Pre-Market IV Report August 22, 2025

Pre-Market IV Report August 22, 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: PCG WBA QURE CONY PSKY CDE CPS NGD CBRL EIX ENR ARX FAS HTBK BAM TAK GILT FL HOLX UAA VTRS HYG

Stocks expected to have increasing option volume: ZM BJ INTU ROST IQ WDAY PCG NVDA CRWV PSKY CBRL INTC
Option IV into quarter results

Movement into Jackson Hole

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 13; compared to its 52-week range of 12 to 25. Call put ratio 1.6 calls to 1 put into Jackson Hole headlines.

Palantir (PLTR) 30-day option implied volatility is at 54; compared to its 52-week range of 40 to 109. Call put ratio 1 call to 1 put.

Option IV into quarter results

PDD Holdings (PDD) August 29 weekly 123 straddle priced for a move of 9%. Call put ratio 2.7 calls to 1 put into the expected release of quarter results before the bell on August 25.

Heico (HEI) September straddle priced for a move of 8.5%. Call put ratio 1 call to 1.5 puts into the expected release of quarter results after the bell on August 25.

Semtech (SMTC) September 50 straddle priced for a move of 18%. Call put ratio 9.3 calls to 1 put into the expected release of quarter results after the bell on August 25.

MongoDB (MDB) August 29 weekly 212.50 straddle priced for a move of 15%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on August 26.

Okta (OKTA) August 29 weekly 90 straddle priced for a move of 12%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on August 26.

NVIDIA (NVDA) August 29 weekly 175 straddle priced for a move of 7.5%. Call put ratio 1.7 calls to 1 put into expected release of quarter results after the bell on August 27.

Movers

Hewlett Packard Enterprise (HPE) 30-day option implied volatility is at 47; compared to its 52-week range of 29 to 74. Call put ratio 7 calls to 1 put with a focus on a spreader of 4900 contracts of September 22 and 28 calls as share price up 3.7%.

Nordson Corp. (NDSN) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 47 with a focus on September 220 and 230 calls as share price up 3.8%.

Takeda (TAK) 30-day option implied volatility is at 19; compared to its 52-week range of 16 to 41 with a focus on 1400 contracts of September 17.50 calls as share price down 1%.

Entegris (ENTG) 30-day option implied volatility is at 46; compared to its 52-week range of 35 to 93 with a focus on September 82.50 calls and December 75 puts as share price up 3.3%.

S&P Global (SPGI) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 45 with a focus on September 540 calls and January 580 calls.

EQT Corp. (EQT) 30-day option implied volatility is at 33; compared to its 52-week range of 30 to 71. Call put ratio 1 call to 5.4 puts with a focus on a spreader of 8200 contracts of August 29 weekly 51 puts and 8200 contracts of October 45 puts.

First Horizon National (FHN) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 70 with a focus on a spreader of 20K contracts of September 24 calls, 30K contracts of January 24 calls.

Edison Int’l (EIX) 30-day option implied volatility is at 42; compared to its 52-week range of 15 to 83. Call put ratio 1 call to 2.5 puts.

PG&E Corp. (PCG) 30-day option implied volatility is at 65; compared to its 52-week range of 14 to 65. Call put ratio 1.3 calls to 1 put on active options volume of 287K contracts.

Cracker Barrel (CBRL) 30-day option implied volatility is at 62; compared to its 52-week range of 46 to 92. Call put ratio 1 call to 1.5 puts amid share price pull back.

Options with decreasing option implied volatility: PEW VKTX WULF KODK SBET CRWV VNET SNDK GDS MLGO EL BILI HSAI WRD CRCL SEZL TGT PANW NU WMT MDT TJX
Increasing unusual option volume: FHN COTY GSL CBRL AU PGEN ALHC IONS GDRX DK
Increasing unusual call option volume: EWJ GSL FHN AU COTY PGEN IONS FWRD CBRL GDRX
Increasing unusual put option volume: FIVN OPEN CHTR ROST BJ XRX GLXY CARR PZZA GH SNY PCG CZR
Popular stocks with increasing volume: AMD INTC WMT HOOD MSTR CRWV SOFI PSKY UNH
Active options: NVDA TSLA PLTR NIO OPEN AAPL AMD INTC WMT AMZN HOOD META MSTR PCG CRWV SOFI PSKY UNH GOOGL U
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $63.43, natural gas mixed, gold at $3370