Pre-Market IV Report August 20, 2025

Pre-Market IV Report August 20, 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: FDX PSKY COMM WBA ITUB DYN SSYS MSTX MSTZ PTIR MSTU ARCT COMM
INSG MSTR PLTR NTLA OPFI GOGL CXW AMBA SVIX PCG MSTY SMST SHLD SFL KEYS EIX FROG ULTY MFA WBA VICI WBA VICI VLY PLYM CONY JEPQ FRSH

Stocks expected to have increasing option volume: ADI TGT EL WMT TGT EH CLDX LZB ALC TOL BIDU ROST INTU

Straddle prices into quarter results, Jackson Hole and NVIDIA (NVDA) results

Walmart (WMT) August 22 weekly straddle priced for a move of 4.5%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on August 21.

Intuit (INTU) August 22 weekly700 straddle priced for a move of 6.5%. Call put ratio 1 calls to 1.1 puts into the expected release of quarter results after the bell on August 21.

Workday (WDAY) August 22 weekly 230 straddle priced for a move of 7.5%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on August 21.

Ross Stores (ROST) August 22 weekly 148 straddle priced for a move of 7.5%. Call put ratio 1 calls to 1.7 puts into the expected release of quarter results after the bell on August 21.

Zoom Communications (ZM) August 22 weekly 72 straddle priced for a move of 8%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on August 21.

Option IV into Jackson Hole and NVIDIA (NVDA) results

NVIDIA (NVDA) 30-day option implied volatility is at 44; compared to its 52-week range of 32 to 75. Call put ratio 1.8 calls to 1 put with a focus on September calls into expected release of quarter results after the bell on August 27.

Intel (INTC) 30-day option implied volatility is at 56; compared to its 52-week range of 38 to 93. Call put ratio 2.25 calls to 1 put.

Palantir (PLTR) 30-day option implied volatility is at 55; compared to its 52-week range of 40 to 110. Call put ratio 1 call to 1 put amid wide price movement.

AppLovin (APP) 30-day option implied volatility is at 59; compared to its 52-week range of 40 to 142. Call put ratio 1.7 calls to 1 put with a focus on August 22 weekly calls.

BitMine Immersion Technologies (BMNR) 30-day option implied volatility is at 126; compared to its 52-week range of 114 to 160. Call put ratio 1.6 calls to 1 put.

D-Wave Quantum (QBTS) 30-day option implied volatility is at 84; compared to its 52-week range of 82 to 255. Call put ratio 2 calls to 1 put.

Quantum Computing Inc (QUBT) 30-day option implied volatility is at 83; compared to its 52-week range of 20 to 333. Call put ratio 1.1 calls to 1 put.

Rigetti Computing (RGTI) 30-day option implied volatility is at 83; compared to its 52-week range of 80 to 229. Call put ratio 2.3 calls to 1 put.

Affirm Holdings (AFRM) 30-day option implied volatility is at 78; compared to its 52-week range of 54 to 131. Call put ratio 1.5 calls to 1 put.

Upstart Holdings (UPST) 30-day option implied volatility is at 61; compared to its 52-week range of 60 to 147. Call put ratio 2.5 calls to 1 put.

Viking Therapeutics (VKTX) 30-day option implied volatility is at 95; compared to its 52-week range of 70 to 169. Call put ratio 2.8 calls to 1 put with a focus on August 22 weekly calls.

APA Corporation (APA) 30-day option implied volatility is at 41; compared to its 52-week range of 31 to 89. Call put ratio 16 calls to 1 put with a focus on 13900 contracts of August 29 weekly 21 calls.

Marex Group (MRX) 30-day option implied volatility is at 49; compared to its 52-week range of 40 to 81 with a focus on 15K contracts of September 25 puts.

CoreCivic (CXW) 30-day option implied volatility is at 39; compared to its 52-week range of 34 to 125 with a focus on 4500 contracts of October 24 calls.

Build-A-Bear Workshop (BBW) 30-day option implied volatility is at 67; compared to its 52-week range of 31 to 83. Call put ratio 1 call to 2 puts with a focus on 1K contracts of December 52.50 puts.

BellRing Brands (BRBR) 30-day option implied volatility is at 39; compared to its 52-week range of 23 to 67 with a focus on 3K contracts of September 47.50 calls.

Options with decreasing option implied volatility: SBET VKTX DFDV PEW MLGO EAT CRWV LITE CAVA AAP SNDK VG SEZL FL COHR GLNG IEP PANW EQX DE HD MDT TPR
Increasing unusual option volume: BANC AS PTCT XP ALTS ALC COTY GDRX
Increasing unusual call option volume: BANC AS ALTS XP GDRX FEZ CXW OMER OPEN
Increasing unusual put option volume: XP BANC IQ SNY THO STNE VKTX COMM GLXY KDP CIVI
Popular stocks with increasing volume: PLTR INTC AMD MSTR HOOD CRWV SOFI PANW UNH
Active options: NVDA TSLA PLTR INTC AMD OPEN MSTR RGTI AAPL HOOD META CRWV SOFI PANW UNH AMZN WULF MSFT NIO BMNR
Global S&P Futures mixed in premarket, Nikkei down 1.5%, DAX mixed, WTI Crude oil recently at $63, natural gas mixed, gold at $3368