Pre-Market IV Report July 25, 2025

Pre-Market IV Report July 25, 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: ATYR SRPT PLCE KSS AEO FCEL WU S TGT EL FL SNOW WDAY WBA ROST DPRO EOLS GRRR FCEL ASTL PARA VET LYB EXEL OKTA COKE ZM CVE DOC SAGE PBA

Stocks expected to have increasing option volume: INTC NEM DECK AOC HCA CHTR PSX BAH CNC AN LEA SAIA EW SAM UNH BYD ASTS PARA SCHW EW

Movers

UnitedHealth Group (UNH) 30-day option implied volatility is at 52; compared to its 52-week range of 20 to 75. Call put ratio 1 call to 1.1 put on 414K contracts.

Target (TGT) 30-day option implied volatility is at 48; compared to its 52-week range of 20 to 65. Call put ratio 1 call to 1.1 put.

MP Materials (MP) 30-day option implied volatility is at 78; compared to its 52-week range of 47 to 90. Call put ratio 1.9 calls to 1 put on active option volume of 40K contracts amid wide price movement.

United Rentals (URI) 30-day option implied volatility is at 28; compared to its 52-week range of 28 to 73. Call put ratio 1.1 calls to 1 put with a focus on July 25 weekly 780 puts as share price down 8.4%.

West Pharma (WST) 30-day option implied volatility is at 35; compared to its 52-week range of 26 to 68. Call put ratio 2.8 calls to 1 put with a focus on December calls as share price up 20%.

American Eagle Outfitters (AEO) 30-day option implied volatility is at 79; compared to its 52-week range of 34 to 80. Call put ratio 3.1 calls to 1 put with a focus on August 13 calls and August 10 puts as share price up 5.6%.

DXC Technology (DXC) 30-day option implied volatility is at 61; compared to its 52-week range of 31 to 81 with a focus on 6700 contracts of August 16 puts.

Knight-Swift Transportation (KNX) 30-day option implied volatility is at 32; compared to its 52-week range of 26 to 67 with a focus on September 37.50 and 40 puts.

OneWater Marine Inc. (ONEW) 30-day option implied volatility is at 72; compared to its 52-week range of 45 to 117 with a focus on 1500 contracts of September 17.50 puts.

Kyndryl (KD) 30-day option implied volatility is at 57; compared to its 52-week range of 29 to 83 with a focus on August 34 puts and August 38 calls.

Straddle prices into quarter results

Welltower (WELL) August 160 straddle priced for a move of 7% into the expected release of quarter results after the bell on July 28. Call put ratio 6.9 calls to 1 put with a focus on August 155 calls.

Waste Management (WM) August 230 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on July 28. Call put ratio 2.3 calls to 1 put.

Sarepta Therapeutics (SRPT) 30-day option implied volatility is at 163; compared to its 52-week range of 33 to 163. Call put ratio 1 call to 1 put on 94K contracts.

Options with decreasing option implied volatility: MLGO SOC QS JOBY CRCL ENPH GGLL NOW NFLX IBM ISRG DAR TMO CMG FI NXPI GM TMUS PM VZ LMT T TXN APH DHI DHR SCHW MMM LUV PM RTX HON HLT VOD
Increasing unusual option volume: UNIT CMA OPEN VERV COUR FUN UPXI CNC DNUT
Increasing unusual call option volume: CMA UPXI VERV OPEN CNC AEO COUR DDD DNUT
Increasing unusual put option volume: OPEN GPRO TAP CNC RSP EQ IOVA LW ELV ZTS UUUU QS WEN SEI BE
Popular stocks with increasing volume: INTC AAL OKLO PLTR CMG HOOD UNH MSTR NIO SMCI
Active options: TSLA NVDA GOOGL OPEN AMD AMZN GOOG AAPL INTC MARA AAL OKLO PLTR CMG HOOD META UNH MSTR NIO SMCI
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $66.20, natural gas mixed, gold at $3347