Pre-Market IV Report July 15, 2025

Pre-Market IV Report July 15, 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: KODK TGTX SE BITO CSCO CVRX BSGM MCRB KODK ZVRA MTSR EOSE SEDG QS RNA SLB PARA ANGO AZ NRDS GOGL OKLO HASI

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

NVIDIA (NVDA) 30-day option implied volatility is at 36; compared to its 52-week range of 32 to 89. Call put ratio 1.6 calls to 1 put as share price up to $171 before the bell.

Straddle prices into quarter results

Johnson & Johnson (JNJ) July 157.50 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on July 16.

Bank of America (BAC) July 47 straddle priced for a move of 4.5% the expected release of quarter results before the bell on July 16.

Morgan Stanely (MS) July 144 straddle priced for a move of 4% the expected release of quarter results before the bell on July 16.

Goldman Sachs (GS) July 712.50 straddle priced for a move of 3.5% the expected release of quarter results before the bell on July 16.

Movers

Visteon (VC) 30-day option implied volatility is at 39; compared to its 52-week range of 29 to 59 with a focus on 500 contracts of Augusts 115 calls as share price up 3.1%.

Idaho Strategic Resources (IDR) 30-day option implied volatility is at 76; compared to its 52-week range of 41 to 88 with a focus on August 10 and 15 calls as share price up 6.8%.

Procter & Gamble (PG) 30-day option implied volatility is at 22; compared to its 52-week range of 12 to 34. Call put ratio 2.3 calls to 1 put as share price down 1.8%.

Best Buy (BBY) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 77. Call put ratio 1.3 calls to 1 put as share price down 1.5%.

SolarEdge Technologies (SEDG) 30-day option implied volatility is at 117; compared to its 52-week range of 86 to 149 on active option volume of 31K contracts.

uniQure (QURE) 30-day option implied volatility is at 90; compared to its 52-week range of 56 to 172 with a focus on a spreader of 2500 contracts of October 15 and 30 calls.

NerdWallet, Inc (NRDS) 30-day option implied volatility is at 72; compared to its 52-week range of 28 to 97. Call put ratio 3 calls to 1 put with a focus on August 10 calls.

Procore (PCOR) 30-day option implied volatility is at 51; compared to its 52-week range of 30 to 71. Call put ratio 6.3 calls to 1 put with a focus on 3K contracts of August 80 calls.

Options with decreasing option implied volatility: RUN VRNA TSLY DAL EQX FL FAST WBA
Increasing unusual option volume: STT ACI CP KODK UMAC ZENA SGML OLN
Increasing unusual call option volume: OLN STT KODK UMAC SGML MBTX GXO ACI
Increasing unusual put option volume: AMKR ACI UMAC NEXT ETHE NOK LEVI
Popular stocks with increasing volume: MSTR AMD NIO SOFI HOOD RIOT SMCI COIN MU INTC
Active options: NVDA TSLA MSTR PLTR AAPL MSTR MARA AMD AMZN NIO SOFI HOOD GOOGL RIOT META SMCI COIN GOOG MU INTC
Global S&P Futures mixed to higher in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $66.50, natural gas mixed, gold at $3373