Pre-Market IV Report August 31, 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: WEAT ATAI JDST NAMS EXK PALL AS GPRE SAIC SUNB PCG ZVRA GFL SPDN XP DBA SOYB
Stocks expected to have increasing option volume: DELL PANW SNOW AVGO
Straddle prices into quarter results and outlook
Dell Technologies (DELL) September 4 weekly 455 straddle priced for a move of 12.5%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on September 1.
Palo Alto Networks (PANW) September 4 weekly 370 straddle priced for a move of 13%. Call put ratio 1.4 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 calls to 1 put into the expected release of quarter results after the bell on September 2.
Snowflake (SNOW) September 4 weekly 327.50 straddle priced for a move of 13%. Call put ratio 2.6 calls to 1 put into the expected release of quarter results after the bell on September 2.
Option volume movers
Keurig Dr Pepper Inc. (KDP) 30-day option implied volatility is at 24; compared to its 52-week of 20 to 37 with a focus on September 33, April 30 calls and April 34 calls.
Crown Castle (CCI) 30-day option implied volatility is at 28; compared to its 52-week of 22 to 38. Call put ratio 1 call to 1.7 puts on 7K contracts.
Amgen (AMGN) 30-day call option implied volatility is 34; compared to its 52-week range of 21 to 37. Call put ratio 1 call to 1.1 puts.
NewAmsterdam Pharma (NAMS) 30-day option implied volatility is at 89; compared to its 52-week of 58 to 113. Call put ratio 1 call to 1 put on 3900 contracts.
Guardant Health (GH) 30-day option implied volatility is at 53; compared to its 52-week of 45 to 85. Call put ratio 1 call to 6.9 puts with a focus on September 150 and 160 puts.
Aon plc (AON) 30-day option implied volatility is at 23; compared to its 52-week of 18 to 39. Call put ratio 1.9 calls to 1 put.
KKR & Co. (KKR) 30-day option implied volatility is at 36; compared to its 52-week of 29 to 59. Call put ratio 2.4 calls to 1 put.
Options with decreasing option implied volatility: MVLL ESTC MESO GAP P OKTA KSS IREN ANF MRNA SMTC NTNX MRVL AFRM RBRK DLTR ULTA DG VEEV HRL S ADSK ZM BURL BBY CRM VICI STRC
Increasing unusual option volume: ETH FNGR RSI DK GPRE PRMB SOLS GAP
Increasing unusual call option volume: ETH RSI GPRE GAP DKS SIRI PCG INSW KPTI NVD
Increasing unusual put option volume: SOLS GH FAST BNTX PCG BW PALL SPYM ESTC HRL Q
Popular stocks with increasing option volume: MU SPCX MSTR INTC MRVL PLTR SOFI AMD SMCI CRM HOOD
Active options: NVDA TSLA AAPL AMZN MSFT MU SPCX META MSTR IREN INTC MRVL PLTR SOFI GOOGL AMD SMCI CRM MARA HOOD
Global S&P Futures mixed in premarket, Nikkei mixed, Germany mixed, WTI Crude oil recently at $86.30, natural gas mixed, gold at $4486
