Pre-Market IV Report August 7, 2026

Pre-Market IV Report August 7, 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: PL ROAD REAL UCO CAR RBRK BNO EQX SHOE GEN USO BKLN CZR SHY

Stocks expected to have increasing option volume: NET ABNB SG PBR RKLB TWLO YELP FIGS OUST RGTI POST LYFT DBX OKLO PTON NVAX WEN UAA UA GRPN FIVN HTZ DKNG CRSR CART MTW AKAM TXRH NOG RKT TTD QDEL ROKO XPOF AIG BMRN CLNE CARG META LOCO ZD REPL SERV RCAT TEAM RICK FROG REAL OUST CARG SVV

Movers

Arm Holdings (ARM) 30-day call option implied volatility is 84; compared to its 52-week range of 42 to 113. Call put ratio 1.2 calls to 1 put amid wide price movement.

CoreWeave (CRWV) 30-day call option implied volatility is 103; compared to its 52-week range of 67 to 124. Call put ratio 1.4 calls to 1 put amid wide price movement into quarter results.

Oracle (ORCL) 30-day call option implied volatility is 64; compared to its 52-week range of 40 to 85. Call put ratio 2.1 call to 1 put amid price movement.

Nebius Group (NBIS) 30-day call option implied volatility is 127; compared to its 52-week range of 65 to 168. Call put ratio 1 call to 1 put on 252K contracts.

Ambarella (AMBA) 30-day call option implied volatility is 79; compared to its 52-week range of 36 to 109. Call put ratio 1 call to 1.1 puts.

Honeywell Aerospace (HONA) 30-day call option implied volatility is 51; compared to its 52-week range of 36 to 55. Call put ratio 1.6 calls to 1 put as share price down.

Fluor Corp. (FLR) 30-day call option implied volatility is 71; compared to its 52-week range of 38 to 88. Call put ratio 1 call to 2.8 put with a focus on 7K contracts of August 47.50 puts.

Replimune (REPL) 30-day call option implied volatility is 202; compared to its 52-week range of 85 to 440. Call put ratio 1 call to 5.8 puts with a focus on August 7 weekly 9 puts and August 14 weekly 2 puts.

Hertz Global (HTZ) 30-day call option implied volatility is 195; compared to its 52-week range of 67 to 142. Call put ratio 6 calls to 1 put as share price up 29% into quarter results and outlook.

Parker-Hannifin (PH) 30-day call option implied volatility is 32; compared to its 52-week range of 19 to 46. Call put ratio 1 call to 1 put.

ATN International (ATNI) 30-day call option implied volatility is 48; compared to its 52-week range of 39 to 123 with a focus on 4100 contracts of August 35 calls as share price up.

Liquidity Services (LQDT) 30-day call option implied volatility is 38; compared to its 52-week range of 23 to 68 with a focus on 3600 contracts of August 45 calls.

BKV Corporation (BKV) 30-day call option implied volatility is 51; compared to its 52-week range of 37 to 68 with a focus on 5200 contracts of November 25 calls.

Qiagen (QGEN) 30-day call option implied volatility is 47; compared to its 52-week range of 18 to 59 with a focus on a spreader of 1500 contracts of August 45 and 3K contracts of September 45 calls.

Straddle prices into quarter results and outlook

monday.com Ltd. (MNDY) August 90 straddle priced for a move of 17%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bellon August 10.

CoreWeave (CRWV) August 14 weekly 85 straddle priced for a move of 18%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on August 11.

On Holding AG (ONON) August 14 weekly 37 straddle priced for a move of 12%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on August 11.

Options with decreasing option implied volatility: REPL SNDQ SNXX SNDU PGEN SSPC APPS PTIR FSLY LCID ATOM SNAP TMDX SNDK AMZU IOVA COMP SYM DOCN SHLS AXON SPCX SHOP DUOL RDDT COUR HUBS ARRY WRBY CMPS PZZA ELF SRAD NWL TOST PTON PINS METC EXK DT RBLX WHR SHAK RIVN U APP
Increasing unusual option volume: UAA FUN CE BKLN EYPT UNIT REAL HNST HTZ EIX
Increasing unusual call option volume: CE FUN UNIT REAL HTZ NXPI GXO HNST DOCS EIX ET DFTX UWMC DOCS
Increasing unusual put option volume: UAA PZZA EIX AIQ ALL IYR CHYM MNST GEO FROG WHR INSM VTRS NTRA CIA MGNI DLO
Popular stocks with increasing option volume: INTC PLTR SNDK SOUN MSTR NFLX SOFI RKLB
Active options: NVDA SPCX AAPL TSLA MSFT INTC PLTR AMD AMZN SNDK GOOGL META SOUN MSTR NFLX SOFI IREN NBIS RKLB
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $77.58, natural gas mixed, gold at $4366