Pre-Market IV Report August 21, 2026

Pre-Market IV Report August 21, 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: MRNA PURR VICI SAN MRVI ETHU XRPC IOVA GMAB ETHE BITU ETH PGEN BSOL MSTY PSNL HELE DKS DBA SATA PBA RITM MAIN ROST EIX

Stocks expected to have increasing option volume: NVDA SPCE ROST BJ

Straddle prices into quarter results and outlook

NVIDIA (NVDA) August 28 weekly 217.5 straddle priced for a move of 6.5%. Call put ratio 1.7 calls to 2.1 puts into expected release of quarter results on August 26.

Movers

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 62; compared to its 52-week of 32 to 74. Call put ratio 1 call to 1.1 puts amid price movement.

Palo Alto Networks (PANW) 30-day option implied volatility is at 60; compared to its 52-week of 25 to 78. Call put ratio 1 call to 1.2 puts amid price movement.

F5 Networks (FFIV) 30-day option implied volatility is at 43; compared to its 52-week range of 25 to 77. Call put ratio 1.5 calls to 1 put amid price movement.

Fortinet (FTNT) 30-day option implied volatility is at 43; compared to its 52-week range of 25 to 77. Call put ratio 1.5 calls to 1 put amid price movement.

Datadog, Inc. (DDOG) 30-day option implied volatility is at 55; compared to its 52-week range of 32 to 88. Call put ratio 1 call to 1.3 puts amid price movement.

Snowflake (SNOW) 30-day option implied volatility is at 70; compared to its 52-week of 33 to 86. Call put ratio 2 calls to 1 put amid price movement.

Carnival Corp. (CCL) 30-day option implied volatility is at 41; compared to its 52-week of 33 to 70.

Marriott Vacations Worldwide (VAC) 30-day option implied volatility is at 42; compared to its 52-week of 36 to 61. Call put ratio 12 calls to 1 put with a focus on October 105 and 110 calls.

Hilton Grand Vacations (HGV) 30-day option implied volatility is at 40; compared to its 52-week of 33 to 58. Call put ratio 1 call to 1 put.

Options with decreasing option implied volatility: KLAR DLO VCX AAP BILL HDAI AS NMAX EL TGT ADI NU WMT TJX
Increasing unusual option volume: BKLN PTEN OPRA SBLK OPRA AS VIRT HITI AU ETH
Increasing unusual call option volume: SBLK PTEN AU CSGP AS ETH DVA GSL OPRA PSNL BRR
Increasing unusual put option volume: MDLN ROST VIK IOVA AAP EYPT ARE OWL LOGI POWL FN
Popular stocks with increasing option volume: SPCX MSTR INTC MRNA WMT MU BABA COIN SOFI GOOGL PLTR
Active options: AAPL NVDA TSLA SPCX AAPL MSTR INTC MRNA WMT AMZN MU BULL WULF AMD MARA BABA COIN SOFI GOOGL PLTR QXO
Global S&P Futures mixed in premarket, Nikkei mixed, Germany up 1%, WTI Crude oil recently at $86.33, natural gas up 1%, gold at $4643