Pre-Market IV Report August 27, 2025

Pre-Market IV Report August 27, 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: ASST NEON RRGB UPXI CAPR ARX RNA NMAX DOMO KSS CYTK ROIV LFST NCNO GSAT FLG CPRX KNX GILT WBA BOX OOMA

Stocks expected to have increasing option volume: MDB OKTA WSM PVH KSS NVDA CRWD SNOW BOX UNH NCNO SATS OOMA

Apple (AAPL) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 65. Call put ratio 2.4 calls to 1 put into hosting event a September 9 to introduce new products.

Option IV into quarter results

NVIDIA (NVDA) August 29 weekly 182.50 straddle priced for a move of 7.5%. Call put ratio 1.2 calls to 1 put into expected release of quarter results today after the bell.

CrowdStrike (CRWD) August 29 weekly 417.50 straddle priced for a move of 7.5%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

Snowflake (SNOW) August 29 weekly 195 straddle priced for a move of 12.5%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Trip.com (TCOM) August 29 weekly 65 straddle priced for a move of 9%. Call put ratio 1 call to 5.7 put into the expected release of quarter results today after the bell.

Agilent (A) September 120 straddle priced for a move of 8%. Call put ratio 3.3 calls to 1 into the expected release of quarter results today after the bell.

Dell Technologies (DELL) August 29 weekly 130nstraddle priced for a move of 8%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on August 28.

Dollar General (DG) August 29 weekly 110 straddle priced for a move of 8%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on August 28.

Li Auto (LI) August 29 weekly 25 straddle priced for a move of 8%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on August 28.

Ulta Beauty (ULTA) August 29 weekly 525 straddle priced for a move of 7.5%. Call put ratio 1 call to 2 puts into the expected release of quarter results after the bell on August 28.

Dick’s Sporting Goods (DKS) August 29 weekly straddle priced for a move of 8%. Call put ratio 1 call to 1.9 puts into the expected release of quarter results before the bell on August 28.

Burlington Stores (BURL) August 29 weekly 280 straddle priced for a move of 8%. Call put ratio 1 call to 1 into the expected release of quarter results before the bell on August 28.

Hormel (HRL) August 29 weekly 29 straddle priced for a move of 4%. Call put ratio 1 call to 1.6 puts into the expected release of quarter results before the bell on August 28.

Best Buy (BBY) August 29 weekly 74 straddle priced for a move of 8%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on August 28.

Movers

Interactive Brokers (IBKR) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 83 on 42K contracts after announcement to be added to S&P 500.

EchoStar Corp. (SATS) 30-day option implied volatility is at 65; compared to its 52-week range of 48 to 163 on 103K contracts as share price up 72%.

Constellation Brands (STZ) 30-day option implied volatility is at 31; compared to its 52-week range of 17 to 53 with a focus on September 5 weekly 148 puts and 160 calls.

Himax Technologies (HIMX) 30-day option implied volatility is at 47; compared to its 52-week range of 33 to 117 with a focus on January 8 and March 10 calls as share price up 5.8%.

CSX Corp. (CSX) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 52. Call put ratio 1.5 calls to 1 put with a focus on November 35 puts, and January 35 calls.

Harmony Gold Mining Company Limited (HMY) 30-day option implied volatility is at 47; compared to its 52-week range of 44 to 73. Call put ratio 1 call to 1.4 puts with a focus on January 12 puts as share price down 4%.

Gates Industrial Corporation plc (GTES) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 65 with a focus on 2800 contracts of October 26 calls.

Knight-Swift Transportation (KNX) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 67 with a focus on 13K contracts of September 47.50 calls.

Canada Goose (GOOS) 30-day option implied volatility is at 46; compared to its 52-week range of 35 to 70 with a focus on October 11 and 13 calls as share price up 3%.

Options with decreasing option implied volatility: RILY VRNT VKTX EL TGT ZM WDAY BILI PDD INTU FL ZIM ROST
Increasing unusual option volume: KDP GGAL ALTS CRML KNX PHAT LWLG GOOS BANC TSEM PGEN
Increasing unusual call option volume: GGAL KDP GOOS ALTS BANC PHAT LWLG TSEM RVMD GPRO CRML
Increasing unusual put option volume: OPEN KDP CBRL CART PSEC WSM SATS EH BOX PVH IRM MSTZ UAMY BILL FL
Popular stocks with increasing volume: SOFI INTC PDD TLRY HOOD MSTR
Active options: NVDA TSLA OPEN PLTR AMD NIO AAPL SOFI INTC MSFT PDD TLRY HOOD GOOGL U MSTR RKLB AMZN OKLO DJT
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $63, natural gas mixed, gold at $3433