Pre-Market IV Report July 18, 2025

Pre-Market IV Report July 18, 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: JOBY UEC SE WU CSCO NVDY SKX ASST ZYME CDNE PDYN ZK RILY CYBN GRAB QBTS NKTR UEC NVNO PLL SQM FUN MAMA DBA NVDY WBA JEPQ FSM ZVRA

Stocks expected to have increasing option volume: NFLX WBD DIS AXP SCHW MMM SCCO SLB HBAN RF ALLY CMA IBKR NSC UNP CSX CNI CP GBX FDX UPS

Movers

Netflix (NFLX) July call option implied volatility is at 150, August is at 42; compared to its 52-week range of 21 to 70. Call put ratio 1 call to 1 put into share price mixed to lower before the bell

Warner Bros. Discovery (WBD) 30-day option implied volatility is at 50; compared to its 52-week range of 38 to 82. Call put ratio 3 calls to 1 put with a focus on 24K contracts of January 15 calls into Netflix (NFLX) quarter results.

Walt Disney (DIS) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 61. Call put ratio 4 calls to 1 put with a focus on October 130 and 135 calls into Netflix (NFLX) quarter results.

Alphabet (GOOGL) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 51. Call put ratio 2.1 calls to 1 put with a focus on July 190, 192.50 and 195 calls into Netflix (NFLX) quarter results.

Option IV amid Crypto headlines

Strategy (MSTR) 30-day option implied volatility is at 48; compared to its 52-week range of 44 to 220. Call put ratio 1.2 calls to 1 put as Bitcoin trades $118K.

Coinbase (COIN) 30-day option implied volatility is at 67; compared to its 52-week range of 50 to 100. Call put ratio 2.6 calls to 1 put as Bitcoin trades $118K.

Robinhood (HOOD) 30-day option implied volatility is at 72; compared to its 52-week range of 48 to 120. Call put ratio 1.9 calls to 1 put as share price above $107 before the bell.

Circle Internet Group (CRCL) 30-day option implied volatility is at 100; compared to its 52-week range of 90 to 177. Call put ratio 1.8 calls to 1 put.

Straddle prices into quarter results

Verizon (VZ) July 25 weekly 41 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on July 21.

Domino’s Pizza (DPZ) August 470 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on July 21.

Rail stocks option IV into WSJ report of possible Union Pacific (UNP) buyout of Norfolk Southern (NSC)

Norfolk Southern (NSC) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 53 into WSJ report of possible Union Pacific (UNP) buyout of NSC. Call put ratio 2.9 calls to 1 put.

Union Pacific (UNP) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 47 into WSJ report of possible buyout of Norfolk Southern (NSC).

CSX (CSX) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 51. Call put ratio 8.1 calls to 1 put on 41K contracts compared to 90-day average of 5K contracts.

Canadian National (CNI) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 44.

Canadian Pacific (CP) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 49.

Greenbrier (GBX) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 78.

FreightCar America (RAIL) 30-day option implied volatility is at 75; compared to its 52-week range of 44 to 109.

Trinity Industries (TRN) 30-day option implied volatility is at 27; compared to its 52-week range of 26 to 64.

FedEx (FDX) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 63.

UPS (UPS) 30-day option implied volatility is at 39; compared to its 52-week range of 19 to 64.

Movement

UnitedHealth Group (UNH) 30-day option implied volatility is at 48; compared to its 52-week range of 19 to 75. Call put ratio 1.1 calls to 1 put on active option volume of 226K contracts.

MicroAlgo (MLGO) 30-day option implied volatility is at 290; compared to its 52-week range of 209 to 355.

Options with decreasing option implied volatility: CAPR PEW UAL EQX FAST FL GE ASML PEP BK WFC JNJ
Increasing unusual option volume: HUYA OPEN ELV REPL ABAT CX CMA GNW
Increasing unusual call option volume: REPL CMA CX OPEN ABAT GNW SLG CNC LAC
Increasing unusual put option volume: HUYA OPEN ELV QS WEN UAA CNC PZZA PEW ETHE
Popular stocks with increasing volume: LCID PLTR AMD HOOD NIO QS COIN SOFI MSTR QBTS
Active options: NVDA TSLA LCID PLTR OPEN AMD AAPL HOOD NIO AMZN QS MSFT COIN TSM META SOFI BBAI MSTR QBTS GOOGL
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $66.50, natural gas mixed, gold at $3552