Pre-Market IV Report September 2, 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: EIX NKE HYG NBIZ DFTX PBYI DYN PCG SRAD ALKS IMXI GME AGRO PBR SDOW SPXU TBBB XIFR KEY IWM QQQ
Stocks expected to have increasing option volume: DELL PANW SNOW AVGO MDB CRDO GTLB AI HPE PVH FIVE LULU GOLD
Apple (AAPL) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 33. Call put ratio 2.1 calls 1 put with a focus on a spreader of 5K contracts of September 17 weekly 350 and September 300 calls into hosting a special event on September 9.
Movers
Amazon (AMZN) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 50. Call put ratio 1.6 calls 1 put with a focus on September 2 weekly 257.50 calls.
Strategy (MSTR) 30-day option implied volatility is at 69; compared to its 52-week range of 50 to 127. Call put ratio 1.2 calls 1 put as Bitcoin trades above $76K.
Coinbase (COIN) 30-day option implied volatility is at 63; compared to its 52-week range of 49 to 96. Call put ratio 1.4 calls 1 put as Bitcoin trades above $76K.
GitLab Inc (GTLB) 30-day option implied volatility is at 87; compared to its 52-week range of 44 to 122. Call put ratio 4.1 calls 1 put with a focus on a spreader of September 54 and 58 calls into quarter results.
Interactive Brokers (IBKR) 30-day option implied volatility is at 38; compared to its 52-week range of 33 to 57. Call put ratio 1 call 1.2 puts as share price down 6.2%.
PG&E Corp. (PCG) 30-day option implied volatility is at 58; compared to its 52-week range of 24 to 68. Call put ratio 4.7 calls to 1 put with a focus on 30K contracts of September 17 calls, 29K contracts of December 18 calls.
Sempra Energy (SRE) 30-day option implied volatility is at 26; compared to its 52-week range of 21 to 30. Call put ratio 1.1 calls to 1 put as share price up 3.2%.
Edison Int’l (EIX) 30-day option implied volatility is at 55; compared to its 52-week range of 21 to 46. Call put ratio 2.1 calls to 1 put as share price up 8.6%.
Janus Living (JAN) 30-day option implied volatility is at 30; compared to its 52-week range of 29 to 53 with a focus on 7500 contracts of September 35 calls.
Bilibili Inc. (BILI) 30-day option implied volatility is at 43; compared to its 52-week range of 40 to 72 with a focus on 10K contracts of September 16 calls.
APi Group Corporation (APG) 30-day option implied volatility is at 33; compared to its 52-week range of 20 to 51 with a focus on a spreader of 5K contracts of October 33 and 38 puts.
Synchrony Financial (SYF) 30-day option implied volatility is at 30; compared to its 52-week range of 26 to 49. Call put ratio 2 calls 1 put with a focus on October 80 calls and December 75 puts.
Duolingo (DUOL) 30-day option implied volatility is at 56; compared to its 52-week range of 54 to 111. Call put ratio 1.5 calls 1 put as share price up 6.2%.
Straddle prices into quarter results and outlook
Broadcom (AVGO) September 4 weekly 370 straddle priced for a move of 8%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.
Snowflake (SNOW) September 4 weekly 32.0 straddle priced for a move of 13%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.
Hewlett Packard Enterprise (HPE) September 4 weekly 52 straddle priced for a move of 12.5%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.
lululemon athletica (LULU) September 4 weekly 118 straddle priced for a move of 10%. Call put ratio 1 calls to 1.1 puts into the expected release of quarter results after the bell on September 3.
Docusign Inc. (DOCU) September 4 weekly 65 straddle priced for a move of 12%. Call put ratio 1 call to 1.3 puts into the expected release of quarter results after the bell on September 3.
Campbell Soup (CPB) September 4 weekly 23.50 straddle priced for a move of 8%. Call put ratio 1 call to 1.8 puts into the expected release of quarter results before the bell on September 3.
Mover
GoPro (GPRO) 30-day option implied volatility is at 128; compared to its 52-week of 93 to 240. Call put ratio 2.8 calls to 1 put on 372K contracts amid wide price movement.
Options with decreasing option implied volatility: KSS MVLL KSS ESTC CCXI GAP ANF P SMTC LWLG RBRK MRVL BBWI ZM OKTA NVDX NVDL DLTR AFRM S INTU VEEV ULTA DG BBY SNPS ADSK CRM BURL NVDA HRL IRDM VICI ATAI
Increasing unusual option volume: GPRO ALMS FHN IHI BKLN ITB IHI BKLN DPRO FRVO VIST EIX EYPT OLLI SLB ICLR PSNL
Increasing unusual call option volume: GPRO FHN ITB DPRO EIX FRVO SLB PSNL OLLI CRK PCG
Increasing unusual put option volume: IHI HBAN DBX FOXA EYPT CARR FEZ DT NVS ITB HWM TRIP
Popular stocks with increasing option volume: MU SPCX INTC ORCL PFE PLTR SOFI PBR MSTR HOOD SNDK MRVL
Active options: AAPL NVDA TSLA MU AMZN META SPCX INTC MSFT ORCL AMD PFE PLTR SOFI GOOGL PBR MSTR HOOD SNDK MRVL
Global S&P Futures mixed to lower in premarket, Nikkei down 2%, Germany mixed, WTI Crude oil recently at $90.40, natural gas mixed, gold at $4362
