Pre-Market IV Report August 17, 2026

Pre-Market IV Report August 17, 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: PYPL KURA VICI PGEN PYPL EQX IEP TMV TRMD TMF CZR

Stocks expected to have increasing option volume: HD LOW TGT ADI PYPL RDDT WDAY

Movers

Meta Platforms (META) 30-day call option implied volatility is 32; compared to its 52-week range of 24 to 57. Call put ratio 2.1 calls to 1 put with a focus on June 900 calls.

Oracle (ORCL) 30-day call option implied volatility is 69; compared to its 52-week range of 41 to 85. Call put ratio 1.6 calls to 1 put with a focus on December 230 calls.

Alibaba (BABA) 30-day option implied volatility is at 45; compared to its 52-week range of 33 to 55. Call put ratio 3.5 calls to 1 put with a focus on September 130, September 140, October 140, October 155, December 145 and December 155 calls.

PayPal (PYPL) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 56. Call put ratio 5.9 calls to 1 put with a focus on August 60 and 61 calls after in talks to be acquired by Stripe, Advent, WSJ reported.

Reddit (RDDT) 30-day option implied volatility is at 58; compared to its 52-week range of 55 to 98. Call put ratio 2.3 calls to 1 put with a focus on September 220 and 230 calls.

Applied Materials (AMAT) 30-day option implied volatility is at 54; compared to its 52-week range of 28 to 97. Call put ratio 1 call to 1 put on 190K contracts.

Babcock & Wilcox (BW) 30-day option implied volatility is at 89; compared to its 52-week range of 89 to 153. Call put ratio 1 call to 3.4 puts with a focus on August 10 puts.

Progressive Corp. (PGR) 30-day option implied volatility is at 24; compared to its 52-week range of 21 to 34. Call put ratio 1 call to 6.5 puts with a focus on August 202.50 puts.

Sigma Lithium Corp (SGML) 30-day option implied volatility is at 93; compared to its 52-week range of 78 to 146. Call put ratio 15 calls to 1 put with a focus on August and September 12 calls.

Straddle price into quarter results and outlook

Home Depot (HD) August 340 straddle priced for a move of 6%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on August 18.

Baidu (BIDU) August 104 straddle priced for a move of 7.5%. Call put ratio 1.3 calls to 1 put with a focus on August 130 calls into the expected release of quarter results before the bell on August 18.

Options with decreasing option implied volatility: SLS DFTX ASTX SMCX MNDY TE REPL LITX SPCH SSPC SOXS HIMS FLY JMIA BTDR YSS CAVA STUB ONON DJT WDAY VSH TPR CSCO SMCI VG BLSH SEZL KLAC TME NU YPF JD VRTX
Increasing unusual option volume: IHI EYPT FTI DHT AS LTH CAPR ICLN RARE BZAI MAT FOXA
Increasing unusual call option volume: DHT AS MAT FOXA BZAI IVZ CAPR ICLN GO CG INV VERA VIK DNUT MUU
Increasing unusual put option volume: IHI CAPR BW CPRT FIGR BKR VIK MXEF AMPG CRGY PAGP
Popular stocks with increasing option volume: SPCX MU INTC AVGO MSTR PLTR SNDK NFLX ONDS
Active options: TSLA NVDA SPCX MU AAPL AMD INTC AMZN AVGO MSTR PLTR SNDK SMCI NBIS MSFT META GOOGL NU NFLX ONDS
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $82.59, natural gas down 3%, gold at $4453