Pre-Market IV Report July 2, 2025

Pre-Market IV Report July 2, 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: SNAP CORZ QS WGS CHYM PL SPOT NET HOOD SOFI RBLX TEAM UNH CVNA ETSY MELI PYPL TWLO DECK

Stocks expected to have increasing option volume: STZ VRNT CNC UNH ELV EOSE

Movers

Palantir (PLTR) 30-day option implied volatility is at 57; compared to its 52-week range of 40 to 109. Call put ratio 1.5 calls to 1 put as share price down 4.6%.

Freeport-McMoran (FCX) 30-day option implied volatility is at 39; compared to its 52-week range of 32 to 83. Call put ratio 2.4 calls to 1 put as copper near upper end of range.

Healthcare insurance option IV into CNCN withdrawing guidance

Centene (CNC) 30-day option implied volatility is at 42; compared to its 52-week range of 20 to 56. Call put ratio 2.3 calls to 1 put into withdrawing guidance.

Elevance Health (ELV) 30-day option implied volatility is at 37; compared to its 52-week range of 17 to 47.

UnitedHealth Group (UNH) 30-day option implied volatility is at 50; compared to its 52-week range of 20 to 75. Call put ratio 2.7 calls to 1 put.

Molina Healthcare (MOH) 30-day option implied volatility is at 38; compared to its 52-week range of 24 to 113. Call put ratio 3 calls to 1 put.

Cigna Corp. (CI) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 45.

CVS Health (CVS) 30-day option implied volatility is at 36; compared to its 52-week range of 25 to 57. Call put ratio 1.4 calls to 1 put.

Movement

MP Materials (MP) 30-day option implied volatility is at 75; compared to its 52-week range of 47 to 90. Call put ratio 1.3 calls to 1 put amid wide price movement.

Verint Systems (VRNT) 30-day option implied volatility is at 63; compared to its 52-week range of 33 to 96 with a focus on August 22.50 and August 30 calls.

Ryder System (R) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 63 with a focus on August 125 and 135 puts as share price up 6.2%.

Veeva Systems (VEEV) 30-day option implied volatility is at 13; compared to its 52-week range of 22 to 52 with a focus on July 310 calls as share price down 1.9%.

Progress Software Corporation (PRGS) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 52 with a focus on July 67.50 and August 65 calls as share price down 11.8%.

Sweetgreen (SG) 30-day option implied volatility is at 81; compared to its 52-week range of 58 to 131 with a focus on 8800 contracts of January 10 puts.

GSK (GSK) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 44 with a focus on a spreader of 5K contracts of July 11 weekly 11 puts, July 38 puts.

WK Kellogg (KLG) 30-day option implied volatility is at 41; compared to its 52-week range of 31 to 62 with a focus on 2900 contracts of July 17.50 calls as share price up 8.7%.

Cybin Inc (CYBN) 30-day option implied volatility is at 88; compared to its 52-week range of 21 to 227 with a focus on 10900 contracts of July 10 calls as share price up 8.3%.

Magna International (MGA) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 61 with a focus on 2700 contracts of December 50 calls as share price up 3.7%.

Options with decreasing option implied volatility: CRCL JNPR FDX NKE MU BITO GIS WBA
Increasing unusual option volume: ATAI BUR INMB FRSH JKS HUYA
Increasing unusual call option volume: ATAI XLI BUR JKS VEEV FRSH KBE
Increasing unusual put option volume: INMB HUYA BUR AVAV STLD NTS XLI
Popular stocks with increasing volume: HOOD PLTR MSTR SOFI UNH COIN SMCI RIVN INTC SNAP
Active options: TSLA NVDA AAPL HOOD PLTR AMD MSTR SOFI AMZN META UNH MARA COIN SMCI GOOG WOLF GOOGL RIVN INTC SNAP
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $64.90, natural gas down 1%, gold at $3349