Pre-Market IV Report July 23, 2025

Pre-Market IV Report July 23, 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: PLCE KSS BULL SRPT CIFR NVTS RKT S EL TGT SNOW WDAY FL ROST WBA FLWS PLCE CIFR BULL AXGN ATYR RKT FIG SOLZ PONY DNA SSYS JKS AEHR SWBI SRRK RCI BANC AMX DLR NLY JEPQ PTCT GNRC TEL WT FHN

Stocks expected to have increasing option volume: DNUT TM HMC EWJ TXN COF PEGA ISRG CB ENPH GOOGL GOOG TSLA IBM TMUS T NEE GEV GD CMG HLT FCX TMO FI HLT TEL HAS BSX

Option IV into Japan trade deal headlines

Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 17; compared to its 52-week range of 15 to 40. Call put ratio 12 calls to 1 put as share price up before the bell.
Honda Motor (HMC) 30-day option implied volatility is at 26; compared to its 52-week range of 13 to 49. Call put ratio 7.5 calls to 1 put.
Toyota Motor (TM) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 51. Call put ratio 11.3 calls to 1 put.
Straddle prices into quarter results

Alphabet (GOOG) July 25 weekly 192.50 straddle priced for a move of 6% into the expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put with focus on August calls.

Tesla (TSLA) July 25 weekly 332.50 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

IBM (IBM) July 25 weekly 280 straddle priced for a move of 6% into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.2 puts.

T-Mobile (TMUS) July 25 weekly 232.50 straddle priced for a move of 5% into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

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

Movers

Krispy Kreme (DNUT) 30-day option implied volatility is at 249; compared to its 52-week range of 26 to 249. Call put ratio 19 calls to 1 put on 106K contracts as share price up before the bell.
Opendoor (OPEN) 30-day option implied volatility is at 255; compared to its 52-week range of 82 to 328. Call put ratio 1.8 calls to 1 put on 1.9M contracts.

Rocket Companies (RKT) 30-day option implied volatility is at 93; compared to its 52-week range of 45 to 103. Call put ratio 7.7 calls to 1 put with a focus on July 25 weekly calls.

Zillow (Z) 30-day option implied volatility is at 52; compared to its 52-week range of 33 to 88. Call put ratio 5.8 calls to 1 put with a focus on August 90 calls.

UWM Holdings Corporation (UWMC) 30-day option implied volatility is at 63; compared to its 52-week range of 32 to 85. Call put ratio 5.6 calls to 1 put on active option volume of 5K contracts.

PennyMac Mortgage Investment Trust (PMT) 30-day option implied volatility is at 30; compared to its 52-week range of 13 to 54. Call put ratio 1 call to 4.6 puts on 1200 contracts.

LendingTree (TREE) 30-day option implied volatility is at 83; compared to its 52-week range of 51 to 100. Call put ratio 2.1 calls to 1 put.

loanDepot (LDI) 30-day option implied volatility is at 133; compared to its 52-week range of 21 to 133. Call put ratio 2.4 calls to 1 put on active option volume of 4400 contracts.

Wayfair (W) 30-day option implied volatility is at 74; compared to its 52-week range of 54 to 140. Call put ratio 2.8 calls to 1 put on active option volume of 14K contracts.

Birkenstock Holding (BIRK) 30-day option implied volatility is at 51; compared to its 52-week range of 32 to 64. Call put ratio 11 calls to 1 put.

Rivian Automotive (RIVN) loan30-day option implied volatility is at 67; compared to its 52-week range 52 to 101. Call put ratio 3.6 calls to 1 put with a focus on August calls.

Medpace Holdings (MEDP) 30-day option implied volatility is at 47; compared to its 52-week range of 27 to 71. Call put ratio 1 call to 4.3 puts with a focus on September 390, 400 and 420 puts as share price up 57%.

The Mosaic Company (MOS) 30-day option implied volatility is at 37; compared to its 52-week range of 27 to 64 with a focus on 9300 contracts of July 25 weekly 37 calls.

Equifax (EFX) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 59 with a focus on August 160 calls and August 220 puts as share price down 7.1%.

aTyr Pharma (ATYR) 30-day option implied volatility is at 157; compared to its 52-week range of 44 to 145 with a focus on September 3 puts as share price down 8.2%.

Circle Internet Group (CRCL) 30-day option implied volatility is at 85; compared to its 52-week range of 89 to 177. Call put ratio 1 call to 1 put on 199K contracts.

AxoGen (AXGN) 30-day option implied volatility is at 99; compared to its 52-week range of 48 to 139 with a focus on August 12.50 and 17.5 calls as share price up 6%.

Expand Energy Corporation (EXE) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 51 with a focus on August 110 and January 120 calls.

Options with decreasing option implied volatility: MLGO PEW SOC UMAC NN CONY NFLX UAL ASML ALLY MMM GM GE PEP SCHW DHR PM AXP PLD
Increasing unusual option volume: OPEN FHN REPL CX DNUT NXDR PGEN
Increasing unusual call option volume: CX OPEN DNUT FHN REPL NXDR GPRO UGL WOOF
Increasing unusual put option volume: OPEN REPL NOK AAOI GRPO ATYR HPP ETHE
Popular stocks with increasing volume: AMD NIO PLTR HOOD LCID KSS SOFI SMCI MSTR MU COIN CRCL
Active options: NVDA OPEN TSLA AAPL AMD NIO PLTR HOOD LCID KSS SOFI AMZN SMCI GOOG MSTR RGTI OSCR MU COIN CRCL
Global S&P Futures mixed to higher in premarket, Nikkei up 3%, DAX mixed, WTI Crude oil recently at $64.90, natural gas mixed, gold at $3444