Pre-Market IV Report July 31, 2025

Pre-Market IV Report July 31, 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: OKTA CAPR AFRM PARA DELL DG MDB URBN BBWI BBY ULTA FL VRNA FSLY BHVN REPL AGRO COMP FIP MCW ARMN AXGN TTMI EI MSTY SCCO PTEN AROC PTC FCX AACT WBA

Stocks expected to have increasing option volume: MSFT META QCOM LRCX HOOD CVNA ALL F CTSH EBAY DXCM WDC TYL SFM ALGN GKOS TENB ABBV CMCSA BMY RBLX CI CVS K BIIB NCLH ARM MSTR PPC

Straddle prices into quarter results

Apple (AAPL) August 1 weekly 210 straddle priced for a move of 4.5% into the expected release of quarter results today after the bell. Call put ratio 2.2 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 today after the bell. Call put ratio 1.5 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 today after the bell. Call put ratio 1.1 calls to 1 put.

Coinbase (COIN) August 1 weekly 378.50 straddle priced for a move of 7% into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Exxon Mobile (XOM) August 1 weekly 112 straddle priced for a move of 2.5% into the expected release of quarter results before the bell on August 1. Call put ratio 1.9 calls to 1 put.

Chevron (CVX) August 1 weekly 150 straddle priced for a move of 3% into the expected release of quarter results before the bell on August 1.

Colgate (CL) August 1 weekly 86 straddle priced for a move of 5 into the expected release of quarter results before the bell on August 1. Call put ratio 1.7 calls to 1 put.

Ares Management (ARES) August 190 straddle priced for a move of 7% into the expected release of quarter results before the bell on August 1. Call put ratio 1 call to 21 puts with a focus on August and September puts.

Moderna (MRNA) August 1 weekly 32 straddle priced for a move of 8% into the expected release of quarter results before the bell on August 1. Call put ratio 1.6 calls to 1 put.

Active options

Wingstop (WING) 30-day option implied volatility is at 44; compared to its 52-week range of 34 to 75 on active August option volume as share price up 26%.

Ishares Msci India Etf (INDA) 30-day option implied volatility is at 15; compared to its 52-week range of 12 to 27 on active option volume of August 54 calls.

LendingClub (LC) 30-day option implied volatility is at 51; compared to its 52-week range of 41 to 94 on active option volume of 18K contracts.

GEO Group (GEO) 30-day option implied volatility is at 68; compared to its 52-week range of 42 to 125 on 10K contracts of January 8 puts.

GAP (GAP) 30-day option implied volatility is at 57; compared to its 52-week range of 33 to 93 on active option volume of August calls and puts.

Options with decreasing option implied volatility: BYON WGS QS BULL CIFR TDOC LUNR DECK WU FTAI WEN NXT EW GGLL ETSY SPOT MBLY UNH INTC
Increasing unusual option volume: SMCY REPL ROIV PARA CRDF OPEN CWH PAGP LC CP CHRW GERN WGO PGEN CPER QRVO JBS TE UPXI
Increasing unusual call option volume: REPL PARA IEF PAGP ROIV CHW
Increasing unusual put option volume: OPEN REPL CARR AAOI GPRO VFC HOG HBAN
Popular stocks with increasing volume: SOFI AMD UNH SMCI PLTR PCG HOOD HIMS NVO MSTR
Active options: NVDA TSLA SOFI AMD MARA AAPL UNH SMCI PARA OPEN GOOG GOOGL META PLTR PCG HOOD RGTI MSFT HIMS NVO MSTR
Global S&P Futures up in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $69.90, natural gas down 1%, gold at $3362