Pre-Market IV Report July 29, 2026

Pre-Market IV Report July 29, 2026

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: PGEN ANF ULTA VCX REPL AMLX SHAZ GLUE LCID SPCU CCXI PUMP GKOS BVS VRNS QGEN BANC LBRT OLED PCG SNN UNM AVBC EA ATAI

Stocks expected to have increasing option volume: SKHY MSFT VRT ARM PG LRCX QCOM SBUX TEVA LHX SOFI CMG BIIB CVNA HUM HOOD GD AAPL AMZN STX SNDK WDC MU V MA F BE NXPI HLT MDLZ NOV CAKE FE TLRY TER KLAC OI CAR CR NBR LCID NUE

Movement

SK Hynix (SKHY) 30-day call option implied volatility is 123; compared to its 52-week range of 120 to 139. Call put ratio 1.5 calls to 1 put into quarter results and wide price movement.

Micron Technology (MU) 30-day call option implied volatility is 97; compared to its 52-week range of 40 to 108. Call put ratio 1.1 calls to 1 put amid wide price movement.

Sandisk (SNDK) 30-day call option implied volatility is 143; compared to its 52-week range of 44 to 163. Call put ratio 1 call to 1 put amid wide price movement.

Western Digital (WDC) 30-day call option implied volatility is 109; compared to its 52-week range of 33 to 117. Call put ratio 1 call to 1.6 puts amid wide price movement.

Dataram (DRAM) 30-day call option implied volatility is 104; compared to its 52-week range of 58 to 107. Call put ratio 3.5 calls to 1 put amid wide price movement.

SpaceX (SPCX) 30-day call option implied volatility is 115; compared to its 52-week range of 70 to 116. Call put ratio 1.5 calls to 1 put amid wide price movement.

Straddle price into quarter results and outlook

Microsoft (MSFT) July 31 weekly 392.50 straddle priced for a move of 7%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results today after the bell.

Meta Platforms (META) July 31 weekly 592.5 straddle priced for a move of 9%. Call put ratio 2.4 calls to 1 put into the expected release of quarter results today after the bell.

Arm Holdings (ARM) July 31 weekly 245 straddle priced for a move of 15%. Call put ratio 1 calls to 1.5 puts into the expected release of quarter results today after the bell.

Qualcomm (QCOM) July 31 weekly 162.50 straddle priced for a move of 9%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Apple (AAPL) July 31 weekly 340 straddle priced for a move of 4%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on July 30.

Amazon (AMZN) July 31 weekly 230 straddle priced for a move of 7.5%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on July 30.

Movers

Kodiak Gas Services (KGS) 30-day option implied volatility is at 52; compared to its 52-week of 31 to 66 with a focus on a spreader of 2200 contracts of September 55 puts and 2100 contracts of October 52.50 puts.

Tyson Foods (TSN) 30-day option implied volatility is at 35; compared to its 52-week of 18 to 41 with a focus on 1800 contracts of August 65 and 3100 contracts of August 67.50 calls.

Solventum Corporation (SOLV) 30-day option implied volatility is at 41; compared to its 52-week of 24 to 43 with a focus on 2200 contracts of September 90 puts as share price up 6.2%.

Brookfield Infrastructure (BIPC) 30-day option implied volatility is at 31; compared to its 52-week of 21 to 39 with a focus on 2600 contracts of August 45 calls as share price up 3%.

Woodside Energy (WDS) 30-day option implied volatility is at 31; compared to its 52-week of 17 to 47 with a focus on 4K contracts of August 25 calls.

Options with decreasing option implied volatility: CLF MXL CHTR WBD NOW DECK TSCO URI LVS LMT GOOGL GOOG PYPL T UPS RTX VZ
Increasing unusual option volume: AVTR QGEN CAPR RSI GLNG KBR MAT BBD
Increasing unusual call option volume: AVTR CAPR GLNG KORU MUU BCS JCI NRG
Increasing unusual put option volume: CARR GXO HAS ITB TROW VFC DT SWK Q RSP IP CAPR
Popular stocks with increasing option volume: INTC MU SPCX SOFI PLTR NFLX TSM ORCL BE WULF NOW CRWV
Active options: NVDA TSLA AAPL INTC MU SPCX AMD SOFI AMZN PLTR NFLX GOOGL MSFT TSM ORCL BE WULF NOW META CRWV
Global S&P Futures mixed in premarket, Nikkei down 1.5%, DAX mixed, WTI Crude oil recently at $81.85, natural gas mixed, gold at $4045