Pre-Market IV Report August 15, 2025

Pre-Market IV Report August 15, 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: KSS ACB INTC AVAV ADBE KR NEGG CWVX KODX RILY EVLV CCIR INTC ARWR

Stocks expected to have increasing option volume: UNH INTC SNDK AMAT CRWV CORZ CAT QUBT QBTS RGTI RCAT BTBT
TMUS NUE TWLO TTD AAP

Movers

Intel (INTC) 30-day option implied volatility is at 61; compared to its 52-week range of 38 to 93. Call put ratio 4.7 calls to 1 put into reports of U.S. Government help.

AMD (AMD) 30-day option implied volatility is at 44; compared to its 52-week range of 35 to 87. Call put ratio 1.8 calls to 1 put.

UnitedHealth Group (UNH) 30-day option implied volatility is at 39; compared to its 52-week range of 20 to 75. Call put ratio 1.3 calls to 1 put Berkshire discloses new $1.6B stake.

Hims & Hers Health, Inc. (HIMS) 30-day option implied volatility is at 71; compared to its 52-week range of 53 to 146. Call put ratio 1.1 calls to 1 put.

Strategy (MSTR) 30-day option implied volatility is at 56; compared to its 52-week range of 44 to 222. Call put ratio 1 call to 1 put with a focus on August options as share price down.

Deere & Co. (DE) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 56. Call put ratio 1 call to 1.2 puts with a focus on August 450 puts as share price down 6.7%.

Bit Digital (BTBT) August call option implied volatility is at 260, September is at 125 compared to its 52-week range of 81 to 156. Call put ratio 9.4 calls to 1 put with a focus on August 3 and 4 calls.

TeraWulf (WULF) 30-day option implied volatility is at 118; compared to its 52-week range of 90 to 157. Call put ratio 4.4 calls to 1 put on 562K contracts as share price up 46%.

DLocal Limited (DLO) 30-day option implied volatility is at 66; compared to its 52-week range of 33 to 105. Call put ratio 2.6 calls to 1 put with a focus on October calls as share price up 30%.

Bilibili Inc. (BILI) 30-day option implied volatility is at 71; compared to its 52-week range of 49 to 129. Call put ratio 3.7 calls to 1 put with a focus on August 22 weekly calls as share price down 1.9%.

Galaxy Digital (GLXY) 30-day option implied volatility is at 88; compared to its 52-week range of 81 to 123. Call put ratio 1.3 calls to 1 put on 151K contracts with a focus on August options.

Tapestry (TPR) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 77. Call put ratio 1 call to 1.9 puts on 25K contracts as share price down 14%.

Rubrik (RBRK) 30-day option implied volatility is at 76; compared to its 52-week range of 46 to 119. Call put ratio 1 call to 1.8 puts with a focus on September puts as share price down 3.5%.

Enviri (NVRI) 30-day option implied volatility is at 60; compared to its 52-week range of 25 to 99 with a focus on 3100 contracts of January 15 calls as share price up 6.3%.

Invitation Homes Inc. (INVH) 30-day option implied volatility is at 21; compared to its 52-week range of 16 to 42. Call put ratio 23 calls to 1 put on 9K contracts with a focus on October 32.50 calls.

CoreWeave (CRWV) 30-day option implied volatility is at 104; compared to its 52-week range of 74 to 156. Call put ratio 1 call to 1.2 puts.

Straddle prices into quarter results

Palo Alto (PANW) August 22 weekly 172.50 straddle priced for a move of 8%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on August 18.

Options with decreasing option implied volatility: CAPR SEZL LQDA CHYM SOUN FLNC GPRE OUST GT
Increasing unusual option volume: MGA AMCR DLO RIO ALTS ENB
Increasing unusual call option volume: MGA RIO AMCR DLO ENB ALTS OPEN UL
Increasing unusual put option volume: DLO OPEN EXE COHR BRBR AMT KVUE CHTR
Popular stocks with increasing volume: HOOD SOFI SMCI UNH
Active options: NVDA TSLA AMZN INTC OPEN AAPL AMD CRWV WULF PLTR MARA MSTR SOFI HOOD SMCI UNH META CRCL MSFT RGTI
Global S&P Futures mixed in premarket, Nikkei up 1.6%, DAX mixed to higher, WTI Crude oil recently at $63.60, natural gas mixed, gold at $3384