Pre-Market IV Report September 3, 2026

Pre-Market IV Report September 3, 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: NKE HYG JMKE STNE RGR SRPT ALKS SPDN TITN QGEN XP CAG JNK VSKY

Stocks expected to have increasing option volume: SNOW AVGO HPE PL PATH TTC DOCU GWRE LULU CPB LE DLTH CIEN CPRT OLLI CHPT WOOF AI NTAP GOLD VRNS TMUS RARE

Movers

Apple (AAPL) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 33. Call put ratio 1.9 calls 1 put into hosting a special event on September 9.

Varonis Systems (VRNS) 30-day option implied volatility is at 48; compared to its 52-week range of 28 to 98. Call put ratio 2.2 calls 1 put with a focus on 1500 contracts of June 70 calls.

Cheniere Energy (LNG) 30-day option implied volatility is at 36; compared to its 52-week range of 24 to 47. Call put ratio 17 calls 1 put with a focus on September 300 and 310 calls.

Compass Diversified (CODI) 30-day option implied volatility is at 53; compared to its 52-week range of 41 to 156 with a focus on 7500 contracts of December 13 calls.

Amphenol (APH) 30-day option implied volatility is at 40; compared to its 52-week range of 30 to 63. Call put ratio 1 call to 4.4 puts with a focus on 7100 contracts of October 135 puts.

Ultragenyx Pharma (RARE) 30-day option implied volatility is at 170; compared to its 52-week range of 40 to 182. Call put ratio 1 call to 3 puts into Phase 3 results.

Straddle prices into quarter results and outlook

lululemon athletica (LULU) September 4 weekly 120 straddle priced for a move of 10%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

Docusign Inc. (DOCU) September 4 weekly 65 straddle priced for a move of 12.5%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results today after the bell.

Oracle (ORCL) September 4 weekly 145 straddle priced for a move of 13%. Call put ratio 2.4 calls to 1 put into the expected release of quarter results after the bell on September 8.

Options with decreasing option implied volatility: ESTC MDB MVLL GAP GTLB P CCXI LWLG RBRK FCEL MRVL CRDO SNPS S PANW ULTA VEEV AFRM CZR DELL VICI HRL BILI CRM BURL FRO ADSK BBY OKTA DG
Increasing unusual option volume: GPRO NE RSI VSXY CRDU AS ALMS BBD CABA REI
Increasing unusual call option volume: GPRO EYPT RSI CRDU PCG AS JBS BBD VOD ALLY CABA
Increasing unusual put option volume: A AS JXN ARRY DT GTLB CPB EXE BAM NTAP ALT
Popular stocks with increasing option volume: MU PLTR DELL INTC SPCX PCG AVGO SOFI MSTR NFLX IREN ORCL
Active options: NVDA TSLA AAPL META MU PLTR AMZN DELL INTC GOOGL SPCX PCG AVGO MSFT AMD SOFI MSTR NFLX IREN ORCL
Global S&P Futures mixed to lower in premarket, Nikkei down 2%, Germany mixed, WTI Crude oil recently at $92.50, natural gas mixed, gold at $4471