Pre-Market IV Report September 4, 2026

Pre-Market IV Report September 4, 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: DFTX PCG FXY BMNU CHPT BITX DYN MSTR BMNR GWRE MSTY IBIT INGM MKC FXY JNK PATH AMBA

Stocks expected to have increasing option volume: LULU GWRE DOCU TTC PL IOT ZS DOMO ASAN ORCL

Straddle prices into quarter results and outlook

Oracle (ORCL) September 4 weekly 155 straddle priced for a move of 13%. Call put ratio 2.2 calls to 1 put into the expected release of quarter results after the bell on September 8.

Movers

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 45; compared to its 52-week range of 33 to 60. Call put ratio 1.3 calls to 1 put on as gold trades $4525.

Alibaba (BABA) 30-day option implied volatility is at 41; compared to its 52-week range of 33 to 55. Call put ratio 2.6 calls to 1 put with a focus on November and December calls.

Bullish (BLSH) 30-day option implied volatility is at 71; compared to its 52-week range of 64 to 99. Call put ratio 7.6 calls 1 put with a focus on 2K contracts of September 36 calls.

Circle Internet Group (CRCL) 30-day option implied volatility is at 82; compared to its 52-week range of 64 to 109. Call put ratio 1.3 calls 1 put as share price up 16%.

Copart (CPRT) 30-day option implied volatility is at 40; compared to its 52-week range of 23 to 47. Call put ratio 1.8 calls 1 put a share price up 3.9%.

Lennar Corp. (LEN) 30-day option implied volatility is at 42; compared to its 52-week range of 32 to 51. Call put ratio 1 call 5.7 puts with a focus on 5K contracts of September 25 weekly 82 puts.

StoneX Group (SNEX) 30-day option implied volatility is at 42; compared to its 52-week range of 26 to 70 with a focus on 1900 contracts of September 75 calls as share price up 3.7%.

Sun Life Financial (SLF) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 27 with a focus on 4400 contracts of September 85 calls as share price up 1.5%.

GoPro (GPRO) 30-day option implied volatility is at 162; compared to its 52-week of 93 to 240. Call put ratio 3.1 calls to 1 put on 159K contracts amid wide price movement.

Options with decreasing option implied volatility: MVLL ESTC GAP MDB NTSK GTLB RBRK S FCEL SNPW CRDO CIEN MRVL AI AFRM ADSK HPE ULTA PANW WDAY ATAI
Increasing unusual option volume: DPRO CHPT GPRO CHGG BHP ALMS RARE AS BURL
Increasing unusual call option volume: BHP DPRO CHPT CHGG RARE PCG DLLL CAMT XP
Increasing unusual put option volume: AS BURL PAGP HBAN XPEV VFC RARE ZVRA YPF ATAI CPNG
Popular stocks with increasing option volume: SPCX AVGO PCG PLTR MSTR MU HOOD INTC DELL SOFI ORCL WMT
Active options: TSLA NVDA SPCX AAPL AVGO PCG PLTR MSTR MU HOOD META AMZN INTC DELL MSFT SOFI AMD ORCL WMT MARA
Global S&P Futures mixed to lower in premarket, Nikkei up 1.2%, Germany mixed, WTI Crude oil recently at $90.72, natural gas mixed, gold at $4530