Pre-Market IV Report August 6, 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: NN PCG PTRN LABD VERA THRM UGL CLBK AVBC IAU EMB
Stocks expected to have increasing option volume: SPCX SNDK WDC SKHY MU APP DASH PSX DDOG FSLY XYZ EBAY JOBY SOUN COP NET ABNB KVUE CELH SG FUBO ELF EXPE Z ZG AXON DUOL DASH HONA HLF CLOV SOLV MSI
Movers
SpaceX (SPCX) 30-day call option implied volatility is 93; compared to its 52-week range of 71 to 116. Call put ratio 1 call to 1.1 puts after first quarterly report.
Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 48; compared to its 52-week range of 30 to 60. Call put ratio 1.1 calls to 1 put as gold at $4340.
Option IV into quarter results and outlook
Airbnb (ABNB) August 7 weekly 152.50 straddle priced for a move of 8%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.
Datadog, Inc. (DDOG) August 7 weekly 282.50 straddle priced for a move of 15%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results today before the bell.
Cloudflare (NET) August 7 weekly 292 straddle priced for a move of 8%. Call put ratio 1 call to 2.7 put into the expected release of quarter results after the bell on August 6.
Rocket Companies (RKT) August 7 weekly 14 straddle priced for a move of 9.5%. put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on August 6.
Atlassian (TEAM) August 7 weekly 113 straddle priced for a move of 13%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.
Twilio (TWLO) August 7 weekly 192.50 straddle priced for a move of 14%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results today after the bell.
Celsius Holdings Inc. (CELH) August 7 weekly 29 straddle priced for a move of 14%. Call put ratio 2.5 calls to 1 put into the expected release of quarter results on August 6.
Lyft (LYFT) August 7 weekly 16.50 straddle priced for a move of 14%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on August 6.
Movers
Hinge Health (HNGE) 30-day call option implied volatility is 58; compared to its 52-week range of 49 to 112. Call put ratio 1 call to 1 put as share price up 2.3%.
Wynn Resorts Ltd (WYNN) 30-day call option implied volatility is 34; compared to its 52-week range of29 to 54. Call put ratio 5.7 calls to 1 put with a focus on a spreader of 16500 contracts of September 90 calls and 18K contracts of December 90 calls.
Gran Tierra Energy (GTE) 30-day call option implied volatility is 79; compared to its 52-week range of 34 to 98. Call put ratio 3.4 calls to 1 put with a focus on August 15 calls and November 10 calls as share price up.
Chime Financial (CHYM) 30-day call option implied volatility is 73; compared to its 52-week range of 49 to 131. Call put ratio 1.2 calls to 1 put as share price up 3.4%.
Rambus (RMBS) 30-day call option implied volatility is 89; compared to its 52-week range of 40 to 111 with a focus on 5K contracts of August 100 puts.
Options with decreasing option implied volatility: SPCH REPL PGEN PTIR APPS SIMO UVIX TMDX AMBA SNAP MSFU METU FTNT COUR UCO NWL AMZU COMP CVNA RBLX RDDT PLTR WHR RIVN SFM EK ZETA CROX FMC DT LUMN TOST SHOP TDOC SHOP SHAK SRAD CPRI W DIS XND NDX PRU BUD ORLY MGM CI SBUX IP NVO BUD SONY AMZN MSFT META CPNG
Increasing unusual option volume: PRGO DVA CE BLMN TDC PODD EYPT GERN EXEL
Increasing unusual call option volume: CE DVA GXO GERN DLL CC TDC INDA EWG PLUT WYNN
Increasing unusual put option volume: VTRS KD MDLN PAA FLUT MDY EQX XLP SHW CYHM
Popular stocks with increasing option volume: MU INTC PLTR NFLX UBER SOFI MSTR AVGO SHOP
Active options: NVDA SPCX TSLA AAPL AMD AMZN GOOGL MU INTC PLTR META NFLX GOOG UBER SOFI MSTR AVGO SHOP ZETA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $75.82, natural gas mixed, gold at $4340
