Pre-Market IV Report August 28, 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: VERA CLYM VERA BHF SRPT ESTC S BCRX GME SHOE IBRX WDAY MGPI DAR IEP AS HYG CZR
Stocks expected to have increasing option volume: MRVL WDAY PD GAP IREN S AFRM ULTA RBRK ADSK FOX FOXA MRNA ESI SOLS
Straddle prices into quarter results and outlook
Dell Technologies (DELL) September 4 weekly 472 straddle priced for a move of 13%. Call put ratio 1 call to 1.3 puts into the expected release of quarter results after the bell on September 1.
Palo Alto Networks (PANW) September 4 weekly 382.50 straddle priced for a move of 13%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on September 1.
Broadcom (AVGO) September 4 weekly 370 straddle priced for a move of 8%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on September 2.
Snowflake (SNOW) September 4 weekly 330 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 on September 2.
Movers
Fox Corporation (FOX) 30-day option implied volatility is at 31; compared to its 52-week of 24 to 45 with a focus on October 60 calls.
Fox Corporation (FOXA) 30-day option implied volatility is at 31; compared to its 52-week of 23 to 45. Call put ratio 1 call to 3.1 puts with a focus on September 65 puts.
TETRA Technologies (TTI) 30-day option implied volatility is at 60; compared to its 52-week of 41 to 86. Call put ratio 2 calls to 1 put with a focus on September 7 calls and March 7 puts.
Lucid Group (LCID) 30-day option implied volatility is at 89; compared to its 52-week of 74 to 169. Call put ratio 7.4 calls to 1 put with a focus on September 4 weekly 5.5 calls, October 9 calls and January 15 calls as share price up 4.4%.
AvePoint, Inc (AVPT) 30-day option implied volatility is at 43; compared to its 52-week of 36 to 64. Call put ratio 9.2 calls to 1 put with a focus on 2400 contracts of April 17 calls as share price up 8%.
Darling Ingredients (DAR) 30-day option implied volatility is at 45; compared to its 52-week of 36 to 68. Call put ratio 1 call to 1.3 puts with a focus on September 60 puts and January 72.50 calls.
Options with decreasing option implied volatility: MRNA SNDQ BYND MESO P KSS NTNX OKTA SMTC ANF BBWI ROST DG INTU DLTR HPQ BBY PCG VEEV
Increasing unusual option volume: WSC URBN PCG EXEL DKS HRL NVD QFIN PUMP NEE
Increasing unusual call option volume: PCG WSC DKS GXO NEE PUMP NVD CG QFIN OKTA HONA GAP AS
Increasing unusual put option volume: HRL PAGP URBN S ESTC DKS NMAX ANF RBRK SPYM HBAN FROG GAP EIX
Popular stocks with increasing option volume: MSTR PLTR PCG SPCX MU INTC CRM SOFI PBR CRWD AMD MRVL
Active options: NVDA TSLA AAPL MSTR PLTR PCG SPCX MU INTC CRM AMZN META SOFI PBR CRWD AMD MRVL IREN BMNR
Global S&P Futures mixed in premarket, Nikkei mixed, Germany mixed, WTI Crude oil recently at $83.30, natural gas mixed, gold at $4657
