Pre-Market IV Report July 17, 2025

Pre-Market IV Report July 17, 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 RCAT RGTI JOBY UUUU SE AAP ONON NU TPR CSCO DE SKX SRM SBET UPXI ALKS JOBY FOLD SY BULL EQX MLTX ACVA QURE SPRY ASND CADL HTGC AON GNW CWAN

Stocks expected to have increasing option volume: AA SLG UAL TSM NFLX GE ABT PEP ELV IBKR CTAS USB TRV FITB CFG WAL OZK SRPT AXP MP SRPT

Straddle price into quarter results

Netflix (NFLX) July 1250 straddle priced for a move of 7% the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

American Express (AXP) July 310 straddle priced for a move of 3.5% the expected release of quarter results before the bell on July 18.

Charles Schwab (SCHW) July 91 straddle priced for a move of 3.5% the expected release of quarter results before the bell on July 18. Call put ratio 1 call to 1.9 puts.

3M Company (MMM) July 157.50 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on July 18.

Southern Copper (SCCO) July 97.50 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on July 18.

SLB (SLB) July 34.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 18. Call put ratio 4.1 calls to 1 put with a focus on a spreader of August 35 and 37.50 calls.

Huntington (HBAN) July 17 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 18.

Regions Financial (RF) July 24 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 18. Call put ratio 2.4 calls to 1 put with a focus on November calls.

Ally Financial (ALLY) July 40 straddle priced for a move of 8% into the expected release of quarter results before the bell on July 18.

Comerica (CMA) July 60 straddle priced for a move of 6% into the expected release of quarter results before the bell on July 18. Spreader of September 67.50, September 70 calls, January 70 and January 75 calls.

Movers

Rigetti Computing (RGTI) 30-day option implied volatility is at 119; compared to its 52-week range of 81 to 229. Call put ratio 2.3 calls to 1 put on 854K contracts amid wide price movement.

Quantum Computing Inc (QUBT) 30-day option implied volatility is at 115; compared to its 52-week range of 20 to 333. Call put ratio 7.1 calls to 1 put with a focus on July 17 calls amid wide price movement.

D-Wave Quantum (QBTS) 30-day option implied volatility is at 113; compared to its 52-week range of 90 to 255. Call put ratio 5.1 calls to 1 put with a focus on July 25 weekly 15 calls and August 22 weekly 16.50 calls amid wide price movement.

MP Materials (MP) 30-day option implied volatility is at 81; compared to its 52-week range of 47 to 90. Call put ratio 3 calls to 1 put on active option volume of 127K contracts as share price up.

Bristol-Myers Squibb (BMY) 30-day option implied volatility is at 35; compared to its 52-week range of 20 to 55. Call put ratio 2.5 calls to 1 put with a focus on August calls.

Lithium Americas Corp (LAC) 30-day option implied volatility is at 93; compared to its 52-week range of 51 to 120. Call put ratio 75 calls to 1 put with a focus on August 3.5 calls as share price up 5.7%.

Alamos Gold (AGI) 30-day option implied volatility is at 40; compared to its 52-week range of 30 to 55. Call put ratio 1.7 calls to 1 put 16K contracts with a focus on August 26 puts.

ASML Holdings (ASML) 30-day option implied volatility is at 31; compared to its 52-week range of 30 to 73. Call put ratio 1 call to 1 put on 100K contracts compared to its 90-day average of 10K contracts as share price down 8%.

TJX Cos. (TJX) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 43. Call put ratio 1 call to 5 puts with a focus on August 22 weekly 111 puts.

Opendoor (OPEN) 30-day option implied volatility is at 250; compared to its 52-week range of 82 to 200. Call put ratio 11.9 calls to 1 put on 603K contracts compared to 90-day average of 8K contracts.

Options with decreasing option implied volatility: FL DAL FAST CAG BK WBA
Increasing unusual option volume: CMA PPL OPEN NVDY ASTL MMC
Increasing unusual call option volume: NVDY OPEN ASTL STT LAC AMPL REPL
Increasing unusual put option volume: OPEN SABR ETHE METC PEW JOBY HUYA QS
Popular stocks with increasing volume: HOOD AMD OPEN PLTR CRCL MSTR BAC SOFI COIN INTC SMCI
Active options: NVDA TSLA AAPL RGTI HOOD AMD OPEN AMZN PLTR CRCL META MSTR BAC GOOG SOFI COIN SBET MARA INTC SMCI