Daily IV Report
Pre-Market IV Report August 18, 2026
Pre-Market IV Report August 18, 2026 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: VICI DXYZ CRCG ABTC […]
Pre-Market IV Report August 18, 2026
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: VICI DXYZ CRCG ABTC FTK PRTA SMMT WOLF PGEN MRAM XPEV NXE HBAN GT GEN BITX BHF BAM CZR T BNTO CLX PM ROIV BHF BITX
Stocks expected to have increasing option volume: HD LOW TGT ADI RDDT TJX EL DE WMT PONY IQ LZB BIDU VIK BILL BULL WOLF COTY
Movers
iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 12; compared to its 52-week range of 9 to 16. Call put ratio 2.2 calls to 1 put on 996K contracts as rates trend higher.
Alibaba (BABA) 30-day option implied volatility is at 47; compared to its 52-week range of 33 to 55. Call put ratio 3.1 calls to 1 put with a focus on September 150 calls into share price up before the bell.
Meta Platforms (META) 30-day call option implied volatility is 34; compared to its 52-week range of 24 to 57. Call put ratio 1.2 calls to 1 put on 960K contracts into trial headlines.
SK Hynix (SKHY) 30-day option implied volatility is at 79; compared to its 52-week of 74 to 139. Call put ratio 1.1 calls to 1 put.
Micron Technology (MU) 30-day option implied volatility is at 65; compared to its 52-week of 42 to 108. Call put ratio 1.4 calls to 1 put on 1.2M contracts.
Western Digital (WDC) 30-day option implied volatility is at 75; compared to its 52-week of 33 to 117. Call put ratio 1 call to 1.2 puts.
Sandisk (SNDK) 30-day option implied volatility is at 87; compared to its 52-week of 44 to 163. Call put ratio 1.1 calls to 1 put on active option volume of 300K contracts.
Dataram (DRAM) 30-day option implied volatility is at 69; compared to its 52-week of 58 to 107. Call put ratio 2.9 calls to 1 put on 481K contracts.
RoundHill T-Rex 2X Long (RAM) 30-day option implied volatility is at 138; compared to its 52-week of 132 to 209. Call put ratio 2.7 calls to 1 put on active option volume of 23K contracts.
Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 37; compared to its 52-week of 26 to 59. Call put ratio 1 call to 1.7 puts on active option volume of 184K contracts.
Ishares Msci South Korea Capped Etf (EWY) 30-day option implied volatility is at 53; compared to its 52-week of 23 to 91. Call put ratio 2 calls to 1 put on 151K contracts.
Straddle price into quarter results and outlook
Analog Devices (ADI) August straddle priced for a move of 6.5%. Call put ratio 1 call to 1.5 puts into the expected release of quarter results before the bell on August 19.
TJX Cos. (TJX) August 150 straddle priced for a move of 5%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on August 19.
Viking (VIK) August 100 straddle priced for a move of 8%. Call put ratio 1 call to 1.4 puts into the expected release of quarter results begore the bell on August 19.
Target (TGT) August 150 straddle priced for a move of 7.5%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on August 19.
Estee Lauder (EL) August 85 straddle priced for a move of 10%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on August 19.
Options with decreasing option implied volatility: SLS DFTX ASTX SMCX VELO YSS ONDS JMIA HIMS FLY SE OMER CAVA NMAX FRMI KOPN DLO GDS REPL BW AVEX BIRK ACHR QUBT STUB BLSH SMCI ONON LABD CSCO TPR VG DJT CZR TME WDAY PTON NU
Increasing unusual option volume: CODI EYPT BBD LTH SLI VRSN KC ARKG AS HBAN
Increasing unusual call option volume: KC TECH AS ARKG VUZI HBAN NXE MUU VIST CTSH
Increasing unusual put option volume: ARKG PAGP XEL OCUL CARR XRT CAPR FLG FIGR EXE XRX
Popular stocks with increasing option volume: MU SPCX INTC AMD SNDK IREN PLTR AVGO SOFI NKE MSTR NBIS ORCL
Active options: NVDA TSLA MU SPCX AAPL AMZN MSFT META INTC AMD SNDK IREN GOOGL PLTR AVGO SOFI NKE MSTR NBIS ORCL
Global S&P Futures lower in premarket, Nikkei down 2.4%, DAX lower, WTI Crude oil recently at $85, natural gas mixed, gold at $4447
