Pre-Market IV Report August 26, 2025

Pre-Market IV Report August 26, 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: LASE MLTX REAX AEHR AACT ASPI SOLZ BYRN YEXT MU KXP CAN MU DXCM TSLY TAK HEI BMRN IPI

Stocks expected to have increasing option volume: NVDA SMCI DELL SNOW CRWD MDB HEI SMTC IBKR

Option IV into quarter results

MongoDB (MDB) August 29 weekly 217.50 straddle priced for a move of 15%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell.

Okta (OKTA) August 29 weekly 91 straddle priced for a move of 12%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

NVIDIA (NVDA) August 29 weekly 180 straddle priced for a move of 7.5%. Call put ratio 1.4 calls to 1 put into expected release of quarter results after the bell on August 27.

CrowdStrike (CRWD) August 29 weekly 418 straddle priced for a move of 7.5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on August 27.

Snowflake (SNOW) August 29 weekly 195 straddle priced for a move of 13.5%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on August 27.

Movers

MP Materials (MP) 30-day option implied volatility is at 72; compared to its 52-week range of 47 to 90. Call put ratio 2 calls to 1 put with a focus on August 29 weekly calls.

Aehr Test Systems (AEHR) 30-day option implied volatility is at 104; compared to its 52-week range of 55 to 134. Call put ratio 4.5 calls to 1 put with a focus on January 17.50 and 20 calls as share price up 39.50%.

Rocket Lab USA, Inc. (RKLB) 30-day option implied volatility is at 79; compared to its 52-week range of 67 to 124. Call put ratio 2.2 calls to 1 put as share price up 7.9%.

Costar Group (CSGP) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 57. Call put ratio 15 calls to 1 put with a focus on September 90 calls.

Keurig Dr Pepper Inc. (KDP) 30-day option implied volatility is at 24; compared to its 52-week range of 14 to 37. Call put ratio 1.1 calls to 1 put as share price down 11.3%.

Wayfair (W) 30-day option implied volatility is at 57; compared to its 52-week range of 50 to 140. Call put ratio 1.4 calls to 1 put as share price down 5.3%.

Appian Corporation (APPN) 30-day option implied volatility is at 38; compared to its 52-week range of 35 to 76 with a focus on a spreader of September 27.50 and November 27.50 puts.

Omega Healthcare Investors (OHI) 30-day option implied volatility is at 17; compared to its 52-week range of 15 to 42. Call put ratio 1.9 calls to 1 put.

Nutanix (NTNX) 30-day option implied volatility is at 58; compared to its 52-week range of 28 to 68. Call put ratio 30 calls to 1 put with a focus on a spreader of September 87.50 and October 85 calls.

Consumer Disc Sel Spdr Fd (XLY) 30-day option implied volatility is at 17; compared to its 52-week range of 17 to 56. Call put ratio 1 call to 1.1 put.

Options with decreasing option implied volatility: VKTX EL GDS BILI TGT KODK PANW WDAY ZM MDT PDD ROST INTU ADI LOW TJX WMT HD RILY
Increasing unusual option volume: APPN ALTS GPRO GGAL KDP STT UA
Increasing unusual call option volume: ALTS GPRO STT OHI KDP GGAL HE DK SMTC OPEN
Increasing unusual put option volume: OPEN KDP SABR CBRL VTLE XP ARRY OHI FND WSM
Popular stocks with increasing volume: PLTR SOFI INTC NIO AAPL PDD AMD MSTR ASTS HOOD AAL
Active options: TSLA OPEN NVDA PLTR SOFI INTC NIO AAPL PDD AMD GOOGL MSTR RKLB AMZN ASTS HOOD TLRY IREN AAL GOOG
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $63.99, natural gas mixed, gold at $3419