Daily IV Report
Pre-Market IV Report August 5, 2026
Pre-Market IV Report August 5, 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: PCG DOCU GME SMCX…
Pre-Market IV Report August 5, 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: PCG DOCU GME SMCX TDC EWTX HVT COGT WU VERA KURA KODK OC EIX IRDM TITN GPN BBAR OLED JCI
Stocks expected to have increasing option volume: SPCX AMD AMGN ANET GILD BKNG TOST PINS PSKY OPEN LLY DIS SHOP WDC
SNDK UBER CVS APP MCK DASH PSX CRCL BAM MSI ALL XYZ EBAY AXON KHC EXPE SN FLT CG ZG WULF CRUS ETSY RIOT JOBY UPST BBBY CPNG IPI CRCL
Straddle price into quarter results and outlook
Western Digital (WDC) August 7 weekly 547.50 straddle priced for a move of 15%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell
Sandisk (SNDK) August 7 weekly 1430 straddle priced for a move of 15%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.
Block, Inc (XYZ) August 7 weekly 85 straddle priced for a move of 10%. Call put ratio 1 call to 2.4 puts into the expected release of quarter results today after the bell.
eBay (EBAY) August 7 weekly 110 straddle priced for a move of 9%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.
Airbnb (ABNB) August 7 weekly 150 straddle priced for a move of 8%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on August 6.
Movers
Cummins (CMI) 30-day option implied volatility is at 42; compared to its 52-week of 22 to 52. Call put ratio 1 call to 1.3 puts as share price down 1.8%.
NioCorp Developments (NB) 30-day option implied volatility is at 96; compared to its 52-week of 79 to 191 with a focus on August 5 and September 7.5 calls as share price up 14.4%.
Duolingo (DUOL) 30-day option implied volatility is at 85; compared to its 52-week of 52 to 111. Call put ratio 1.4 calls to 1 put as share price down 2.6%.
Decora Industries, Inc. (ECO) 30-day option implied volatility is at 46; compared to its 52-week of 33 to 57 with a focus on a spreader of 1500 contracts of August 55 and 65 calls as share price down 2%.
Haverty (HVT) 30-day option implied volatility is at 51; compared to its 52-week of 31 to 77 with a focus on 2800 contracts of August 30 calls as share price up 9.7%.
Innovex Downhole Solutions (INVX) 30-day option implied volatility is at 49; compared to its 52-week of 37 to 70 with a focus on 2800 contracts of August 35 calls.
Cogent Biosciences (COGT) 30-day option implied volatility is at 70; compared to its 52-week of 50 to 310 with a focus on 2K contracts of January 60 calls as share price up 10.5%.
Options with decreasing option implied volatility: REPL BE SIMO METU SNAP AMBA NWL MSFU FTNT CVNA PGY TZA TDOC SFM AMZU RBLX WHR CROX COUR
Increasing unusual option volume: FHN CG CGON IE TDC PRMB SN PCG TRMB
Increasing unusual call option volume: FHN CG IE CGON PCG BRBR TRMB SN NRG JCI DVA KSTR
Increasing unusual put option volume: FLUT BHC DT COMP EIX METC WMB WSM RIG MDLN CLX
Popular stocks with increasing option volume: PLTR INTC SPCX MU ORCL SOFI SNAP NOK AVGO MRVL CRWV NFLX
Active options: NVDA PLTR TSLA AAPL INTC AMZN SPCX MSFT MU GOOGL ORCL AMD SOFI SNAP NOK META AVGO MRVL CRWV NFLX
Global S&P Futures mixed in premarket, Nikkei up 3.5%, DAX mixed, WTI Crude oil recently at $76.29, natural gas mixed, gold at $4217
