Pre-Market IV Report July 24, 2025

Pre-Market IV Report July 24, 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: MLGO PEW SOC UMAC ENPH NFLX UAL ISRG ELV TMO MMM DHR FI GE PEP SCHW ALLY GM PM COF BSX AXP LMT HLT RTX T ABT VZ USB CCIR SKLZ AVXL ATYR SNBR WEN NVAX LBRT URGN CHYM HIMZ FLWS ASPN LUNR TRON DNA NTLA WBA XRX IEP FCEL AAL SCVL PLAY AEO COOP CONY SONO SAN MDT LHX FL MOMO FLO POR BBIO CAKE MLCO

Stocks expected to have increasing option volume: GOOGL GOOG TSLA IBM TMUS NOW BX HON INTC CMG AAL LUV NEM TSCO DECK AON TTE CHTR PSX LVS LH UNP TSCO TXT KDP MAT ALK WH MOH ORLY TREE QS LUV AAL URI CMG CYH KNX VKTX ROL

Straddle prices into quarter results

Intel (INTC) July 25 weekly 23.50 straddle priced for a move of 8.5% into the expected release of quarter results after the bell on July 24.

Deckers (DECK) July 25 weekly 108 straddle priced for a move of 11.5% into the expected release of quarter results after the bell on July 24.

AON (AOC) August 350 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on July 25.

Movers

HCA Healthcare (HCA) August 350 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on July 25. Call put ratio 2.4 calls to 1 put.

Charter Communications (CHTR) July 25 weekly 397.50 straddle priced for a move of 8% into the expected release of quarter results before the bell on July 25. Call put ratio 1.2 calls to 1 put.

Phillips 66 (PSX) July 25 weekly 127.5 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 25. Call put ratio 1.8 calls to 1 put.

Thermo Fisher Scientific (TMO) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 60. Call put ratio 3.4 calls to 1 put with a focus on October calls as share price up 10%.

Krispy Kreme (DNUT) 30-day option implied volatility is at 177; compared to its 52-week range of 26 to 249. Call put ratio 1.8 calls to 1 put on 260K contracts as share price up 3.9%.

Exelixis (EXEL) 30-day option implied volatility is at 49; compared to its 52-week range of 23 to 74. Call put ratio160 calls to 1 put with a focus on August 45 and 50 calls.

Fiserv (FI) 30-day option implied volatility is at 30; compared to its 52-week range of 15 to 58. Call put ratio 1.4 calls to 1 put on 77K contracts as share price down 15%.

GoPro (GPRO) 30-day option implied volatility is at 257; compared to its 52-week range of 21 to 262. Call put ratio 1.4 calls to put on 173K contracts as share price up 7.6%.

Novavax (NVAX) 30-day option implied volatility is at 120; compared to its 52-week range of 60 to 127. Call put ratio 19 calls to 1 put with a focus on July 25 weekly 8 calls.

Children’s Place (PLCE) 30-day option implied volatility is at 160; compared to its 52-week range of 64 to 199. Call put ratio 1.9 calls to 1 put.

Beyond Meat (BYND) 30-day option implied volatility is at 184; compared to its 52-week range of 76 to 184. Call put ratio 5.4 calls to 1 put.

indie Semiconductor, Inc. (INDI) 30-day option implied volatility is at 110; compared to its 52-week range of 45 to 123. Call put ratio 2.9 calls to 1 put.

Fluence Energy, Inc. (FLNC) 30-day option implied volatility is at 104; compared to its 52-week range of 55 to 130. Call put ratio 5.2 calls to 1 put with a focus on August 12 and 14 calls.

AMC Entertainment (AMC) 30-day option implied volatility is at 87; compared to its 52-week range of 51 to 138. Call put ratio 9.1 calls to 1 put with a focus on August 1 weekly 4 calls.

GameStop (GME) 30-day option implied volatility is at 56; compared to its 52-week range of 46 to 149. Call put ratio 6.4 calls to 1 put with a focus on August 27 calls.

Options with decreasing option implied volatility: MLGO PEW SOC UMAC ENPH NFLX UAL ISRG ELV TMO MMM DHR FI GE PEP SCHW ALLY GM PM
Increasing unusual option volume: GPRO DNUT CX OPEN LW UPXI VITL REPL
Increasing unusual call option volume: DNUT CX LW GRPO OPEN VERV REPL IQ WU
Increasing unusual put option volume: OPEN GPRO CARR REPL LW IOVA XP IQ ATYR KMI
Popular stocks with increasing volume: HIMS MSTR RKT AAL PLTR NIO HOOD COIN LCID SOFI MRNA
Active options: NVDA OPEN TSLA MARA AAPL GOOGL AMD HIMS MSTR RKT AAL PLTR NIO WOLF DNUT HOOD COIN LCID SOFI MRNA
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX up 1%, WTI Crude oil recently at $65.80, natural gas mixed, gold at $3372