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Options Market Note

July 21, 2026: implied volatility runs elevated, topped by SHOP

By Dennis Bosmans · Updated July 21, 2026 · 2 min read · Risk disclaimer

Our automated end-of-session scan surfaced 12 defined-risk setups across 11 names. The average modelled probability of profit was 52%, with implied volatility averaging 41.5% across the list.

See today’s live scan

Market posture

The session leaned bearish: more of the setups the scan kept were built to profit if their underlyings weaken — bear call credit spreads and similar. A bearish tilt means the day’s best-scored defined-risk trades were positioned for downside or for a stall, not for a rally.

Where the volatility is

Implied volatility — the price the market puts on future movement — was richest in SHOP (73.5%), SOFI (67.1%), SNOW (62.5%). Those are the names where option premium is most inflated, so premium-selling is best paid there, but also where a surprise hurts the most. Fat premium ahead of a catalyst is exactly the "buy the rumor, sell the news" setup: the price is high because the market is bracing for a move.

Setups from the scan

The highest-scoring defined-risk setups from the scan (educational examples, not recommendations):

This note is generated from an automated end-of-session options scan and is educational market commentary — not investment advice or a recommendation to trade. Modelled probabilities and premiums are estimates; real fills and outcomes differ. Options involve substantial risk. Privacy Policy · Terms & Conditions.