Pre-Market IV Report July 7, 2026

Pre-Market IV Report July 7, 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: REPL BBBY FTNT ELF DUOL TTD CAR AXON LYFT TWLO PINS BSX WEAT PYPL CI DIS CAPR FRMM TENX HQ ANNX INOD NN ALAB BIOA WYFI UPST AKAM CELH TTD LYFT CAR CG GDDY HL SPCX PTON RPD TEAM TENB DJT FRPT SHAK BVS

Stocks expected to have increasing option volume: MU SNDK WDC INTC VRTX CRNX RIVN WMT ACI KR COST

Movers

Micron Technology (MU) 30-day option implied volatility is at 101; compared to its 52-week range of 39 to 108. Call put ratio 1 call to 1 put.

Western Digital (WDC) 30-day option implied volatility is at 110; compared to its 52-week range of 33 to 110. Call put ratio 1 call to 2 puts.

Sandisk (SNDK) 30-day option implied volatility is at 134; compared to its 52-week range of 44 to 135. Call put ratio 1 call to 1.1 puts.

Dataram (DRAM) 30-day option implied volatility is at 100; compared to its 52-week range of 58 to 103. Call put ratio 2.2 calls to 1 put on active option volume of 270K contracts.

Roundhill T-Rex 2X Long Dram Daily (RAM) 30-day option implied volatility is at 194; compared to its 52-week range of 183 to 203. Call put ratio 2.5 calls to 1 put with a focus on July calls and puts as share price up 15%.

Movement

Oracle (ORCL) 30-day option implied volatility is at 60; compared to its 52-week range of 31 to 85. Call put ratio 2.8 calls to 1 put as share price up 2.7%.

Rivian Automotive (RIVN) 30-day option implied volatility is at 82; compared to its 52-week range of 46 to 85. Call put ratio 2.2 calls to 1 puts into announcing 75M share equity offering.

Vertex Pharma (VRTX) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 47. Call put ratio 1 call to 1.8 puts into acquiring Crinetics (CNTX) for $85 per share in cash.

Crinetics Pharmaceuticals, Inc. (CRNX) 30-day option implied volatility is at 66; compared to its 52-week range of 42 to 92. Call put ratio 13.7 calls to 1 put into Vertex Pharmaceuticals Incorporated (VRTX) acquiring CRNX.

Hertz Global (HTZ) 30-day option implied volatility is at 119; compared to its 52-week range of 67 to 131. Call put ratio 2 calls to 1 put.

Beverage option IV

Constellation Brands (STZ) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 41. Call put ratio 1 call to 1.1 puts as share price down.

Anheuser-Busch InBev (BUD) 30-day option implied volatility is at 31; compared to its 52-week range of 17 to 35. Call put ratio 5.2 calls to 1 put with a focus on August 85 calls as share price down.

Boston Beer Co. (SAM) 30-day option implied volatility is at 50; compared to its 52-week range of 30 to 52. Call put ratio 2.2 calls to 1 put as share price down.

Diageo plc (DEO) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 38. Call put ratio 1 call to 2.4 puts with a focus on July 80 puts as share price down.

Brown-Forman Corporation (BF.A) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 52. Call put ratio 3 calls to 1 put with a focus on September 30 calls as share price down.

MGP Ingredients (MGPI) 30-day option implied volatility is at 48; compared to its 52-week range of 34 to 58. Call put ratio 4 calls to 1 put as share price down.

Exchange option IV

CME Group (CME) 30-day option implied volatility is at 35; compared to its 52-week range of 16 to 35. Call put ratio 2 calls to 1 put with a focus on September 230 calls.

Cboe Global Markets (CBOE) 30-day option implied volatility is at 42; compared to its 52-week range of 18 to 44. Call put ratio 3.3 calls to 1 put with a focus on January 540 calls.

Intercontinental Exchange (ICE) 30-day option implied volatility is at 36; compared to its 52-week range of 17 to 36. Call put ratio 1 call to 1 put with a focus on July 10 weekly puts.

NASDAQ (NDAQ) 30-day option implied volatility is at 34; compared to its 52-week range of 17 to 35. Call put ratio 1 call to 2.4 puts with a focus on August 80 puts.

Volume

T-Mobile (TMUS) 30-day option implied volatility is at 39; compared to its 52-week range of 19 to 40. Call put ratio 2.8 calls to 1 put with a focus on July 195 calls.

Okta, Inc. (OKTA) 30-day option implied volatility is at 61; compared to its 52-week range of 30 to 79. Call put ratio 1.2 calls to 1 put as share price up 4.1%.

Chubb Corp. (CB) 30-day option implied volatility is at 23; compared to its 52-week range of 14 to 27. Call put ratio 1 call to 1 put as share price down 1.3%.

Ross Stores (ROST) 30-day option implied volatility is at 29; compared to its 52-week range of 17 to 39 with a focus on 5700 contracts of August 185 puts.

J.B. Hunt Transport Services (JBHT) 30-day option implied volatility is at 46; compared to its 52-week range of 26 to 52. Call put ratio 1.7 calls to 1 put as share price down 2.5%.

Bioventus (BVS) 30-day option implied volatility is at 68; compared to its 52-week range of 49 to 98 with a focus on 14497 contracts of July 12.50 calls.

StepStone Group (STEP) 30-day option implied volatility is at 64; compared to its 52-week range of 29 to 69 with a focus on 2900 contracts of July 60 calls as share price up 5.6%.

Jackson Financial Inc. (JXN) 30-day option implied volatility is at 41; compared to its 52-week range of 26 to 51 with a focus on 1600 contracts of July 155 calls as share price up 5.6%.

Western Union (WU) 30-day option implied volatility is at 36; compared to its 52-week range of 25 to 63 with a focus on 9400 contracts of January 10 calls.

Criteo S.A. (CRTO) 30-day option implied volatility is at 69; compared to its 52-week range of 43 to 70. Call put ratio 6.5 calls to 1 put with a focus on July 22.50 and 25 calls as share price up 22%.

Options with decreasing option implied volatility: ABVX ABTC IRDM NKE UPRO CANE SSO SPYI
Increasing unusual option volume: OPRA UNM PEW VERA VRNS GETY SOLS JACK
Increasing unusual call option volume: PEW OPRA VERA JACK IMVT XP LRN STRC DOMO EIX
Increasing unusual put option volume: SOLS BWA BRUN CG RF BXSL FPS SATL EXE
Popular stocks with increasing option volume: SPCX INTC MU SOFI PLTR AVGO MSTR WULF NFLX HOOD
Active options: TSLA NVDA AAPL AMZN SPCX MSFT INTC MU META SOFI PLTR AMD IREN GOOGL AVGO MSTR WULF NFLX BMNR HOOD
Global S&P Futures mixed in premarket, Nikkei down 2%, DAX mixed, WTI Crude oil recently at $69.24, natural gas mixed, gold at $4138