Pre-Market IV Report August 19, 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: ABTC VICI VSTM SNDQ OLMA VRNA HBAN TLN APPX VIRT KURA LZB EQPT CCC UGI CANE PRMB WBD
Stocks expected to have increasing option volume: LOW TGT ADI RDDT TJX EL DE WMT TOL PONY WYFI LZB
BILL BULL BABA ROST WOLF COTY BJ
Straddle price into quarter results and outlook
Walmart (WMT) August 115 straddle priced for a move of 5%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on August 20.
Alibaba (BABA) August 130 straddle priced for a move of 7.5%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on August 20.
Deere & Co. (DE) August 590 straddle priced for a move of 6.5%. Call put ratio 1 call to 2 puts into the expected release of quarter results before the bell on August 20.
NetEase (NTES) August 125 straddle priced for a move of 7.5%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on August 20.
Ross Stores (ROST) August 235 straddle priced for a move of 8.5%. Call put ratio 1 call to 2.3 puts into the expected release of quarter results after the bell on August 20.
BJ’s Wholesale Club (BJ) August 95 straddle priced for a move of 7.5%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on August 21.
Movers
UGI Corp. (UGI) 30-day option implied volatility is at 27; compared to its 52-week of 14 to 38. Call put ratio 8.5 calls to 1 put as share price up 11.5%.
Amylyx Pharmaceuticals (AMLX) 30-day option implied volatility is at 103; compared to its 52-week of 57 to 262. Call put ratio 1.4 calls to 1 put on 19K contracts compared to its 90-day average of 199 contracts.
Amer Sports (AS) 30-day option implied volatility is at 44; compared to its 52-week of 37 to 27 on option volume of 89K contracts compared to its 90-day average of 1K contracts.
Docusign Inc. (DOCU) 30-day option implied volatility is at 64; compared to its 52-week of 31 to 79 with a focus 15K contracts of August 65 calls.
Klarna Group (KLAR) 30-day option implied volatility is at 55; compared to its 52-week of 56 to 107. Call put ratio 1.3 calls to 1 put on 46K contracts as share price down 21.5%.
ZoomInfo (GTM) 30-day option implied volatility is at 65; compared to its 52-week of 39 to 107 with a focus on 27K contracts of October 2 weekly 3 puts as share price up 3.8%.
TripAdvisor (TRIP) 30-day option implied volatility is at 44; compared to its 52-week of 36 to 73. Call put ratio 1 call to 1.3 puts with a focus on January 13 puts.
LKQ Corporation (LKQ) 30-day option implied volatility is at 33; compared to its 52-week of 25 to 48 with a focus on 1K contracts of August 25 puts.
Vista Oil & Gas, S.A.B. de C.V. (VIST) 30-day option implied volatility is at 44; compared to its 52-week of 40 to 76 with a focus on 1300 contracts of December 85 puts.
EyePoint Pharmaceuticals (EYPT) 30-day option implied volatility is at 108; compared to its 52-week of 59 to 357. Call put ratio 1.4 calls to 1 put as share price up 8.9%.
Dana Incorporated (DAN) 30-day option implied volatility is at 45; compared to its 52-week of 36 to 58. Call put ratio 1 call to 2.7 puts as share price down 2.2%.
Kingsoft Cloud Holdings Limited (KC) 30-day option implied volatility is at 78; compared to its 52-week of 59 to 93. Call put ratio 1 call to 4.7 puts with a focus on 2200 contracts of August 10 puts.
Options with decreasing option implied volatility: SLS WOLF DFTX OMER YSS KLAR JMIA AVEX NN CAVA GDS DLO NMAX ONDS BIRK HSAI SMCI AS VNET PTON XP NU WU IRDM CZR
Increasing unusual option volume: AS CMPX EYPT XLB XEL KC HAS PLNT VWO DUOT
Increasing unusual call option volume: AS CMPX HAS PLNT XP VWO MPC LSCC DUOT KEYS SPYI JETS
Increasing unusual put option volume: BNY XLB BNY WOLF KEYS IREX PAGP VIK IEP TOL FN
Popular stocks with increasing option volume: INTC MU SPCX NFLX PLTR SNDK CRWV AVGO NKE WOLF MSTR
Active options: NVDA TSLA AAPL INTC MU META SPCX AMZN NFLX AMD MSFT PLTR SNDK CRWV AVGO NKE GOOGL WOLF MSTR NBIS
Global S&P Futures mixed in premarket, Nikkei down 3%, DAX mixed, WTI Crude oil recently at $85.70, natural gas mixed, gold at $4411
