Pre-Market IV Report July 28, 2025

Pre-Market IV Report July 28, 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: KSS ATYR RXRX MLGO AEO PARA OKTA S WBA FL WU SNOW CONY WDAY CELC HRMY RXRX VSTM MLTX BBAR SRDX PARA LAND EXK YETI EIX UDMY PD CXW AES PCG RITM PBR WBA WGI

Stocks expected to have increasing option volume: WELL WM AAPL AMZN

Chip option IV into Trump expected to release import probe in two weeks, reports

AMD (AMD) 30-day option implied volatility is at 50; compared to its 52-week range of 35 to 87. Call put ratio 2 calls to 1 put with a focus on a spreader of August 1 weekly 170 and 177.50 calls.

Intel (INTC) 30-day option implied volatility is at 39; compared to its 52-week range of 39 to 92 on active option volume of 1.2M contracts.

Marvell (MRVL) 30-day option implied volatility is at 51 compared to its 52-week range of 35 to 103.
Microchip (MCHP) 30-day option implied volatility is at 49 compared to its 52-week range of 33 to 94.

Micron (MU) 30-day option implied volatility is at 39; compared to its 52-week range of 37 to 87.

Nvidia (NVDA) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 89.

Qualcomm (QCOM) 30-day option implied volatility is at 37; compared to its 52-week range of 27 to 73. Call put ratio 1 call to 1.3 puts into quarter results.

Texas Instruments (TXN) 30-day option implied volatility is at 24; compared to its 52-week range of 23 to 73. Call put ratio 1.7 calls to 1 put as share price near lower end of range.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 27; compared to its 52-week range of 27 to 66. Call put ratio 1 call to 2.2 puts with a focus on August 1 weekly puts.

Straddle prices into quarter results

Visa (V) August 1 weekly 357.50 straddle priced for a move of 4% into the expected release of quarter results after the bell on July 29.

United Health (UNH) August 1 weekly 280 priced for a move of 7.5% into the expected release of quarter results before the bell on July 29.

Proctor & Gamble (PG) August 1 weekly straddle priced for a move of % into the expected release of quarter results before the bell on July 29.

Merck (MRK) August 1 weekly 157.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 29.

Booking Holdings (BOOK) August 1 weekly straddle priced for a move of % into the expected release of quarter results after the bell on July 29.

Boeing (BA) August 1 weekly 232.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 29. Call put ratio 1.8 calls to 1 put.

Movers

Eaton (ETN) 30-day option implied volatility is at 30; compared to its 52-week range of 22 to 69 on a spreader of August 415 and 425 calls.

Alignment Healthcare Inc. (ALHC) 30-day option implied volatility is at 80; compared to its 52-week range of 44 to 110 with a focus on August 12.50 calls.

Powershares DB Us Dollar Index Bullish Fund (UUP) 30-day option implied volatility is at 9; compared to its 52-week range of 5 to 16 on active option volume of 45K contracts.

Bath & Body Works, Inc. (BBWI) 30-day option implied volatility is at 46; compared to its 52-week range of 32 to 74 with a focus on September 5 weekly 24 puts.

Hims & Hers Health, Inc. (HIMS) 30-day option implied volatility is at 104; compared to its 52-week range of 53 to 146 on active option volume of 310K contracts.

SharpLink Gaming (SBET) 30-day option implied volatility is at 152; compared to its 52-week range of 136 to 229. Call put ratio 2 calls to 1 put on active option volume of 169K contracts.

Options with decreasing option implied volatility: QS CRCL OSCR DECK ENPH GGLL IBM NOW EW CMG
Increasing unusual option volume: COUR UPXI OPEN YETI CNC NNDM FHN GNW
Increasing unusual call option volume: YETI UPXI COUR CNC OPEN ETN GNW RVMD
Increasing unusual put option volume: OPEN CNC UUP CHTR QS LYV AAOI LQDA
Popular stocks with increasing volume: INTC HOOD MSTR SMCI HIMS COIN RIVN
Active options: TSLA NVDA PLTR AMD INTC GOOGL AAPL OPEN HOOD MSTR AMZN GOOG SMCI HIMS COIN META RIVN MARA QS CRWV
Global S&P Futures mixed to higher in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $65.70, natural gas down, gold at $3336