Pre-Market IV Report September 1, 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: SHOE DPRO HELE TSLL CADL ABT VISN ARI NKE BEKE RSI EIX ALKS HWM ACI MDT DLB BYD BXSL
Stocks expected to have increasing option volume: DELL PANW SNOW AVGO MDT
Straddle prices into quarter results and outlook
Dell Technologies (DELL) September 4 weekly 455 straddle priced for a move of 10.5%. Call put ratio 1 call to 1.4 puts into the expected release of quarter results today after the bell.
Palo Alto Networks (PANW) September 4 weekly 382.50 straddle priced for a move of 13.5%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.
Broadcom (AVGO) September 4 weekly 370 straddle priced for a move of 7.5%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on September 2.
Snowflake (SNOW) September 4 weekly 332.50 straddle priced for a move of 13%. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on September 2.
Hewlett Packard Enterprise (HPE) September 4 weekly 52 straddle priced for a move of 12.5%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on September 2.
Movement
Science Applications Int’l (SAIC) 30-day option implied volatility is at 35; compared to its 52-week of 25 to 54. Call put ratio 1 call to 2.7 puts with a focus on November 135 puts as share price up 3.5%.
Deere & Co. (DE) 30-day option implied volatility is at 30; compared to its 52-week of 20 to 42. Call put ratio 1.2 calls to 1 put with a focus on September 580 and 590 puts.
Titan Machinery (TITN) 30-day option implied volatility is at 44; compared to its 52-week of 26 to 80 with a focus on 2K contracts of September 22.50 calls as share price up 17%.
Definium Therapeutics (DFTX) 30-day option implied volatility is at 88; compared to its 52-week of 64 to 156. Call put ratio 1 call to 1.9 puts as share price down 3.6%.
Draganfly Inc (DPRO) 30-day option implied volatility is at 114; compared to its 52-week of 79 to 151 with a focus on 79K contracts of October 6 calls as share price up 20.8%.
GigaCloud Technology (GCT) 30-day option implied volatility is at 56; compared to its 52-week of 50 to 95 with a focus on a spreader of 3K contracts of September 40 and 50 puts.
Baxter (BAX) 30-day option implied volatility is at 36; compared to its 52-week of 32 to 63 with a focus on a spreader of 2500 contracts of September 24.50 and 25.50 puts.
Options with decreasing option implied volatility: IRE MVLL ESTC SMTC P GAP KSS IREN ANF MRVL OKTA CCXI NVDL RBRK AFRM DLTR S
Increasing unusual option volume: GPRO DPRO EIX DKS NRG SW PPL
Increasing unusual call option volume: GPRO DKS NRG OLLI EIX MSOX COPX PESI REAL TRVI
Increasing unusual put option volume: XEL HWM PCG BXSL DKS NEXT GRRR RCL BAX
Popular stocks with increasing option volume: MU SPCX PCG INTC SOFI PLTR MSTR AVGO GME MRVL
Active options: NVDA TSLA AAPL AMZN MU SPCX PCG INTC META GOOGL MSFT AMD SOFI PLTR MSTR IREN AVGO GME MRVL GOOG
Global S&P Futures lower in premarket, Nikkei mixed, Germany down 1%, WTI Crude oil recently at $88, natural gas mixed, gold at $4418
