Pre-Market IV Report August 3, 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: VCX PCG TMF IMCR TZA BITX IEP WBD TBT AES
Stocks expected to have increasing option volume: BMY AZN MRK GILD MRNA PFE AMGN PLTR MAR AMD CAT MRK MCD REPL
Movers before the bell
AstraZeneca (AZN) 30-day call option implied volatility is 27; compared to its 52-week range of 20 to 42. Call put ratio 1.7 calls to 1 put into report of Bristol Myers (BMY) merger talks
Bristol Myers (BMY) 30-day call option implied volatility is 30; compared to its 52-week range of 22 to 41. Call put ratio 1 call to 1.5 puts into report of merger talks with AstraZeneca (AZN).
Ishares Msci Japan Etf (EWJ) 30-day call option implied volatility is 24; compared to its 52-week range of 15 to 37. Call put ratio 2.3 calls to 1 put amid Yen movement.
Straddle price into quarter results and outlook
Palantir (PLTR) August 7 weekly 123 straddle priced for a move of 12%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results today after the bell.
Snap (SNAP) August 7 weekly 4.5 straddle priced for a move of 18%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results today after the bell.
SpaceX (SPCX) August 7 weekly 108 straddle priced for a move of 17%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on August 4.
AMD (AMD) August 5 weekly 475 straddle priced for a move of 11%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on August 4.
Caterpillar (CAT) August 7 weekly 815 straddle priced for a move of 8%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on August 4.
Merck (MRK) August 7 weekly 130 straddle priced for a move of 5.5%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on August 4.
Amgen (AMGN) August 7 weekly 385 straddle priced for a move of 5%. Call put ratio 2.4 calls to 1 put into the expected release of quarter results after the bell on August 4.
McDonald’s (MCD) August 7 weekly 270 straddle priced for a move of 4%. Call put ratio 4 calls to 1 put into the expected release of quarter results before the bell on August 4.
Gilead Sciences (GILD) August 7 weekly 130 straddle priced for a move of 7%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on August 4.
Pfizer (PFE) August 7 weekly 25 straddle priced for a move of 4%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell on August 4.
Options with decreasing option implied volatility: REPL BE METU MSFU NWL FTNT COUR LMND AMZU AMBA PGY CMG CROX VFC SFM RDDT PYPL GNRC SOFI BAX HUM BSX MSFT META TEVA CTSH TCOM AMZN SBUX JCI BUD WBD VOD CZR
Increasing unusual option volume: TAL DLLL RSI BHC AGRO TIGO WU PTEN REPL
Increasing unusual call option volume: BHC AGRO KORU RSI WU PTEN SIRI OHI EA
Increasing unusual put option volume: GDDY CAPR CHYM REPL TROW DKS EIX CSX EQIX HTZ
Popular stocks with increasing option volume: MU SPCX INTC MSTR PLTR SOFI COIN SNDK ORCL NFLX
Active options: NVDA TSLA AMZN AAPL MU MSFT SPCX GOOGL INTC MSTR AMD META IREN PLTR GOOG SOFI COIN SNDK ORCL NFLX
Global S&P Futures up in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $79.80, natural gas mixed, gold at $4114
