Pre-Market IV Report August 28, 2025

Pre-Market IV Report August 28, 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: SATS NIO ASST TRVI RILY DAWN SERV SMCY WBA VIR ENVX CSIQ CLF LUMN AXL TD AZN SHY FL

Stocks expected to have increasing option volume: NVDA SMCI DELL CRWD SNOW TCOM A HPQ NTAP NTNX PSTG FIVE URBN BILL ADSK DG LI AFRM ULTA DKS FL BURL HRL BBY BBWI AMBA BBW BABA S VEEV DOMO

Option IV into quarter results, share prices mixed before the bell

NVIDIA (NVDA) August 29 weekly call option implied volatility is at 112, September is at 48; compared to its 52-week range of 32 to 75. Call put ratio 1.3 calls to 1 put as share price mixed before the bell.

CrowdStrike (CRWD) August 29 weekly call option implied volatility is at 134, September is at 58; compared to its 52-week range of 33 to 77. Call put ratio 1.2 calls to 1 put.

Snowflake (SNOW) August 29 weekly call option implied volatility is at 190, September is at 68; compared to its 52-week range of 31 to 74. Call put ratio 1.6 calls to 1 put as share price up before the bell after release of quarter results.

Option IV into quarter results

Dell Technologies (DELL) August 29 weekly 132 straddle priced for a move of 8%. Call put ratio 1 call to 2.3 puts into the expected release of quarter results today after the bell.

Autodesk (ADSK) August 29 weekly 285 straddle priced for a move of 6.5%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.

Marvell (MRVL) August 29 weekly 75 straddle priced for a move of 12%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.

Affirm Holdings (AFRM) August 29 weekly 77.50 straddle priced for a move of 14.50%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.

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 today after the bell.

Gap (GAP) August 29 weekly 22 straddle priced for a move of 11.50%. Call put ratio 6.1 calls to 1 put into the expected release of quarter results today after the bell.

Sentinel One (S) August 29 weekly 17 straddle priced for a move of 12%. Call put ratio 8.7 calls to 1 put into the expected release of quarter results today after the bell.

Ambarella (AMBA) August 29 weekly 72 straddle priced for a move of 14%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Alibaba (BABA) August 29 weekly 122 straddle priced for a move of 6%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results before the bell on August 29.

Movers

Trevi Therapeutics (TRVI) 30-day option implied volatility is at 69; compared to its 52-week range of 49 to 238. Call put ratio 23 calls to 1 put with a focus on 15K contracts of September 7 calls as share price up 7.8%.

Gates Industrial Corporation plc (GTES) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 65. Call put ratio 1.4 calls to 1 put on active options volume of 18K contracts.

Kohl’s (KSS) 30-day option implied volatility is at 81; compared to its 52-week range of 41 to 156. Call put ratio 1.3 calls to 1 put as share price up 22%.

United States Antimony (UAMY) 30-day option implied volatility is at 145; compared to its 52-week range of 20 to 323. Call put ratio 1 call to 1.1 puts as share price down 6.1%.

Redwire Corporation (RDW) 30-day option implied volatility is at 73; compared to its 52-week range of 65 to 131. Call put ratio 1 call to 7.6 puts with a focus on 5K contracts of October 3 weekly 7 puts.

Options with decreasing option implied volatility: MDB VRNT ANF OKTA WDAY ZM BILI PDD INTU ROST FL WMT TSLY SJM
Increasing unusual option volume: PSNY WBA FL APPN ALTS XP COTY VSAT KDP GOOS CBRL
Increasing unusual call option volume: PSNY WBA XP COTY ALTS GOOS NTES VSAT CIVI LWLG CBRL
Increasing unusual put option volume: FL VSAT OPEN CBRL XP NTNX BILL SATS UAMY NTAP KDP
Popular stocks with increasing volume: PLTR WBA INTC HOOD AMD SOFI CRWV MSTR FL MRNA
Active options: NVDA TSLA PLTR OPEN WBA AAPL INTC HOOD AMD SOFI CRWV MSTR NIO BMNR MSFT AMZN FL MDB MRNA META
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $63.50, natural gas mixed, gold at $3456