Pre-Market IV Report August 13, 2025

Pre-Market IV Report August 13, 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 RH AVAV FL ORCL KR ATYR ALTS HOND TLS SLDE DLO JMIA UWMC RXST ARVN LXU ESLT HRB GILT SAP PAYX FTV TRIN

Stocks expected to have increasing option volume: CRWV CORZ LITE CAVA INTA EAT LAZR RGTI QUBT QBTS CSCO AMAT DE JD SBET SOUN HRB RILY VG WBTN

Movers on Spirit Airlines headlines

Frontier Group Holdings, Inc. (ULCC) 30-day option implied volatility is at 75; compared to its 52-week range of 66 to 127. Call put ratio 4 calls to 1 put amid rally.

Allegiant Travel (ALGT) 30-day option implied volatility is at 52; compared to its 52-week range of 51 to 99. Call put ratio 2.8 calls to 1 put amid share price movement up.

JetBlue Airways (JBLU) 30-day option implied volatility is at 67; compared to its 52-week range of 54 to 114. Call put ratio 4.2 calls to 1 put share price rally.

Movers

Circle Internet Group (CRCL) 30-day option implied volatility is at 82; compared to its 52-week range of 90 to 177. Call put ratio 1.3 calls to 1 put as share price up 2.6%.

BitMine Immersion Technologies (BMNR) 30-day option implied volatility is at 151; compared to its 52-week range of 114 to 160. Call put ratio 2.5 calls to 1 put amid sharp rally.

ALT5 Sigma (ALTS) 30-day option implied volatility is at 199; compared to its 52-week range of 21 to 365. Call put ratio 9.1 calls to 1 put as share price down 8.4%

BigBear.ai (BBAI) 30-day option implied volatility is at 104; compared to its 52-week range of 84 to 216. Call put ratio 1.6 calls to 1 put as share price down 17%.

Synopsys (SNPS) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 68. Call put ratio 1 call to 8.5 puts with a focus on August puts.

Mitsubishi UFJ Financial Group Inc (MUFG) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 50. Call put ratio 28 calls to 1 put with a focus on 2900 contracts of August 15 calls as share price up 4.3%.

AerCap Holdings (AER) 30-day option implied volatility is at 19; compared to its 52-week range of 20 to 52. Call put ratio 67 calls to 1 put with a focus on August calls as share price up 3%.

PubMatic Inc. (PUBM) 30-day option implied volatility is at 54; compared to its 52-week range of 37 to 103. Call put ratio 1 call to 1.9 puts as share price down 20%.

Straddle prices into quarter results

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

Brinker (EAT) August 155 straddle priced for a move of 13%. Call put ratio 1 call to 1.1 put into the expected release of quarter results today before the bell.

Applied Materials (AMAT) August 190 straddle priced for a move of 7%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on August 14.

Deere & Co. (DE) August 505 straddle priced for a move of 5.5%. Call put ratio 1 call to 2.3 puts into the expected release of quarter results before the bell on August 14.

NetEases (NTES) August 130 straddle priced for a move of 7%. Call put ratio 4.7 calls to 1 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 2.3 calls to 1 put into the expected release of quarter results before the bell on August 14.

Advance Auto Parts (AAP) August 59 straddle priced for a move of 11%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on August 14.

Options with decreasing option implied volatility: CAPR SEZL SMCX BMBL GRPN SNAP TSSI CRMD GPRE BROS UPST
Increasing unusual option volume: ALTS MNDY PUBM COGT NTRS HBI JBS OPEN ETR
Increasing unusual call option volume: NTRS ALTS COGT ETR JBS HBI REAL ED OLN EQX
Increasing unusual put option volume: OPEN CE SYF WEN LITE OHI PAYX ZTS CAH AI
Popular stocks with increasing volume: INTC PLTR SOFI AAL TLRY CRCL BMNR NIO ACHR MSTR CRWV
Active options: NVDA TSLA AAPL INTC OPEN AMD META PLTR BBAI AMZN GOOGL SOFI AAL TLRY CRCL BMNR NIO ACHR MSTR CRWV
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed to higher, WTI Crude oil recently at $63, natural gas mixed, gold at $3409