Pre-Market IV Report August 11, 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: GAU CZR CLMT CGC AMTX JMIA EFXT DBX TTWO AMLX ASTL OSG EVH CRBP LCTX EWTX DNLI CLNE DNOW DDOG GRPN LFST APPN WPM WRBY LEG GENI REAL PAR NG MNR MUX FOUR BKSY ATI APYX ED AGEN GMED
Stocks expected to have increasing option volume: CRWV RKLB PLUG SPG B ACHR ONON VG SMCI CSCO NBIS CAVA FLY RIOT ASTS NVDA NUS HIMS RPD SPG ACHR QUBT CELH OKRA GPRO UPWK P BW SOC
Straddle price into quarter results and outlook
CoreWeave (CRWV) August 14 weekly 88 straddle priced for a move of 16%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.
Super Micro Computer (SMCI) August 14 weekly 31.50 straddle priced for a move of 16%. Call put ratio 2.4 calls to 1 put into the expected release of quarter results today after the bell.
CAVA Group (CAVA) August 14 weekly 62 straddle priced for a move of 14%. Call put ratio 1 call to 1.3 puts into the expected release of quarter results today after the bell.
Firefly Aerospace (FLY) August 14 weekly 26 straddle priced for a move of 16%. Call put ratio 2.9 calls to 1 put into the expected release of quarter results today.
Cisco Systems (CSCO) August 14 weekly 123 straddle priced for a move of 8%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results on August 12.
Nebius Group (NBIS) August 14 weekly 185 straddle priced for a move of 15%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell August 12.
Cerebras Systems (CBRS) August 14 weekly 230 straddle priced for a move of 15%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell August 12.
StubHub (STUB) August 14 weekly 9 straddle priced for a move of 13%. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell August 12.
Applied Materials (AMAT) August 14 weekly 522.50 straddle priced for a move of 8%. Call put ratio 1 call to 1.4 puts into the expected release of quarter results after the bell August 13.
NetEase (NTES) August 135 straddle priced for a move of 12%. Call put ratio 2.3 calls to 1 put into the expected release of quarter results on August 13.
JD.com (JD) August 14 weekly 33.50 straddle priced for a move of 6%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on August 13.
Option IV amid WTI Crude Oil at $84.50
United States Oil Fund (USO) 30-day option implied volatility is at 54; compared to its 52-week of 26 to 128. Call put ratio 1.5 calls to 1 put as WTI Crude oil at $84.50.
United States Natural Gas (UNG) 30-day option implied volatility is at 35; compared to its 52-week of 35 to 101. Call put ratio 4 calls to 1 put with a focus on October 10 and 11 calls as share price near all-time low.
Ferguson plc (FERG) 30-day option implied volatility is at 30; compared to its 52-week of 23 to 45. Call put ratio 5.5 calls to 1 put with a focus on August 260 and September 300 calls as share price up 1.9%.
VNET Group (VNET) 30-day option implied volatility is at 89; compared to its 52-week of 55 to 112. Call put ratio 13.2 calls to 1 put with a focus on August 8 and march 12 calls.
Domino’s Pizza (DPZ) 30-day option implied volatility is at 35; compared to its 52-week of 23 to 49. Call put ratio 1 call to 1 put as share price down 1.4%.
Lloyds Banking Group (LYG) 30-day option implied volatility is at 32; compared to its 52-week of 25 to 57 with a focus on 8100 contracts of October 6 puts.
Trupanion (TRUP) 30-day option implied volatility is at 53; compared to its 52-week of 41 to 75 with a focus on 1700 contracts of August 30 calls as share price up 7.7%.
Royalty Pharma plc (RPRX) 30-day option implied volatility is at 31; compared to its 52-week of 17 to 39 with a focus on 2K contracts of August 60 calls.
Cooper Cos. (COO) 30-day option implied volatility is at 34; compared to its 52-week of 27 to 53. Call put ratio 13.5 calls to 1 put with a focus on February 85 calls.
Options with decreasing option implied volatility: REPL SNDQ KORU APPS SLS FLNC SHAZ AMDL SNAP PZZA MUU SNDK PTIR SPCX SG IONQ MNDY NBIS VIAV ALAB PTON DOCN TWLO KVYO
Increasing unusual option volume: HE SPHR EVTL ICLN BSP XYL BETA ALC WWR
Increasing unusual call option volume: HE BETA WDCX WWR UPWK USAS NNDM HTGC HTZ ICLN
Increasing unusual put option volume: IHI MPT IYR BWA GFI DOCS DFTX MDLN HL ODD CAPR SE ABCL
Popular stocks with increasing option volume: SPCX MU PLTR INTC NFLX ORCL HTZ PFE MSTR
Active options: NVDA TSLA AAPL MSFT SPCX MU PLTR INTC AMZN META AMD GOOGL ACHR NFLX ORCL HTZ SMCI PFE MSTR WULF
Global S&P Futures mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $84.50, natural gas mixed, gold at $4431
