Pre-Market IV Report August 11, 2025

Pre-Market IV Report August 11, 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: ASAN IOT AEO DOCU EIX ZS WBA BMNR VVPR GRRR DYNX BHVN NAMS PRTA

Stocks expected to have increasing option volume: AI TGNA OKLO B MNDY IMXI

Option IV, Bitcoin trades $121K

Strategy (MSTR) 30-day option implied volatility is at 53; compared to its 52-week range of 44 to 220. Call put ratio 2.1 calls to 1 put as Bitcoin trades $121K.

Straddle prices into quarter results

CoreWeave (CRWV) August 130 straddle priced for a move of 16%. Call put ratio 2.4 calls to 1 put into the expected release of quarter results after the bell on August 12.

On Holdings (ONON) August 45.50 straddle priced for a move of 12%. Call put ratio 1 call to 1.6 puts into the expected release of quarter results before the bell on August 12.

Option Volume movement

TEGNA (TGNA) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 76. Call put ratio 11.8 calls to 1 put amid wide price movement before the bell.

FTAI Infrastructure (FIP) 30-day option implied volatility is at 70; compared to its 52-week range of 39 to 102 with a focus on August 6 and January 5 calls.

Under Armour Inc (UAA) 30-day option implied volatility is at 44; compared to its 52-week range of 30 to 79. Call put ratio 2.1 calls to 1 put amid sharp sell off.

Paychex (PAYX) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 41 with a focus on October 140 puts.

Petrobras (PBR) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 57 on active option volume of 76K contracts.

Expand Energy Corporation (EXE) 30-day option implied volatility is at 28; compared to its 52-week range of 22 to 51 on active option volume of August 100 puts and December 90 puts.

Options with decreasing option implied volatility: COMM SMCX ATYR BROS GRPN UPST SNAP SEZL
Increasing unusual option volume: MNDY PRTA CMPO BLDE NB GRND GDDY RPD
Increasing unusual call option volume: CMPO NB BLDE TRIP SABR EXPE RPD SBET
Increasing unusual put option volume: XIFR PRTA OPEN RSP SBET GLXY SEI IOVA AAOI
Popular stocks with increasing volume: PLTR HOOD MSTR INTC SMCI NBIS OPEN APP COIN LLY SOFI
Active options: NVDA AMD AAPL TSLA PLTR HOOD AMZN MSTR INTC SMCI NBIS OPEN APP COIN LLY SOFI BMNR GOOGL MSFT BTBT
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $64, natural gas mixed, gold at $3418