Pre-Market IV Report July 15, 2026

Pre-Market IV Report July 15, 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: SCO ABTC BNO USO TPR CSCO SLN BMNU ATAI CPIX IBX KZIA KC PD LRN RTO BKD OI IBM LI AEXA GAIN MGM MRTN APAM YUM

Stocks expected to have increasing option volume: PYPL MS BLK BNY JNJ PNC CAG UAL FHN ELV NFLX USB ASML PNR LRN

Movers

PayPal (PYPL) 30-day call option implied volatility is 50; compared to its 52-week range of 27 to 56. Call put ratio 4.8 calls to 1 put with a focus on 1500 contracts of December 90 calls.

IBM (IBM) 30-day option implied volatility is at 59; compared to its 52-week range of 21 to 63. Call put ratio 1.2 calls to 1 put after Q2 guidance misses estimates.

Oracle (ORCL) 30-day option implied volatility is at 63; compared to its 52-week range of 31 to 85. Call put ratio 1.6 calls to 1 put as share price near low end of range.

CoreWeave (CRWV) 30-day option implied volatility is at 100; compared to its 52-week range of 67 to 123. Call put ratio 1.2 calls to 1 put.

Palantir (PLTR) 30-day option implied volatility is at 67; compared to its 52-week range of 41 to 75. Call put ratio 2.3 calls to 1 put with a focus on July options.

Snowflake (SNOW) 30-day option implied volatility is at 59; compared to its 52-week range of 33 to 86. Call put ratio 1.5 calls to 1 put.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 63; compared to its 52-week range of 32 to 74. Call put ratio 1.5 calls to 1 put.

Palo Alto Networks (PANW) 30-day option implied volatility is at 60; compared to its 52-week range of 25 to 78. Call put ratio 1.2 calls to 1 put.

SK Hynix (SKHY) 30-day option implied volatility is at 133. Call put ratio 1.1 calls to 1 put as share price up.

SpaceX (SPCX) 30-day call option implied volatility is at 89; compared to its 52-week range of 71 to 111. Call put ratio 1.1 calls to 1 put as share price at $137.

Straddle price into quarter results and outlook

United Airlines (UAL) July 120 straddle priced for a move of 7%. Call put ratio 1 call to 1.5 puts into the expected release of quarter results today after the bell.

Taiwan Semi (TSM) July 420 straddle priced for a move of 5.5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on July 16.

UnitedHealth Group (UNH) July 425 straddle priced for a move of 6.5%. call put ratio 1 call to 1 put into the expected release of quarter results before the bell on July 16.

GE Aerospace (GE) July 362.50 straddle priced for a move of 6%. Call put ratio 1 calls to 1.2 puts into the expected release of quarter results before the bell on July 16.

Netflix (NFLX) July 74 straddle priced for a move of 8.5%. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on July 16.

Movement

Pentair (PNR) 30-day call option implied volatility is at 39; compared to its 52-week range of 20 to 41. Call put ratio 2 calls to 1 put into lowering Q2, FY26 guidance, CFO resignation.

Lionsgate Studios (LION) 30-day call option implied volatility is at 59; compared to its 52-week range of 41 to 93. Call put ratio 8.2 calls to 1 put into exploring a sale, attracted interest from Bollore Group, Reuters says.

Stride Inc. (LRN) 30-day call option implied volatility is 68; compared to its 52-week range of 28 to 85. Call put ratio 1 call to 7.8 puts with a focus on July 80 puts.

Yum! Brands (YUM) 30-day call option implied volatility is 31; compared to its 52-week range of 18 to 34. Call put ratio 1 call to 8.4 puts with a focus on August and December 130 calls.

Circle Internet Group (CRCL) 30-day option implied volatility is at 97; compared to its 52-week range of 64 to 109. Call put ratio 3.1 calls to 1 put with a focus on 6800 contracts of July 70 calls.

Omeros (OMER) 30-day option implied volatility is at 104; compared to its 52-week range of 60 to 265. Call put ratio 1 call to 2.4 put as share price up 4.9%.

Chemours (CC) 30-day option implied volatility is at 76; compared to its 52-week range of 52 to 85 with a focus on a spreader of 25K contracts of August 7 weekly 17 and 21.50 calls.

Evolent Health (EVH) 30-day option implied volatility is at 91; compared to its 52-week range of 57 to 124. Call put ratio 5 calls to 1 put with a focus on a spreader of 2750 contracts of January 7.5 and 15 calls.

Equipmentshare (EQPT) 30-day option implied volatility is at 97; compared to its 52-week range of 42 to 129 with a focus on a spreader of 18277 contracts of January 15 and 45 calls.

Lucid Group (LCID) 30-day option implied volatility is at 170; compared to its 52-week range of 64 to 132. Call put ratio 1 call to 1.6 put amid wide price movement.

Options with decreasing option implied volatility: PENG ERIC CZR
Increasing unusual option volume: BCE EQPT MDY DOMO CC IONS ARKG FRMM TOI DINO
Increasing unusual call option volume: CC EQPT NBIG ARKG TOI MAT INFY PLAY IONS BMNU MULL
Increasing unusual put option volume: DINO MDY ERIC NXE ARKG OMER CELC ALL LCID IBM
Popular stocks with increasing option volume: MU INTC MU ORCL SPCX LCID SOFI NFLX BAC
Active options: NVDA TSLA AAPL PLTR MU INTC MU MSFT AMZN WULF ORCL SPCX META AMD LCID SOFI NFLX GOOGL IREN BAC
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX down 1%, WTI Crude oil recently at $80.39, natural gas mixed, gold at $4027