Pre-Market IV Report August 26, 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: SLS PURR ETHU MRNA NVAX CRSP ATAI UUP BYND NTLA REAL BHF BEAM LAPD IMPP MNRO UNG KURA BOIL IVR VOD WBD EMB
Stocks expected to have increasing option volume: NVDA CRWD CRM JOYY BOX HEI INTU DLTR DG ZM BOX INTU SNPS VEEV A WSM OKTA P KSS PLAB URBN ANF DCI NTNX SMTC
Option IV for Social Media Stocks
Meta Platforms (META) 30-day option implied volatility is at 35; compared to its 52-week range of 24 to 57. Call put ratio 2.9 calls to 1 put with a focus on September calls.
Snap (SNAP) 30-day option implied volatility is at 57; compared to its 52-week range of 42 to 107. Call put ratio 8.6 calls to 1 put with a focus on August 28 weekly calls.
Alphabet (GOOG) 30-day option implied volatility is at 28; compared to its 52-week range of 25 to 44. Call put ratio 1.9 calls to 1 put.
Pinterest (PINS) 30-day option implied volatility is at 42; compared to its 52-week range of 33 to 82. Call put ratio 1.9 calls to 1 put.
Match Group (MTCH) 30-day option implied volatility is at 29; compared to its 52-week range of 26 to 53 with a focus on a spreader of September 40 and 45 calls.
Yelp (YELP) 30-day option implied volatility is at 41; compared to its 52-week range of 26 to 72.
Roblox (RBLX) 30-day option implied volatility is at 58; compared to its 52-week range of 46 to 98. Call put ratio 3.1 calls to 1 put with a focus on September 47.50 calls.
Reddit (RDDT) 30-day option implied volatility is at 58; compared to its 52-week range of 54 to 98 with a focus on August 28 weekly 180 calls.
Straddle prices into quarter results and outlook
NVIDIA (NVDA) August 28 weekly 212.50 straddle priced for a move of 7.5%. Call put ratio 2.6 calls to 1 put into the expected release of quarter results today after the bell.
CrowdStrike Holdings Inc. (CRWD) August 28 weekly 185 straddle priced for a move of 8.5%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.
Salesforce (CRM) August 28 weekly 205 straddle priced for a move of 8.5%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.
Williams-Sonoma (WSM) September 235 straddle priced for a move of 12%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.
Okta, Inc. (OKTA) August 28 weekly 131 straddle priced for a move of 14%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results today after the bell.
Workday (WDAY) August 28 weekly 195 straddle priced for a move of 10%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on August 27.
Dollar Tree (DLTR) August 28 weekly 135 straddle priced for a move of 10%. Call put ratio 1 call to 1.7 puts into the expected release of quarter results before the bell on August 27.
Dollar General (DG) August 28 weekly 123 straddle priced for a move of 9%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on August 27.
Movers
AMD (AMD) 30-day option implied volatility is at 54; compared to its 52-week of 39 to 89. Call put ratio 1.3 calls to 1 put as share price up 5%.
Bank of Nova Scotia (BNS) 30-day option implied volatility is at 19; compared to its 52-week of 12 to 25 with a focus on 1500 contracts of September 90 calls as share price up 7.4%.
Energizer Holdings (ENR) 30-day option implied volatility is at 38; compared to its 52-week of 25 to 61 with a focus on 3K contracts of November 25 calls.
Gartner, Inc. (IT) 30-day option implied volatility is at 49; compared to its 52-week of 33 to 77 with a focus on September 190 puts as share price down 2.9%.
Vera Therapeutics Inc. (VERA) 30-day option implied volatility is at 78; compared to its 52-week of 63 to 150 with a focus on a spreader of 6430 contracts of September 35 and 45 calls as share price up 3.1%.
Avita Medical Limited (RCEL) 30-day option implied volatility is at 70; compared to its 52-week of 58 to 133 with a focus on 1600 contracts of October 15 calls as share price up 6.4%.
Stryker (SYK) 30-day option implied volatility is at 29; compared to its 52-week of 18 to 40 with a focus on 1900 contracts of September 340 calls.
Options with decreasing option implied volatility: ABTC SNDQ MESO AAP BILL EL ROST TGT ADI PDD WMT TJX STRC
Increasing unusual option volume: DKS VERA CRON BBWI AS ARDX VSTM ENR MAIN EWZ XE
Increasing unusual call option volume: DKS VERA CRON VSTM AS EWZ XE DLO EYPT USAS DY KURA REAL
Increasing unusual put option volume: DKS BBWI UAA MAIN IHI KSS ATI CG ALLY STWD DLR URBN ANF WSM
Popular stocks with increasing option volume: SPCX INTC MU PLTR MSTR SOFI NFLX SMCI MRNA HOOD AVGO WMT
Active options: TSLA NVDA AAPL SPCX AMZN INTC MU AMD PLTR MSTR META SOFI NFLX SMCI MRNA HOOD MSFT AVGO GOOGL WMT
Global S&P Futures mixed in premarket, Nikkei mixed, Germany mixed, WTI Crude oil recently at $80.36, natural gas mixed, gold at $4694
