1 put with a focus on 9300 contracts of July 13 calls.

Upstart Holdings (UPST) 30-day option implied volatility is at 108; compared to its 52-week range of 66 to 147. Call put ratio 1.9 calls to 1 put as share price down 1.1%.

Affirm Holdings (AFRM) 30-day option implied volatility is at 59; compared to its 52-week range of 54 to 131. Call put ratio 1.1 calls to 1 put as share price down 1.7%.

PayPal (PYPL) 30-day option implied volatility is at 45; compared to its 52-week range of 26 to 72. Call put ratio 1.5 calls to 1 put as share price down 4%.

SoFi Technologies (SOFI) 30-day implied volatility is at 72; compared to its 52-week range of 41 to 114. Call put ratio 1.7 calls to 1 put.

Red Cat Holdings Inc. (RCAT) 30-day option implied volatility is at 115; compared to its 52-week range of 87 to 253. Call put ratio 7.6 calls to 1 put with a focus on July 8 calls.

Unusual Machines (UMAC) 30-day option implied volatility is at 148; compared to its 52-week range of 92 to 161. Call put ratio 4.1 calls to 1 put with a focus on July 10 calls.

Boyd Gaming (BYD) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 58 with a focus on 2500 contracts of September 87.50 calls.

Capricor Therapeutics (CAPR) 30-day option implied volatility is at 166; compared to its 52-week range of 59 to 206 with a focus on August 15 calls and September 7.5 puts.

Xylem (XYL) 30-day option implied volatility is at 24 compared to its 52-week range of 17 to 46 with a focus on August 120 puts.

Confluent, Inc. (CFLT) 30-day option implied volatility is at 76; compared to its 52-week range of 35 to 111 with a focus on a spreader of Augus 27, 28, 30 and 31 calls.

Applied Optoelectronics (AAOI) 30-day option implied volatility is at 133; compared to its 52-week range of 77 to 192 with a focus on a spreader of July 24 and July 31 calls.

Eldorado Gold (EGO) 30-day option implied volatility is at 43; compared to its 52-week range of 34 to 59. Call put ratio 10.8 calls to 1 put October 15 calls.

Kraft Heinz (KHC) 30-day option implied volatility is at 31; compared to its 52-week range of 15 to 40. Call put ratio 5.8 calls to 1 put with a focus on short duration calls.

Ultragenyx Pharma (RARE) 30-day option implied volatility is at 48; compared to its 52-week range of 40 to 147 on with a focus on December options.

Telephone & Data Systems (TDS) 30-day option implied volatility is at 67; compared to its 52-week range of 35 to 76. Call put ratio 10.9 calls to 1 put with a focus on July 40 calls.

U.S. Cellular (USM) 30-day option implied volatility is at 43; compared to its 52-week range of 30 to 65. Call put ratio 29 calls to 1 put with a focus on July, August and September 70 calls.

The RealReal Inc. (REAL) 30-day option implied volatility is at 94; compared to its 52-week range of 60 to 130. Call put ratio 9.3 calls to 1 put with a focus on July calls.

Options with decreasing option implied volatility: VRNA CORZ CNC DAL FL JEPQ WBA
Increasing unusual option volume: MUB LEVI LW UMAC AVAV JBS TEN EQNR BFLY
Increasing unusual call option volume: LW LEVI AVAV UMAC JBS EQNR TEN CNC
Increasing unusual put option volume: OSCR LEVI PSEC UMAC AMKR LW KTOS BHF
Popular stocks with increasing volume: MSTR AMD HOOD SOFI PLTR COIN SMCI NIO CRWV GME CRCL
Active options: NVDA TSLA MSTR AMD HOOD AMZN SOFI AAPL PLTR MARA META GOOGL COIN SMCI NIO OSCR CRWV GME GOOG CRCL
Global S&P Futures lower in premarket, Nikkei mixed, DAX down 1%, WTI Crude oil recently at $69.20, natural gas up 4%, gold at $3378