Pre-Market IV Report July 21, 2025

Pre-Market IV Report July 21, 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: BULL SRPT JOBY SE WBA VRNA UPXI MEIP JAZZ MOH CRC DOMO OSCR ATYR DAWN GLXY IVZ MSTX MSTU CRSP SMST GHRS TIGR BHVN SRRK WB VTRS ELV CGNX ARKX MSTY FL NSC EVRG VEEV K AER EQX

Stocks expected to have increasing option volume: VZ T TMUS DPZ GOOG MSFT HAL BKR GM KEY NOC KO COF SHW LMT CB DHR ISRG TXN RTX MO TSLA GOOGL

Straddle prices into quarter results

Coca-Cola Company (KO) July 25 weekly 70 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on July 22.

RTX (RTX) July 25 weekly 150 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 22.

Texas Instruments (TXN) July 25 weekly 215 straddle priced for a move of 7% into the expected release of quarter results after the bell on July 22.

General Motors (GM) July 25 weekly 53 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on July 22.

Movers

Elevance Health (ELV) 30-day option implied volatility is at 40; compared to its 52-week range of 17 to 47 on active option volume of 27K contracts compared to its 90-day average of 1400 contracts.

PepsiCo (PEP) 30-day option implied volatility is at 18; compared to its 52-week range of 15 to 36. Call put ratio 1 call to 1 put as share price down 1%.

Taiwan Semi (TSM) 30-day option implied volatility is at 32; compared to its 52-week range of 32 to 72. Call put ratio 1.6 calls to 1 put as share price down 2%.

Delta Air Lines (DAL) 30-day option implied volatility is at 35; compared to its 52-week range of 30 to 89. Call put ratio 1 call to 1 put.

Six Flags (FUN) 30-day option implied volatility is at 59; compared to its 52-week range of 34 to 79. Call put ratio 22.7 calls to 1 put with a focus on August 30 calls as share price up 4.2%.

Viavi Solutions (VIAV) 30-day option implied volatility is at 46; compared to its 52-week range of 29 to 70 with a focus on August 11 calls.

Abbott (ABT) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 45. Call put ratio 2 calls to 1 put with a focus on 2500 contracts of July 127 calls as share price up 3.2%.

Genworth Financial (GNW) 30-day option implied volatility is at 41; compared to its 52-week range of 17 to 44. Call put ratio 2.8 calls to 1 put with a focus on August 7 and 8 calls.

Rigetti Computing (RGTI) 30-day option implied volatility is at 109; compared to its 52-week range of 81 to 229. Call put ratio 2.9 calls to 1 put on 230K contracts amid wide price movement.

Quantum Computing Inc (QUBT) 30-day option implied volatility is at 122; compared to its 52-week range of 20 to 333. Call put ratio 2.8 calls to 1 put.

D-Wave Quantum (QBTS) 30-day option implied volatility is at 120; compared to its 52-week range of 90 to 255. Call put ratio 2.8 calls to 1 put with a focus on August 19 calls amid wide price movement.

Whirlpool (WHR) 30-day option implied volatility is at 46; compared to its 52-week range of 26 to 66 amid price movement.

Talen Energy (TLN) 30-day option implied volatility is at 55; compared to its 52-week range of 41 to 108. Call put ratio 3.4 calls to 1 put on 39K contracts.

Invesco Ltd. (IVZ) 30-day option implied volatility is at 44; compared to its 52-week range of 24 to 68. Call put ratio 2 calls to 1 put amid wide price movement.

Roivant Sciences (ROIV) 30-day option implied volatility is at 35; compared to its 52-week range of 27 to 49. Call put ratio 2 calls to 1 put amid active spreader of October options.

Kenvue (KVUE) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 47. Call put ratio 1 call to 1.1 puts on active option volume of 111K contracts.

EHang Holdings (EH) 30-day option implied volatility is at 60 compared to its 52-week range of 44 to 157. Call put ratio 1 call to 2.7 puts.

Sarepta Therapeutics (SRPT) 30-day option implied volatility is at 155 compared to its 52-week range of 33 to 155. Call put ratio 1 call to 1.6 puts amid active option volume of 135K contracts.

Solid Power (SLDP) 30-day option implied volatility is at 108; compared to its 52-week range of 66 to 217 on active option volume of 22K contracts.

ZEEKR Intelligent Technology (ZK) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 129. Call put ratio 4.1 calls to 1 put.

Options with decreasing option implied volatility: PEW MLGO SOC NFLX UAL FAST ASML ALLY GE MM PEP SCHW BK AXP WFC JNJ BAC
Increasing unusual option volume: IVZ OPEN ROIV NNDM ERJ PPL
Increasing unusual call option volume: IVZ OPEN ERJ XLI ROIV EJW ASTL
Increasing unusual put option volume: OPEN CIEN CSGP QS OSCR ATYR SRPT LW ETHE
Popular stocks with increasing volume: MSTR OPEN HOOD COIN AMD PLTR LCID SOFI NFLX SMCI BABA
Active options: TSLA NVDA MSTR OPEN HOOD COIN AAPL MARA AMD PLTR AMZN CRCL META LCID SOFI NFLX SMCI GOOGL OSCR BABA
Global S&P Futures mixed to higher in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $67, natural gas down 5%, gold at $3373