Pre-Market IV Report July 22, 2025

Pre-Market IV Report July 22, 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: SRPT NVTS S TGT NVDY WDAY BYON IMMR LX MOH AAP RKT MNMD MED AEHR TGT PL GSHD EL HE SNOW ZM URBN THC PANW CONY PATH PTEC TJX VALE WMT INTU HD MDT BUZZ WBA

Stocks expected to have increasing option volume: KO PM RTX DHR LMT SHW GM F STLA TSLA NOC DGX THC ZION NSC CSX NS CNI CP UNP TGT TXN KEY GOOG GOOGL TSLA IBM TMUS NOW GM BKR T NEE GEV GD FI NXPI STLD BP

Option IV into quarter results

Alphabet (GOOG) July 25 weekly 190 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on July 23. Call put ratio 2.7 calls to 1 put with focus on August calls.

Tesla (TSLA) July 25 weekly 327.50 straddle priced for a move of 8% into the expected release of quarter results after the bell on July 23.

IBM (IBM) July 25 weekly 285 straddle priced for a move of 6% into the expected release of quarter results after the bell on July 23. Call put ratio 1 call to 1.5 puts.

T-Mobile (TMUS) July 25 weekly 232.50 straddle priced for a move of 5% into the expected release of quarter results after the bell on July 23. Call put ratio 1.8 calls to 1 put into quarter results.

ServiceNow (NOW) July 25 weekly 960 priced for a move of 7.5% into the expected release of quarter results after the bell on July 23.

AT&T (T) July 25 weekly 27.50 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on July 23.

Movers

Oracle (ORCL) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 66. Call put ratio 2.3 calls to 1 put amid share price near upper end of range.

SentinelOne, Inc. (S) 30-day option implied volatility is at 51; compared to its 52-week range of 36 to 82. Call put ratio 8.8 calls to 1 put with a focus on August 21, 22.50 and 25 calls as share price up 10.2%.

Royal Caribbean (RCL) 30-day option implied volatility is at 40; compared to its 52-week range of 29 to 79. Call put ratio 1 call to 1.3 puts with a focus on July 25 weekly options.

Xerox Corp. (XRX) 30-day option implied volatility is at 76; compared to its 52-week range of 40 to 110. Call put ratio 1 call to 3 puts with a focus on 5K contracts of December 3 2027 puts.

Syndax Pharmaceuticals (SNDX) 30-day option implied volatility is at 81; compared to its 52-week range of 41 to 127 with a focus on 4300 contracts of January 12.5 calls.

Arrowhead Pharmaceuticals Inc. (ARWR) 30-day option implied volatility is at 99; compared to its 52-week range of 46 to 105. Call put ratio 8 calls to 1 put with a focus on September 17 calls as share price is down 12%.

Hershey Foods (HSY) 30-day option implied volatility is at 31; compared to its 52-week range of 18 to 42. Call put ratio 4.6 calls to 1 put with a focus on September 185 calls as share price is up 2.9%.

Astera Labs (ALAB) 30-day option implied volatility is at 97 compared to its 52-week range of 56 to 136. Call put ratio 2.1 calls to 1 put on active options volume of 65K contracts.

Opendoor (OPEN) 30-day option implied volatility is at 325 compared to its 52-week range of 82 to 326. Call put ratio 1.9 calls to 1 put amid sharp rally.

Target (TGT) 30-day option implied volatility is at 44; compared to its 52-week range of 20 to 65.

Options with decreasing option implied volatility: PEW MLGO SOC NFLX AES UAL MMM GE ASML ALLY PEP SCHW BK BAC C JNJ AXP PLD VZ WFC USB ABT
Increasing unusual option volume: IVZ OPEN CX VERI ROIV ABAT URNM LODE UAA S SII CNC
Increasing unusual call option volume: OPEN IVZ CX VERI ROIV UAA URNM CNC ABAT S CWEB
Increasing unusual put option volume: OPEN LW QS URNM CSGP ETHE BTBT EXAS OSCR ATYR ULTY
Popular stocks with increasing volume: HOOD PLTR LCID GME MSTR SOFI COIN
Active options: OPEN NVDA AAPL TSLA AMD AMZN HOOD PLTR GOOGL LCID GME IREN MARA MSTR RIOT QS META OSCR SOFI COIN
Global S&P Futures mixed to higher in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $66.40, natural gas down 1%, gold at $3400