Pre-Market IV Report July 16, 2026

Pre-Market IV Report July 16, 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: LCID ABTC SE TPR CSCO ELVA GRRR DERM NI CZR

Stocks expected to have increasing option volume: TSM UNH GE ABT NFLX PLD ABT USB STT CFG AA

Movers

Alibaba (BABA) 30-day call option implied volatility is 47; compared to its 52-week range of 33 to 55. Call put ratio 3.6 calls to 1 put with a focus on a spreader of January 150 and 175 calls.

Baidu (BIDU) 30-day call option implied volatility is 52; compared to its 52-week range of 35 to 66. Call put ratio 6.6 calls to 1 put with a focus on July 121 calls.

JD.com (JD) 30-day call option implied volatility is 38; compared to its 52-week range of 27 to 56. Call put ratio 1.5 calls to 1 put.

CoreWeave (CRWV) 30-day call option implied volatility is 103; compared to its 52-week range of 67 to 124. Call put ratio1.2 calls to 1 put.

Nebius (NBIS) 30-day call option implied volatility is 147; compared to its 52-week range of 65 to 147. Call put ratio 1 call to 1.3 puts.

TeraWulf (WULF) 30-day call option implied volatility is 110; compared to its 52-week range of 78 to 123. Call put ratio 2.3 calls to 1 put with a focus on a spreader of July 17 and 18 puts.

Riot Platforms (RIOT) 30-day call option implied volatility is 97; compared to its 52-week range of 67 to 110. Call put ratio 3.3 calls to 1 put with a focus on a spreader of 500 contracts of July 25 and July 31 weekly 22 calls.

Cipher Mining (CIFR) 30-day call option implied volatility is 116; compared to its 52-week range of 86 to 172. Call put ratio 4.1 calls to 1 put with a focus on a spreader of 5K contracts August 25 and 10K contracts of August 30 calls.

Hut 8 (HUT) 30-day call option implied volatility is 115; compared to its 52-week range of 74 to 137. Call put ratio 1.8 calls to 1 put a share price up 4%.

Cintas Corp. (CTAS) 30-day call option implied volatility is 28; compared to its 52-week range of 17 to 34. Call put ratio 1.3 calls to 1 put as share price up.

3M Co. (MMM) 30-day call option implied volatility is 36; compared to its 52-week range of 21 to 41. Call put ratio 3.8 calls to 1 put with a focus on July 170 calls into the expected release of quarter results before the bell on July 17.

Progressive Corp. (PGR) 30-day call option implied volatility is 27; compared to its 52-week range of 21 to 34. Call put ratio 1 call to 1.1 puts as share price down 9.1%.

NiSource (NI) 30-day call option implied volatility is 26; compared to its 52-week range of 11 to 35 with a focus on 2100 contracts of August 45 puts.

American Eagle Outfitters (AEO) 30-day call option implied volatility is 50; compared to its 52-week range of 46 to 97. Call put ratio 3.2 calls to 1 put with a focus with a focus on July 17 calls.

CarMax (KMX) 30-day call option implied volatility is 44; compared to its 52-week range of 33 to 77. Call put ratio 4.7 calls to 1 put with a focus September 70 calls.

AtaiBeckley (ATAI) 30-day call option implied volatility is 116; compared to its 52-week range of 65 to 140. Call put ratio calls 28.8 calls to 1 put into Eli Lilly (LLY) close to acquisition of AtaiBeckley, Bloomberg reports.

Supernus (SUPN) 30-day call option implied volatility is 54; compared to its 52-week range of 30 to 67. Call put ratio 1 call to 4 puts.

Cooper-Standard Holdings (CPS) 30-day call option implied volatility is 85; compared to its 52-week range of 49 to 107 with a focus on 2500 contracts of July 30 calls as share price up 4%.

The Buckle (BKE) 30-day call option implied volatility is 36; compared to its 52-week range of 27 to 46 with a focus on 10600 contracts of July 45 calls as share price up 3%.

Braze, Inc. (BRZE) 30-day call option implied volatility is 69; compared to its 52-week range of 40 to 104 with a focus on 3600 contracts of November 35 calls.

Straddle price into quarter results and outlook

Netflix (NFLX) July 74 straddle priced for a move of 8.5%. Call put ratio 2.9 calls to 1 put into the expected release of quarter results today after the bell.

Travelers (TRV) July 330 straddle priced for a move of 4%. Call put ratio 3.3 calls to 1 put into the expected release of quarter results before the bell on July 17.

Options with decreasing option implied volatility: DRIP ERIC STRC WBD AES
Increasing unusual option volume: MAT OI CCCC ANNX MUU FOXA PSIX STT JBHT FHN
Increasing unusual call option volume: ANNX MUU FHN STT KORU PSIX ATAI FRO BHVN BN CXW SBAC SECZ CSX RRC
Increasing unusual put option volume: BNY TROW MUU CELC TMDX ALL AQST ERIC
Popular stocks with increasing option volume: MU INTC SPCX PYPL ORCL SOFI NFLX BABA NOK
Active options: NVDA TSLA AAPL AMZN MU MSFT META INTC GOOGL AMD SPCX PYPL ORCL IREN SOFI NFLX BABA NOK SOUN
Global S&P Futures mixed in premarket, Nikkei down 2%, DAX mixed, WTI Crude oil recently at $79.55, natural gas mixed, gold at $4038