Pre-Market IV Report August 27, 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: BWET VERA ACI SRAD WEAT DB YELP RJF SPDN
Stocks expected to have increasing option volume: NVDA CRWD CRM NOW WDAY P S DLTR DG SNPS A OKTA PLAB URBN NTNX WEN MRVL
Movement
Marvell Technology (MRVL) August 28 weekly call option implied volatility is at 176, September is at 84; compared to its 52-week range of 43 to 111. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.
Apple (AAPL) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 33. Call put ratio 1.8 calls 1 put into hosting a special event on September 9.
Straddle prices into quarter results and outlook
Marvell Technology (MRVL) August 28 weekly 245 straddle priced for a move of 10%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.
Affirm Holdings (AFRM) August 28 weekly 76 straddle priced for a move of 13%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.
Workday (WDAY) August 28 weekly 195 straddle priced for a move of 8.5%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on August 27.
Movers
Abercrombie & Fitch (ANF) 30-day option implied volatility is at 55; compared to its 52-week of 42 to 81. Call put ratio 1 call to 1.2 puts on 82K contracts as share price up 35%.
Ishares S&p Software Index Fund (IGV) 30-day option implied volatility is at 31; compared to its 52-week of 20 to 45. Call put ratio 1 call to 1.8 puts amid price movement.
Wendy’s (WEN) 30-day option implied volatility is at 44; compared to its 52-week of 35 to 141. Call put ratio 3.7 calls to 1 put with a focus on September 9 calls into share price lower before the bell.
Fervo Energy (FRVO) 30-day option implied volatility is at 93; compared to its 52-week of 87 to 133 with a focus on a spreader of 5K contracts of October 15 and January 20 calls as share price down 6.6%.
BioLife Solutions (BLFS) 30-day option implied volatility is at 36; compared to its 52-week of 30 to 107 with a focus on 2600 contracts of September 40 puts.
Blackstone (BX) 30-day option implied volatility is at 35; compared to its 52-week of 27 to 55 with a focus on 26500 contracts of November 155 puts trade at $17.55.
Options with decreasing option implied volatility: MRNA SNDQ BILL MESO AAP KSS INTU ANF ROST ZM WMT PDD ATAI STRC
Increasing unusual option volume: CG DKS IMPP ANF CCCC BHVN URBN
Increasing unusual call option volume: DKS CG IMPP CCCC HONA VERA ANF BHVN TENB
Increasing unusual put option volume: CG DKS ANF HRL RARE URBN NVAX
Popular stocks with increasing option volume: INTC MU AMD PLTR MSTR SOFI AVGO ORCL IREN NKE CG NFLX
Active options: TSLA META NVDA AAPL INTC AMZN MSFT MU SPCX GOOGL AMD PLTR MSTR SOFI AVGO ORCL IREN NKE CG NFLX
Global S&P Futures mixed in premarket, Nikkei mixed, Germany mixed, WTI Crude oil recently at $82.30, natural gas mixed, gold at $4633
