Pre-Market IV Report July 16, 2025

Pre-Market IV Report July 16, 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: UMAC POET UUUU SE NU BITO CSCO DE ORIC UMAC ZEPP CVRX USAR ATEC UNFI ACHR MP DLO CWEB IRON KBE BIDU BRBR TSEM EHC BABA NBIX KWEB JD OMC PPL WU NVDY CHD NFG TIP TXNM WBA

Stocks expected to have increasing option volume: MS GS BAC JNJ PNC PGR

Straddle prices into quarter results

United Airlines (UAL) July straddle priced for a move of % the expected release of quarter results today after the bell.

Alcoa (AA) July 28.50 straddle priced for a move of 9% the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put with a focus on July 30 calls.

Taiwan Semiconductor (TSN) July 235 straddle priced for a move of 4.5% the expected release of quarter results before the bell on July 17. Call put ratio 1.2 calls to 1 put into quarter results.

Netflix (NFLX) July 1260 straddle priced for a move of 7% the expected release of quarter results after the bell on July 17. Call put ratio 1.1 calls to 1 put.

GE Aerospace (GE) July 265 straddle priced for a move of 6% the expected release of quarter results before the bell on July 17. Call put ratio 1.4 calls to 1 put.

Pepsico (PEP) July 133 straddle priced for a move of 4% the expected release of quarter results before the bell on July 17. Call put ratio 1.6 calls to 1 put.

Volume movers

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 31; compared to its 52-week range of 27 to 66. Call put ratio 1 call to 1.1 puts as share price near upper end of range.

MP Materials (MP) 30-day option implied volatility is at 82; compared to its 52-week range of 47 to 90. Call put ratio 2.3 calls to 1 put with a focus on straddle spreader of December 60 calls and puts.

The Trade Desk Inc. (TTD) 30-day option implied volatility is at 72; compared to its 52-week range of 29 to 106. Call put ratio 2.4 calls to 1 with a focus on July 85 and 90 calls as share price up 8%.

Replimune (REPL) 30-day option implied volatility is at 154; compared to its 52-week range of 47 to 182. Call put ratio 5.3 calls to 1 put with a focus on 11,800 contracts of July 12.50 calls as share price up 6.4%.

Church & Dwight (CHD) 30-day option implied volatility is at 25; compared to its 52-week range of 16 to 40 with a focus on 1400 contracts of August 95 puts.

Nutanix (NTNX) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 68 with a focus on a spreader of 1800 contracts of August 82.50 and 2100 contracts of September 87.50 calls.

Melco Resorts & Entertainment (MLCO) 30-day option implied volatility is at 49; compared to its 52-week range of 37 to 95. Call put ratio 8 calls to 1 put with a focus on 2600 contracts of January 11 calls.

XPLR Infrastructure, LP (XIFR) 30-day option implied volatility is at 54; compared to its 52-week range of 33 to 75. Call put ratio 1.7 calls to 1 put with a focus on 5500 contracts of January 18 2027 calls.

Options with decreasing option implied volatility: VRNA FL EQX DAL WBA FAST BK
Increasing unusual option volume: PRME PPL REPL AMBC MUB NB JBHT
Increasing unusual call option volume: PPL PRME REPL AMBC CWEB NB QRVO NTRS DOV
Increasing unusual put option volume: HPP VNET HIVE QHI QS LEVI ALLY
Popular stocks with increasing volume: SMCI PLTR BABA MSTR SOFI HOOD QS ARCH MP WFC UNH
Active options: NVDA AMD TSLA SMCI AAPL PLTR BABA MSTR SOFI GOOGL AMZN META HOOD QS ARCH MP OPEN WFC UNH
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $66.10, natural gas mixed, gold at $3541