Pre-Market IV Report August 21, 2025

Pre-Market IV Report August 21, 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 WBA ULTY DK CMBT HTZ AMDY MNSO JHX FOLD INDV CVI GSRT CLMT NDSN WBA ULTY EH OSIS OPCH PLYM GNRC FL DINO CHAU SBRA GTLS GMS BAB EQX SRDX

Stocks expected to have increasing option volume: WMT INTU WDAY ROST ZM NMAX SLQT CSIQ BJ COTY

Straddle prices into quarter results

Walmart (WMT) August 22 weekly 103 straddle priced for a move of 4.5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today.

Intuit (INTU) August 22 weekly 700 straddle priced for a move of 6.5%. Call put ratio 1 calls to 1.2 puts into the expected release of quarter results today after the bell.

Workday (WDAY) August 22 weekly 227 straddle priced for a move of 7.5%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.

Ross Stores (ROST) August 22 weekly 146 straddle priced for a move of 7.5%. Call put ratio 1 calls to 1 put into the expected release of quarter results today after the bell.

Zoom Communications (ZM) August 22 weekly 72 straddle priced for a move of 8%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Movement

Walt Disney (DIS) 30-day option implied volatility is at 23; compared to its 52-week range of 18 to 62 into upcoming headlines.

Carvana (CVNA) 30-day option implied volatility is at 51; compared to its 52-week range of 41 to 125. Call put ratio 1.5 calls to 1 put on 95K contracts amid wide price movement.

Annaly Capital Management (NLY) 30-day option implied volatility is at 18; compared to its 52-week range of 13 to 44 with a focus on August 22 weekly 21 and 21.50 calls.

FTAI Infrastructure (FIP) 30-day option implied volatility is at 66; compared to its 52-week range of 40 to 103 with a focus on January 4 and 5 calls.

La-Z-Boy (LZB) 30-day option implied volatility is at 32; compared to its 52-week range of 23 to 59 with a focus on September 35 puts as share price down 11.5%.

OSI Systems (OSIS) 30-day option implied volatility is at 47; compared to its 52-week range of 22 to 72 with a focus on September 180 and 200 puts as share price down 2.6%.

Options with decreasing option implied volatility: PSKY VKTX PEW SBET SNDK AAP GDS EL SEZL COHR TGT
Increasing unusual option volume: FIP COTY DINO SRRK ALC AS
Increasing unusual call option volume: COTY FIP DINO AS DK MNSO ALTS OPEN XP
Increasing unusual put option volume: DLR OPEN LAZR EWT CARR XRX HUMA EH
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 mixed, DAX mixed, WTI Crude oil recently at $63.30, natural gas mixed, gold at $3381