Pre-Market IV Report August 5, 2025

Pre-Market IV Report August 5, 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: CHPT ATYR LQDA ASAN IOT MDB MLGO DOCU GTLB PATH HPE ZS JEPQ

Stocks expected to have increasing option volume: HIMS AMD CAT ALGT CAT TDG ZTS MAR YUM LDOS TAP FOUR SRPT AEO VAC BP

Option IV into quarter results

Advanced Micro (AMD) August 8 weekly 170 straddle priced for a move of 8%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.

Super Micro Computer (SMCI) August 8 weekly 59 straddle priced for a move of 14%. Call put ratio 1.7 call to 1 put into the expected release of quarter results today after the bell.

Snap (SNAP) August 8 weekly 9.5 straddle priced for a move of 19%. Call put ratio 2.4 calls to 1 put into the expected release of quarter results today after the bell.

Movers

FIGS (FIGS) call put ratio 1 call to 1.1 puts on 77K contracts.

IDEXX Labs (IDXX) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 53 with a focus on September 580, 600 and 620 puts.

Spotify (SPOT) 30-day option implied volatility is at 39; compared to its 52-week range of 28 to 84 with a focus on August 8 weekly 600 puts.

Bruker (BRKR) 30-day option implied volatility is at 55; compared to its 52-week range of 32 to 77 with a focus on August 40 puts.

ON Semiconductor (ON) 30-day option implied volatility is at 50; compared to its 52-week range of 38 to 99 on 101K contracts compared to 90-day average of 12K contracts.

Aflac (AFL) 30-day option implied volatility is at 26; compared to its 52-week range of 13 to 43 with a focus on August 8 weekly puts.

Grocery Outlet Holding Corp. (GO) 30-day option implied volatility is at 71; compared to its 52-week range of 39 to 86 with a focus on 13K contracts of August 12.50 puts.

Lattice Semiconductor (LSCC) 30-day option implied volatility is at 78; compared to its 52-week range of 42 to 98 with a focus on a spreader of August 50 and 60 calls.

Skyline Corporation (SKY) 30-day option implied volatility is at 63; compared to its 52-week range of 31 to 63 with a focus on November 80 calls.

Options with decreasing option implied volatility: COMM WGS INOD TMDX CFLT BYON BULL ENVX EOSE FIVN NXT FTAI RBLX COMP CVNA DXCM TDOC NET WU
Increasing unusual option volume: COMM GTM BRBR OPEN AEO YOU REPL SBET
Increasing unusual call option volume: AEO REPL COMM GTM SNY OPEN SBET
Increasing unusual put option volume: COMM OPEN AFL VSAT PSEC MSTZ INOD FIS TAL
Popular stocks with increasing volume: AMD HOOD MSTR COIN SOFI UNH OPEN INTC RKT SMCI RDDT
Active options: NVDA TSLA AAPL PLTR AMZN OPEN AMD HOOD META MSFT MSTR GOOGL UNH MARA HIMS SOFI PFE NIO AEO INTC
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $65.40, natural gas mixed, gold at $3412