Daily IV Report
Pre-Market IV Report July 17, 2026
Pre-Market IV Report July 17, 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: AMPG LCID STUB CSCO […]
Pre-Market IV Report July 17, 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: AMPG LCID STUB CSCO CAH TENX ETHT HELP SEZL KSPI OMER ABVX VMD OCUL SMMT NUVB XRAY VOYA BCO LTH CUZ TECH CRNX CSWC
Stocks expected to have increasing option volume: NFLX AA TRV TFC FITB RF CFG STT SG
Energy beverage option IV
Starbucks (SBUX) 30-day call option implied volatility is 39; compared to its 52-week range of 26 to 47. Call put ratio 1 call to 1.4 puts.
Coca-Cola (KO) 30-day call option implied volatility is 23; compared to its 52-week range of 14 to 24. Call put ratio 1.6 calls to 1 put.
PepsiCo (PEP) 30-day call option implied volatility is 24; compared to its 52-week range of 17 to 32. Call put ratio 1.2 calls to 1 put.
Monster Beverage (MNST) 30-day call option implied volatility is 34; compared to its 52-week range of 20 to 39. Call put ratio 1 call to 1.4 puts.
Celsius (CELH) 30-day call option implied volatility is 78; compared to its 52-week range of 40 to 82. Call put ratio 4700 calls to 1 put with a focus into 4K contracts of July 31 weekly 35 calls.
Volume movers
Market Vectors Gold Miners ETF (GDX) 30-day call option implied volatility is 44; compared to its 52-week range of 30 to 60. Call put ratio 1 call to 1.1 puts.
SpaceX (SPCX) 30-day call option implied volatility is at 90; compared to its 52-week range of 71 to 111. Call put ratio 1.4 calls to 1 put.
Clorox (CLX) 30-day call option implied volatility is 40; compared to its 52-week range of 22 to 40. Call put ratio 1 call to 2.2 puts with a focus on August 90 puts.
Check Point Software Technology (CHKP) 30-day call option implied volatility is 49; compared to its 52-week range of 22 to 54. Call put ratio 2.7 calls to 1 put with a focus on December 190 calls.
AST SpaceMobile (ASTS) 30-day call option implied volatility is 113; compared to its 52-week range of 76 to 129. Call put ratio 1 call to 1.1 puts on 389K contracts.
Straddle price into quarter results and outlook
Steel Dynamics (STLD) August 230 straddle priced for a move of 12%. Call put ratio 1 call to 1.5 puts into the expected release of quarter results after the bell on July 20.
Zions Bancorp (ZION) August 72.50 straddle priced for a move of 11%. Call put ratio 32 calls to 1 put with a focus on August 70 calls into the expected release of quarter results after the bell on July 20.
Domino’s Pizza (DPZ) August 330 straddle priced for a move of 12%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on July 20.
AMC Entertainment (AMC) August 2 straddle priced for a move of 25%. Call put ratio 5.4 calls to 1 put with a focus on January 2 calls into the expected release of quarter results before the bell on July 20.
Options with decreasing option implied volatility: ATAI ERIC GE UNH WBD
Increasing unusual option volume: FHN AVTR OI PLNT XLB COLO CHKP
Increasing unusual call option volume: FHN PLNT COLO CHKP MUX ATAI CFG
Increasing unusual put option volume: XLB MUU ATAI VTRS SIL NTNX CHKP
Popular stocks with increasing option volume: MU SPCX INTC PLTR TSM IREN ASTS NOK ORCL MRVL IBM
Active options: NVDA TSLA AAPL MU MSFT SPCX NFLX INTC AMZN META AMD GOOGL PLTR TSM IREN ASTS NOK ORCL MRVL IBM
Global S&P Futures lower in premarket, Nikkei down 4%, DAX mixed, WTI Crude oil recently at $80, natural gas mixed, gold at $3999
