Pre-Market IV Report August 4, 2025

Pre-Market IV Report August 4, 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: NVDL LQDA MDB NVDX AFRM MLGO GAP IOT OKTA DELL DG MSTY MRVL PBR BBWI NVDA CRWD

Stocks expected to have increasing option volume: PLTR MELI VRTX WMB AXON OKE SPG FANG ON TSN W HIMS AMD SAM APH COMM

Straddle prices into quarter results

Palantir (PLTR) August 8 weekly 155 straddle priced for a move of 13.5%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.

Hims & Hers (HIMS) August 8 weekly 62.50 straddle priced for a move of 13.5%. Call put ratio 1 call to 1.4 puts into the expected release of quarter results today after the bell.
Wayfair (W) August 8 weekly 65 straddle priced for a move of 13.5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today.

Advanced Micro (AMD) August 8 weekly 170 straddle priced for a move of 8%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on August 5.

Caterpillar (CAT) August 8 weekly 427 straddle priced for a move of 8%. Call put ratio 1 call to 2.2 puts into t1he expected release of quarter results before the bell on August 5.

Movers

Reddit (RDDT) 30-day call option implied volatility is at 65, August is at 105; compared to its 52-week range of 51 to 127. Call put ratio 1.6 calls to 1 put amid sharp rally.

BellRing Brands (BRBR) 30-day option implied volatility is at 62; compared to its 52-week range of 23 to 62. Call put ratio 20 calls to 1 put with a focus on August 60 and 65 calls.

Aurinia Pharmaceuticals (AUPH) 30-day option implied volatility is at 52; compared to its 52-week range of 37 to 87. Call put ratio 62 calls to 1 put with a focus on August and September calls.

Fluor Corp. (FLR) 30-day option implied volatility is at 49; compared to its 52-week range of 26 to 75. Call put ratio 1.4 calls to 1 put with a focus on August 8 and 10 calls.

Synchrony Financial (SYF) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 84. Call put ratio 1 call to 10 puts with a focus on August 65 puts.

Valley National Bancorp (VLY) 30-day option implied volatility is at 30; compared to its 52-week range of 26 to 57 with a focus on 10K contracts of September 9 puts.

Increasing unusual option volume: ATEC XLB LKQ UNIT BRBR XLI OPEN
Increasing unusual call option volume: BRBR XLI XLB REI CALM
Increasing unusual put option volume: OPEN BCS XLB XLI SYF FLR
Popular stocks with increasing volume: AMD HOOD MSTR COIN SOFI UNH OPEN INTC RKT SMCI RDDT
Active options: NVDA TSLA AAPL AMZN AMD HOOD MSTR PLTR META COIN SOFI MSFT UNH OPEN INTC RKT SMCI GOOGL RDDT RIOT
Global S&P Futures up in premarket, Nikkei down 1%, DAX up 1%, WTI Crude oil recently at $66.30, natural gas mixed, gold at $3414