Pre-Market IV Report July 8, 2025

Pre-Market IV Report July 8, 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: SMMT GRPN UPST CIFR WGS SNAP SG OSCR SOUN SYM NET U BROS LYFT TTD ELF CDE RBLX CVNA PINS TMDX TWLO RKT SOFI APP TEAM MGNI FTNT CNC SHOP DOCS DDOG ROKU SPOT TOST UNH DXCM EXPE ETSY CELH DASH GT SHAK DKNG MELI AXON INSM PYPL UPS CVS CPNG DIS CI EA BMY HAS CAT KHC MSFT SKX BKNG META AKAM SBUX AKAM

Stocks expected to have increasing option volume: SPY QQQ RUT IWM DAL UAL AAL LUV JBLU BIIB

Option IV, tariff decisions updated to August 1

Tesla (TSLA) 30-day option implied volatility is at 58; compared to its 52-week range of 46 to 105. Call put ratio 1 call to 1 put.

Freeport-McMoran (FCX) 30-day option implied volatility is at 39; compared to its 52-week range of 32 to 83. Call put ratio 2.9 calls to 1 put amid copper rally.

Nike (NKE) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 78. Call put ratio 1 call to 1.4 puts amid recent rally.

Sony (SONY) 30-day option implied volatility is at 34; compared to its 52-week range of 31 to 57. Call put ratio 1.2 calls to 1 put as share price down.

Toyota Motor (TM) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 51. Call put ratio 1 call to 2.2 puts as share price down.

iShares MSCI Japan ETF (EWJ) 30-day option implied volatility is at 20; compared to its 52-week range of 14 to 40. Call put ratio 1 call to 35 puts with a focus on July 65 puts as share price down 2.6%.

Movement

Alibaba (BABA) 30-day option implied volatility is at 35; compared to its 52-week range of 27 to 73. Call put ratio 2.6 calls to 1 put.

JD.com (JD) 30-day option implied volatility is at 37; compared to its 52-week range of 34 to 80. Call put ratio 4.2 calls to 1 put.

Salesforce (CRM) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 58. Call put ratio 1.8 calls to 1 put.

Adobe Systems (ADBE) 30-day option implied volatility is at 26; compared to its 52-week range of 23 to 50. Call put ratio 1 call to 1.4 puts.

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 41. Call put ratio 1 call to 1.2 puts on active option volume of 184K contracts.

MGM Resorts (MGM) 30-day option implied volatility is at 45; compared to its 52-week range of 27 to 81.

iShares Nasdaq Biotechnology (IBB) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 46. Call put ratio 1 call to 1.7 puts.

Phibro Animal Health (PAHC) 30-day option implied volatility is at 43; compared to its 52-week range of 35 to 116. Call put ratio 8.7 calls to 1 put.

Public Service Enterprise (PEG) 30-day option implied volatility is at 17; compared to its 52-week range of 14 to 40. Call put ratio 2.3 calls to 1 put as share price up.

Carvana (CVNA) 30-day option implied volatility is at 74; compared to its 52-week range of 41 to 126. Call put ratio 1 call to 1 put as share price up.

MP Materials (MP) 30-day option implied volatility is at 80; compared to its 52-week range of 44 to 90. Call put ratio 2.2 calls to 1 put as share price down.

TPG (TPG) 30-day option implied volatility is at 42; compared to its 52-week range of 28 to 77 with a focus on August 40 and November 42.50 puts.

Ingersoll-Rand (IR) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 63 with a focus on July 85 and August 90 calls.

Alignment Healthcare Inc. (ALHC) 30-day option implied volatility is at 62; compared to its 52-week range of 43 to 110 with a focus on 5K contracts of August 15 calls.

Pentair (PNR) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 52 with a focus on a spreader of July and August 100 calls.

Straddle prices into quarter results

Delta (DAL) July 50 weekly straddle priced for movement of 7.5% into the expected release of quarter results before the bell on July 10

Options with decreasing option implied volatility: RUN CORZ CRCL STZ
Increasing unusual option volume: WNS MUB BTBT SHLS TRIP STEM CNC
Increasing unusual call option volume: BTBT TRIP DT AVAV KOS AMPX STEM DK
Increasing unusual put option volume: NOK BCS SOC HLF SYM TEVA PCG TRIP XRX
Popular stocks with increasing volume: SOFI AMD MSTR WOLF HOOD UBER CRCL BAC GME SMCI
Active options: TSLA NVDA AAPL PLTR CORZ SOFI AMD MSTR WOLF HOOD UBER MARA GOOGL META CRCL BAC GME SMCI SOUN
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $67.60, natural gas mixed, gold at $3343