Pre-Market IV Report August 1, 2025

Pre-Market IV Report August 1, 2025

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: IKTA MDB NVDL MLGO DG DELL BBY ULTA CRM JNJ ARGO LOCO MANU MDB PBR LQDA FRSH GDYN ILMN RKT MRNA FIGS ROKU REYN RVMD CXW

Stocks expected to have increasing option volume: AAPL AMZN RDDT MSTR COIN XOM CVX CL ARES MRNA MCD PLTR RKT FSLR ILMN BOOT FIVN ROKU KLAC NET SVV BE TREE BOOT KLAC PARA CSX PLTR

Movers into July employment report

Adobe Systems (ADBE) 30-day option implied volatility is at 29 compared to its 52-week range of 23 to 50. Call put ratio 1 call to 2.4 puts after Figma (FIG), operator of a design and product development platform IPO.

Palantir (PLTR) 30-day option implied volatility is at 66; compared to its 52-week range of 40 to 110. Call put ratio 1.6 calls to 1 put into quarter results.

Reddit (RDDT) August 1 weekly call option implied volatility is at 308, August is at 105; compared to its 52-week range of 51 to 127. Call put ratio 1.9 calls to 1 put with a focus on August 1 weekly calls into share price up before the bell.

Applied Digital (APLD) 30-day option implied volatility is at 92; compared to its 52-week range of 93 to 160. Call put ratio 3.7 calls to 1 put with a focus on August 1 weekly calls as share price up 34%.

CoreWeave (CRWV) 30-day option implied volatility is at 101; compared to its 52-week range of 74 to 157. Call put ratio 2.6 calls to 1 put with a focus on August 8 weekly 245 calls as share price up 15%.

Algoma Steel Group (ASTL) 30-day option implied volatility is at 66; compared to its 52-week range of 27 to 81 with a focus on 946 contracts of August 8 calls as share price down 4.3%.

Align Technology (ALGN) 30-day option implied volatility is at 40; compared to its 52-week range of 36 to 82. Call put ratio 1 call to 3.2 puts as share price down 36%.

Comstock Resources (CRK) 30-day option implied volatility is at 55; compared to its 52-week range of 41 to 93. Call put ratio 1 call to 1.3 puts as share price down 13%.

HII (HII) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 56 with a focus on September 300 and 320 calls.

Envista Holdings Corp. (NVST) 30-day option implied volatility is at 53; compared to its 52-week range of 33 to 88. Call put ratio 1 call to 6.2 puts as share price up 4%.

Grid Dynamics Holdings, Inc. (GDYN) 30-day option implied volatility is at 75; compared to its 52-week range of 30 to 81 with a focus on 1600 contracts of August 10 calls.

Straddle prices into quarter results

Palantir (PLTR) August 8 weekly 157.50 straddle priced for a move of 13.5%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on August 4.

MercadoLibre (MELI) August 8 weekly 2375 straddle priced for a move of 8%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on August 4.

Vertex Pharmaceutical (VRTX) August 8 weekly 457.50 straddle priced for a move of 7.5% Call put ratio 1 call to 1.3 puts into the expected release of quarter results after the bell on August 4.

Axon (AXON) August 8 weekly straddle priced for a move of 13%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on August 4.

Options with decreasing option implied volatility: BYON WGS TMDX SRPT EOSE NKTR DECK CFLT TDOC KSS FTAI AEO RBLX CVNA WU LUNR EW QS NXT
Increasing unusual option volume: EWC BAX ALGN TROX BITO CPER TE ATEC
Increasing unusual call option volume: BAX BITO TROX AVTR ALGN KDP OPEN WES CFLT AEO
Increasing unusual put option volume: BAX EWC ALGN OPEN LAC HUN INOD BUD FICO PSEC
Popular stocks with increasing volume: SOFI AMD HOOD APLD PLTR MSTR UNH MSTR UNH HIMS
Active options: NVDA TSLA META MSFT AMZN SOFI AMD HOOD AAPL APLD GOOGL PLTR MSTR UNH MSTR UNH HIMS CRWV OPEN MARA SMCI NIO
Global S&P Futures lower in premarket, Nikkei mixed, DAX down 1.6%, WTI Crude oil recently at $69.30, natural gas mixed, gold at $3337