Pre-Market IV Report July 29, 2025

Pre-Market IV Report July 29, 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 FCEL MLGO PTON OKTA AEO PARA URBN WU GAP DELL BBY ULTA

Stocks expected to have increasing option volume: WELL WM PG UNH MRK BA SPOT RCL UPS PYPL JCI SYY JBLU CDNS UHS AAPL AMZN TLRY NUE HIG RMBS SPRT WHR SRPT PTCT

Straddle prices into quarter results and FOMC

Starbucks (SBUX) August 1 weekly 94 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell on July 29.

Microsoft (MSFT) August 1 weekly 512.50 straddle priced for a move of 4% into the expected release of quarter results after the bell on July 30.

Meta Platforms (META) August 1 weekly 717.50 priced for a move of 6% into the expected release of quarter results after the bell on July 30.

Qualcomm (QCOM) August 1 weekly 160 straddle priced for a move of 7% into the expected release of quarter results after the bell on July 30.

Robinhood (HOOD) August 1 weekly 107 straddle priced for a move of 11% into the expected release of quarter results after the bell on July 30. Call put ratio 1.6 calls to 1 put.

Movers

Sarepta Therapeutics (SRPT) 30-day option implied volatility is at 142 compared to its 52-week range of 33 to 163. Call put ratio 1.7 calls to 1 put into FDA recommends hold removal for Sarepta’s Elevidys for ambulatory patients.

Norfolk Southern (NSC) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 53. Call put ratio 1 call to 1.1 puts Into Union Pacific (UNP) near $320 per share deal for Norfolk Southern, Bloomberg reports.

Union Pacific (UNP) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 47. Call put ratio 1.8 calls to 1 put into Union Pacific near $320 per share deal for Norfolk Southern (NSC), Bloomberg reports.

Options with decreasing option implied volatility: CHPT OSCR QS DECK ENPH GGLL CRCL EW IBM NOW ISRG CMG FI THC TMO CHTR DHR LUV
Increasing unusual option volume: XLB VRNS UPXI GNW OMER DOC OPEN SLG TEL PD CRDF
Increasing unusual call option volume: XLB UPXI DOC GNW IOT OPEN COUR SFIX HNRG
Increasing unusual put option volume: OPEN SLG XLB HOG GPRO JCI EWC CHTR IEP AR TECK
Popular stocks with increasing volume: SMCI PLTR INTC SOFI AAPL MSTR UNH HOOD TSM COIN
Active options: TSLA NVDA AMD SMCI PLTR INTC OPEN AMZN GOOGL GOOG META SMCI PLTR INTC SOFI AAPL MSTR UNH HOOD TSM COIN
Global S&P Futures mixed to higher in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $67.20, natural gas up 3%, gold at $3321