Pre-Market IV Report August 12, 2025

Pre-Market IV Report August 12, 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: ADBE AVAV ORCL ATYR MSOX VSTM ACB DYNX MJ PUBM TGNA VKTX AMLX SGML BMNR NUS CEP AI RH HNRG PRTA SPRY AVAV CRCL RGTI KSS ADBE LIF CLBT EXK RGTI MVST

Stocks expected to have increasing option volume: INTC OKLO GPRO ASTS BLDP CRWV ONON ETOR PBR SFD PONY MSGS RGTI CSCO VG EAT MVST CAH CRCL TME DDD

Movers

Target (TGT) 30-day option implied volatility is at 49; compared to its 52-week range of 20 to 65. Call put ratio 1.9 calls to 1 put into expected release of quarter results before the bell on August 20.

Chipotle Mexican Grill (CMG) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 63. Call put ratio 2.3 calls to 1 put as share price near lower end of range.

Electronic Arts (EA) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 50. Call put ratio 3 calls to 1 put with a focus on August 160, August 165 and September 175 calls.

RadNet (RDNT) 30-day option implied volatility is at 75; compared to its 52-week range of 33 to 84 on active option volume of 2K contracts.

QuantumScape (QS) 30-day option implied volatility is at 86; compared to its 52-week range of 52 to 135. Call put ratio 4.4 calls to 1 put.

AAON, Inc. (AAON) 30-day option implied volatility is at 49; compared to its 52-week range of 32 to 79 on active option volume of August 75 and October 80 puts.

Moody’s Corp. (MCO) 30-day option implied volatility is at 21; compared to its 52-week range of 16 to 49 with a focus on August 480, 490 and 500 puts.

WOW! Internet, TV & Phone (WOW) 30-day option implied volatility is at 74; compared to its 52-week range of 27 to 85 with a focus on August 2.5 and 5 calls.

BigBear.ai (BBAI) 30-day option implied volatility is at 134; compared to its 52-week range of 83 to 216. Call put ratio 2.1 calls to 1 put on 265K contracts.

ASGN Inc. (ASGN) 30-day option implied volatility is at 45; compared to its 52-week range of 25 to 66 with a focus on 400 contracts of September 55 calls.

Straddle prices into quarter results

Rigettti (RGTI) August 16 straddle priced for a move of 13%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Cisco (CSCO) August 71 straddle priced for a move of 5.5%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on August 13.

Materials (AMAT) August 185 straddle priced for a move of 7%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on August 14.

Deere & Co. (DE) August 505 straddle priced for a move of 5%. Call put ratio 1 call to 1.5 puts into the expected release of quarter results before the bell on August 14.

NetEases (NTES) call put ratio call to put into the expected release of quarter results before the bell on August 14.

JD.Com (JD) August 31 straddle priced for a move of 7%. call put ratio 2.1 calls to 1 put into the expected release of quarter results before the bell on August 14. Call put ratio 2.1 calls to 1 put.

Options with decreasing option implied volatility: GRPN SEZL CRMD BROS SNAP UPST BMBL TSSI SYM DOCN DUOL LYFT MGNI APP AXON SRPT PINS PTON U SG NVTS TWLO ADMA HIMS AAOI FSLY AKAM VOYG ELF GPRE MTCH PCT CELH MELI RIVN SWKS GPN LLY ABNB UBER CTRA DDOG MNST
Increasing unusual option volume: MNDY ALTS VSTM PUBM BRSL VFF SHOT OPEN MSOX SBET
Increasing unusual call option volume: ALTS BRSL VSTM ROIV VFF GOOS MSOX SHOT OPEN BLDE SBET
Increasing unusual put option volume: OPEN BHVN ATYR TAP SBET XLP ACN LITE MSOS DOCN SHW
Popular stocks with increasing volume: INTC AMD PLTR AI MSTR SOFI COIN AMZN CRWV SMCI
Active options: TSLA NVDA AAPL INTC AMD PLTR BMNR AI MSTR SOFI OPEN SOUN COIN AMZN SBET GOOGL CRWV HOOD BULL SMCI
Global S&P Futures mixed to lower in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $63.80, natural gas mixed, gold at $3396