Pre-Market IV Report July 14, 2026

Pre-Market IV Report July 14, 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 ABTC UCO SCO MESO USO BNO TPR AGEN AARD BIOA UCO MXL SCO BNO MESO LQDA FIG ERY SE GUSH LITE CAR BNTX CMPS

Stocks expected to have increasing option volume: JPM BAC WFC C GS MS PNC MU WDC SNDK

Straddle price into quarter results and outlook

ASML Holdings (ASML) July 1730 straddle priced for a move of 9%. Call put ratio 1 call to 1.5 puts into the expected release of quarter results before the bell on July 15.

Morgan Stanley (MS) July 220 straddle priced for a move of 5%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on July 15.

BlackRock (BLK) July 1030 straddle priced for a move of 4%. Call put ratio 1 call to 2.5 puts into the expected release of quarter results before the bell on July 15.

Bank of New York Mellon (BNY) July 150 straddle priced for a move of 5%. Call put ratio 1 call to 2 put into the expected release of quarter results before the bell on July 15.

Johnson & Johnson (JNJ) July 257.50 straddle priced for a move of 3%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on July 15.

United Airlines (UAL) July 121 straddle priced for a move of 7%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on July 15.

Movers

Oracle (ORCL) 30-day option implied volatility is at 63; compared to its 52-week range of 31 to 85. Call put ratio 2.2 calls to 1 put with a focus on July 31 weekly calls.

American Express (AXP) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 43. Call put ratio 1 call to 1.4 puts.

SELLAS Life Sciences (SLS) 30-day option implied volatility is at 232; compared to its 52-week range of 81 to 236. Call put ratio 6.5 calls to 1 put with a focus on a spreader of September 15 calls, September 15 calls, January 15 calls and January 30 calls.

Sezzle (SEZL) 30-day option implied volatility is at 89; compared to its 52-week range of 56 to 166. Call put ratio 1.1 calls to 1 put with a focus on August 160 calls as share price down.

Kymera Therapeutics (KYMR) 30-day option implied volatility is at 60; compared to its 52-week range of 45 to 156. Call put ratio 1 call to 3.3 puts with a focus on December 95 and 100 puts as share price down.

Permian Resources (PR) 30-day option implied volatility is at 40; compared to its 52-week range of 29 to 46. Call put ratio 1 call to 10 puts with a focus on July 15 and 30 puts.

First Advantage (FA) 30-day option implied volatility is at 66; compared to its 52-week range of 32 to 126 with a focus on 6K contracts of July 22.50 calls.

PagerDuty, Inc. (PD) 30-day option implied volatility is at 61; compared to its 52-week range of 34 to 106. Call put ratio 112 calls to 1 put with a focus on 4800 contracts of August 15 calls as share price up 4.4%.

PBF Energy (PBF) 30-day option implied volatility is at 74; compared to its 52-week range of 55 to 89. Call put ratio 10 calls to 1 put with a focus on a spreader of August 50 calls, August 55 calls and August 60 calls as share price up 8.1%.

Humana (HUM) 30-day option implied volatility is at 58; compared to its 52-week range of 29 to 81. Call put ratio 1.5 calls to 1 put as share price up 3.7%.

Denali Therapeutics (DNLI) 30-day option implied volatility is at 85; compared to its 52-week range of 53 to 118. Call put ratio 1.3 calls to 1 put as share price up 2.2%.

CG Oncology (CGON) 30-day option implied volatility is at 99; compared to its 52-week range of 50 to 134. Call put ratio 1.4 calls to 1 put as share price down 4.4%.

Cytokinetics (CYTK) 30-day option implied volatility is at 54; compared to its 52-week range of 42 to 168 with a focus on July 100 and January 80 calls as share price down 3.9%.

Vaxcyte, Inc (PCVX) 30-day option implied volatility is at 57; compared to its 52-week range of 44 to 98. Call put ratio 1.6 calls to 1 put as share price down 2.4%.

MoonLake Immunotherapeutics (MLTX) 30-day option implied volatility is at 120; compared to its 52-week range of 48 to 243. Call put ratio 4.9 calls to 1 put with a focus on July and August 25 calls.

Dyne Therapeutics Inc. (DYN) 30-day option implied volatility is at 91; compared to its 52-week range of 62 to 145. Call put ratio 1.1 calls to 1 put as share price down 1.5%.

Interest rate – bond option IV

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 19; compared to its 52-week range of 15 to 31. Call put ratio 1 call to 2.9 puts.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 11; compared to its 52-week range of 9 to 16. Call put ratio 1.6 calls to 1 put.

Options with decreasing option implied volatility: CZR BMNU WEN WBD AES
Increasing unusual option volume: ARKG ADTN DVA MAT AGNX WEN GPN
Increasing unusual call option volume: ARKG DVA ANGX JACK VWO PD MULL MAT ADTN
Increasing unusual put option volume: WEN ARKG GPN GFI FLUT Q BRUN REPL HCA
Popular stocks with increasing option volume: MU INTC SPCX PLTR SOFI NFLX WBD AVGO MRVL
Active options: NVDA TSLA AAPL AMZN MSFT META MU INTC SPCX ORCL AMD PLTR SOFI NFLX IREN WBD GOOGL AVGO MRVL WULF
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $80.66, natural gas mixed, gold at $4028