Pre-Market IV Report August 12, 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: IONQ DXYZ JANX BKLN EWZ GLPI VICI SGOV
Stocks expected to have increasing option volume: CSCO CRWV CAVA SMCI LITE SVV ABSI FLY BRCB STUB EAT CBRS JMIA AMAT NTES HRB
Straddle price into quarter results and outlook
Cisco Systems (CSCO) August 14 weekly 120 straddle priced for a move of 8%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today.
Cerebras Systems (CBRS) August 14 weekly 235 straddle priced for a move of 15%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.
StubHub (STUB) August 14 weekly 8 straddle priced for a move of 14%. Call put ratio 5.1 calls to 1 put into the expected release of quarter results today after the bell.
Applied Materials (AMAT) August 14 weekly 525 straddle priced for a move of 11%. Call put ratio 1 call to 2.4 puts into the expected release of quarter results today after the bell.
JD.com (JD) August 14 weekly 32 straddle priced for a move of 6%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on August 13.
Movers
Bancolombia S.a. (CIB) 30-day option implied volatility is at 32; compared to its 52-week of 18 to 57. Call put ratio 7.1 calls to 1 put with a focus on August 105 calls.
Medtronic (MDT) 30-day option implied volatility is at 32; compared to its 52-week of 17 to 35. Call put ratio 11.2 calls to 1 put with a focus on 8165 contracts of September 100 calls.
Viatris Inc (VTRS) 30-day option implied volatility is at 28; compared to its 52-week of 26 to 79 with a focus on a spreader of August 17 and January 15 puts.
Quantum Corporation (QMCO) 30-day option implied volatility is at 119; compared to its 52-week of 109 to 181. Call put ratio 2.5 calls to 1 put on active option volume of August 20 calls.
Crane NXT, Co. (CXT) 30-day option implied volatility is at 38; compared to its 52-week of 25 to 53 with a focus on March 70 calls.
Aramark Services (ARMK) 30-day option implied volatility is at 22; compared to its 52-week of 22 to 40. Call put ratio 6.3 calls to 1 put with a focus on August 65 calls.
Options with decreasing option implied volatility: REPL NBIX AAOX NEBX KORU APPS RAM FLNC MUU AMDL ASTX PGEN OUST FIG FCEL CEVA ZETA AKAM TWLO SG FCEL RUN FIG FIVN FSLY APP U LYFT ETSY SOUN BROS METC AXON FSLR SE SHAK UPST HUBS
Increasing unusual option volume: QGEN CODI ALLY BIRK HTZ XME DVA AB BTSG UPWK GLBE
Increasing unusual call option volume: ALLY QGEN DVA HTZ XME ARMK CLX RITM KPTI UPWK GLBE
Increasing unusual put option volume: VTRS BIRK XME FLG HTZ BW STWD HL RXRX MPT CSGP
Popular stocks with increasing option volume: SPCX MU PLTR INTC HTZ ORCL MSTR NFLX RKLB SMCI
Active options: NVDA TSLA SPCX MU PLTR META AAPL INTC AMZN HTZ GOOGL MSFT RIOT AMD ORCL MSTR NFLX RKLB SMCI ACHR
Global S&P Futures mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $83, natural gas mixed, gold at $4470
