Pre-Market IV Report July 30, 2025

Pre-Market IV Report July 30, 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: CAPR ATYR OKTA MLGO URBN AEO CONY DELL DG BBWI ULTA VRNA CHPT RNA CRWV DAVE MANU TTMI EDU SMCY CORT DG ITUB VRSN NVO SCO EQX CMCO HPE PANW UMC SAGE BMO ENB MKC OLO AJG

Stocks expected to have increasing option volume: V MA BKNG MSFT META QCOM ARM LRCX HOOD CVNA F GM EBAY WDC MO HSY GEHC KHC HUM CHKP UTHR WING QRVO FRSH ST CAKE SBUX CYBR PANW SOFI CZR FTAI TDOC QRVO CAR

Straddle prices into quarter results

Microsoft (MSFT) August 1 weekly 512.50 straddle priced for a move of 4% into the expected release of quarter results today after the bell. Call put ratio 1.4 calls to 1 put.

Meta Platforms (META) August 1 weekly 700 priced for a move of 5.5% into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

Qualcomm (QCOM) August 1 weekly 162.50 straddle priced for a move of 7% into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

Arm Holdings (ARM) August 1 weekly 162.50 straddle priced for a move of 10% into the expected release of quarter results today.

Robinhood (HOOD) August 1 weekly 103 straddle priced for a move of 11% into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put.

Carvana (CVNA) August 1 weekly straddle priced for a move of 13.5% into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.5 puts.

Ford (F) August 1 weekly 11 straddle priced for a move of 6% into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put.

Ebay (EBAY) August 1 weekly 78 straddle priced for a move of 7% into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.4 puts.

Apple (AAPL) August 1 weekly straddle priced for a move of 4.5% into the expected release of quarter results after the bell on July 31. Call put ratio 1.8 call put ratio 1 put.

Amazon (AMZN) August 1 weekly 230 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on July 31. Call put ratio 1.2 calls to 1 put.

Comcast (CMSCA) August 1 weekly 33 straddle priced for a move of 6% into the expected release of quarter results before the bell on July 31. Call put ratio 1.9 calls to 1 put.

MicroStrategy (MSTR) August 1 weekly 395 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on July 31. Call put ratio 1.4 calls to 1 put.

Coinbase (COIN) August 1 weekly 372.50 straddle priced for a move of 7% into the expected release of quarter results after the bell on July 31. Call put ratio 1.6 calls to 1 put.

Option movers

CyberArk Software (CYBR) 30-day option implied volatility is at 44; compared to its 52-week range of 25 to 71. Call put ratio 2 calls to 1 put after the Wall Street Journal reported that Palo Alto Networks (PANW) is nearing a deal to acquire the Israeli cybersecurity provider.

Palo Alto Networks (PANW) 30-day option implied volatility is at 46; compared to its 52-week range of 24 to 64. Call put ratio 1.6 calls to 1 put after the Wall Street Journal reported that Palo Alto is nearing a deal to acquire CyberArk Software (CYBR).

Cadence Design Systems (CDNS) 30-day option implied volatility is at 28; compared to its 52-week range of 27 to 67. Call put ratio 2.4 calls to 1 put with a focus on August calls as share price up 9%.

Commvault Systems (CVLT) 30-day option implied volatility is at 38; compared to its 52-week range of 28 to 88. Call put ratio 1.4 calls to 1 put with a focus on August calls as share price up 19.6%.

Delek US Holdings (DK) 30-day option implied volatility is at 55; compared to its 52-week range of 32 to 96 with a focus on 3K contracts of August 27.50 calls.

PPG Industries (PPG) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 50 with a focus on August 110 and 115 puts.

Kiniksa Pharmaceuticals Ltd. (KNSA) 30-day option implied volatility is at 48; compared to its 52-week range of 40 to 110 with a focus on 5K contracts of October 30 calls as share price up 12.5%.

Lionsgate Studios (LION) 30-day option implied volatility is at 56; compared to its 52-week range of 21 to 68 with a focus on a spreader of 3300 contracts of December 7.5 and 10 calls.

Caesars Entertainment (CZR) 30-day option implied volatility is at 50; compared to its 52-week range of 36 to 87. Call put ratio 1 call to 2.8 puts on 23K contracts of September 23 puts as share price down 2.6%.

Options with decreasing option implied volatility: KSS PLCE WGS CIFR BYON QS DECK BULL RKT ENPH GGLL EW SPOT NOW IBM FI INTC UNH ISRG PYPL CNC CMG UPS TSLY JCI WHR SWK STM WU DLR BSX CHTR APH GOOGL TMO T MRK CDNS LVS SLV WM TMO
Increasing unusual option volume: STT REI OPEN CARR GOSS NNDM QRVO CRDF NXDR
Increasing unusual call option volume: OPEN STT REI GOSS UPXI QURE NXDR CMA REPL CARR TER EXEL
Increasing unusual put option volume: ATYR HOG QS PRMB AMT CHTR OPEN CARR
Popular stocks with increasing volume: SOFI UNH SMCI PLTR PYPL NVO MSTR BA INTC AVGO
Active options: NVDA AMD TSLA SOFI OPEN UNH SMCI GOOGL AAPL PLTR PYPL NVO MSTR AMZN BA INTC AVGO MARA QS GOOG
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $69, natural gas mixed, gold at $3330