Pre-Market IV Report August 4, 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: GME PCG VCX IONQ VSAT PZZA WGS ELVN NN WIX DOCS DQ ZVRA MRCY SNAP FSLR DELL EXK GT CZR ROKU ABT UNM MDT SYY BAX MDT INGR BBIO FLUT FLYW ACAD ZTS SHOE AXSM AZN
Stocks expected to have increasing option volume: SPCX AMD CAT MRK AMD MCD GILD BKNG PFE ANET SNDK WDC MU SKHY PLTR CLX VRTX ON FANG TKO PFE AMGN AMD CAT MRK MCD REPL SNAP WHR DDD CRSP
Straddle price into quarter results and outlook
SpaceX (SPCX) August 7 weekly 115 straddle priced for a move of 16%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.
AMD (AMD) August 5 weekly 475 straddle priced for a move of 11%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.
Eli Lilly & Co. (LLY) August 7 weekly 1120 straddle priced for a move of 7%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on August 5.
Novo Nordisk (NVO) August 7 weekly 47 straddle priced for a move of 7.5%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell on August 5.
Walt Disney (DIS) August 7 weekly 98 straddle priced for a move of 7%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell on August 5.
Shopify (SHOP) August 7 weekly 117 straddle priced for a move of 12%. Call put ratio 1 calls to 1.1 puts into the expected release of quarter results before the bell on August 5.
Western Digital (WDC) August 7 weekly 527.50 straddle priced for a move of 15%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on August 5.
Sandisk (SNDK) August 7 weekly 1290 straddle priced for a move of 15%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on August 5.
Uber (UBER) August 7 weekly 72 straddle priced for a move of 8%. Call put ratio 2.6 calls to 1 put into the expected release of quarter results before the bell on August 5.
Movers
Solaris Energy Infrastructure (SEI) 30-day option implied volatility is at 111; compared to its 52-week of 59 to 130. Call put ratio 3.1 calls to 1 put with a focus on August calls as share price up.
CNH Industrial (CNH) 30-day option implied volatility is at 35; compared to its 52-week of 21 to 66. Call put ratio 1.6 calls to 1 put with a focus on August 10 puts and August 12.calls.
Doximity, Inc. (DOCS) 30-day option implied volatility is at 103; compared to its 52-week of 31 to 127. Call put ratio 5 calls to 1 put with a focus on 6800 contracts of August 22.50 calls as share price up.
eBay (EBAY) 30-day option implied volatility is at 46; compared to its 52-week of 20 to 55. Call put ratio 1 call to 1.1 puts.
Primo Brands Corp (PRMB) 30-day option implied volatility is at 54; compared to its 52-week of 30 to 75 with a focus on 3500 contracts of August 21 puts.
The Hartford (HIG) 30-day option implied volatility is at 24; compared to its 52-week of 16 to 27 with a focus on 14K contracts of December 160 calls.
ViaSat (VSAT) 30-day option implied volatility is at 116; compared to its 52-week of 66 to 105. Call put ratio 3.1 calls to 1 put with a focus on 2700 contracts of August 105 calls.
Gilat Satellite Networks (GILT) 30-day option implied volatility is at 85; compared to its 52-week of 31 to 101 with a focus on 2K contracts of January 2028 20 calls.
Options with decreasing option implied volatility: REPL BE SIMO MSFU AMBA METU PGY FTNT RBLX CROX TDOC SFM CVNA AMZU RDDT TZA VFC PYPL MSFT SPXS UPS TEVA CDNS BSX AMZN SBUX F VALE SONY CARR BUD CI ORLY KVUE AES
Increasing unusual option volume: RSI REAL QRVO HNRG GXO TNDM IMAX PCG AZN AME BLMN
Increasing unusual call option volume: PCG QRVO GXO HNRG AZN REAL UNM AME BHC SIRI UCTT
Increasing unusual put option volume: FISV GXO TMDX COMP OWL VSAT CAPR FLUT WGS GFI BHC AZN
Popular stocks with increasing option volume: MU INTC SPCX ORCL SOFI PLTR AMD CRWV IREN GME FISV NKE
Active options: NVDA TSLA AAPL AMZN MSFT MU META GOOGL INTC SPCX ORCL SOFI PLTR AMD CRWV IREN GME FISV GOOG NKE
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $81.46, natural gas mixed, gold at $4114
