Pre-Market IV Report August 29, 2025

Pre-Market IV Report August 29, 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 SATS IEP SOGP WVE MSOX ALTS RGC PZZA TIME MSOS ACB IEP TH NMAX KLG ITOS K QGEN ATYR

Stocks expected to have increasing option volume: DELL MRVL BABA ADSK AFRM ULTA GAP S AMBA WOOF

Apple (AAPL) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 65. Call put ratio 2 calls to 1 put into hosting event a September 9 to introduce new products.

Movers

First Solar (FSLR) 30-day option implied volatility is at 49; compared to its 52-week range of 45 to 87. Call put ratio 2.2 calls to 1 put.

Canadian Solar (CSIQ) 30-day option implied volatility is at 69; compared to its 52-week range of 47 to 98. Call put ratio 1 call to 5.5 puts.

Axon (AXON) 30-day option implied volatility is at 35; compared to its 52-week range of 20 to 90. Call put ratio 1 call to 1 put.

Gates Industrial Corporation plc (GTES) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 65 with a focus on September 25 and October 27 calls.

Cooper Cos. (COO) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 54. Call put ratio 1 calls to 1.3 puts as share price down 10%.

Wendy’s (WEN) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 69. Call put ratio 1 call to 14 puts with a focus on 11K contracts of October 9 puts.

Itau Unibanco Banco Multiplo S.a. (ITUB) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 59 with a focus on 1600 contracts of October 7 calls.

Target Hospitality (TH) 30-day option implied volatility is at 48; compared to its 52-week range of 39 to 101 with a focus on September 10, October 10 and October 11 calls.

Rambus (RMBS) 30-day option implied volatility is at 45; compared to its 52-week range of 40 to 92. Call put ratio 14 calls to 1 put with a focus on October 80 and November 85 calls.

Straddle prices into quarter results

Zscaler (ZS) September 5 weekly straddle priced for a move of 8%. Call put ratio 4.6 calls to 1 put into the expected release of quarter results after the bell on September 2.

Nio (NIO) September 5 weekly 6.5 straddle priced for a move of 12%. Call put ratio 2.6 calls to 1 put into the expected release of quarter results before the bell on September 2.

Signet Jewelers (SIG) September 5 weekly 90 straddle priced for a move of 13%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on September 2.

Academy Sports (ASO) September 5 weekly 54 straddle priced for a move of 9%. Call put ratio 4.6 calls to 1 put into the expected release of quarter results before the bell on September 2.

Salesforce (CRM) September 5 weekly 255 straddle priced for a move of 8%. Call put ratio 2.7 calls to 1 put into the expected release of quarter results after the bell on September 3.

Options with decreasing option implied volatility: VRNT BILL MDB OKTA ANF SNOW NVDL FL NVDX ZM VSCO URBN FIVE PSTG DG BBWI WDAY BBY CRWD
Increasing unusual option volume: ALTS OPAD EWC ITOS MLTX KALV ESTC SOLZ JBS CNK PSTG MNDY
Increasing unusual call option volume: ALTS XP OPAD ESTC HE JBS WYNN B KALV PSTG ADSK
Increasing unusual put option volume: WEN EWC BILL NTNX PSTG CHTR HRL CPRT UAMY ADSK MDB
Popular stocks with increasing volume: PLTR AMD SNOW CRWV SOFI MSTR HOOD INTC NU BABA AVGO
Active options: NVDA TSLA PLTR OPEN AAPL AMD RGTI SNOW AMZN CRWV GOOGL SOFI MSTR HOOD MARA INTC NU BABA AVGO MSFT
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $64, natural gas up 1%, gold at $3469