Pre-Market IV Report August 6, 2025

Pre-Market IV Report August 6, 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: ASAN LQDA IOT MLGO BBIO DOCU GTLB LULU ZS PATH AVGO DKS HPE FL WBA AIP CODI OMI MBI RIGL RCAT MRX BBIO DCTH GPRE PBPB ADPT JAZZ POWL SOUN ADMA IONS CONY LULU PBR FLGT AEIS INTC DKS WBA ALC ACN CTSH TRI XLB

Stocks expected to have increasing option volume: VOYG CELH AMD AMGN ANET SMCI TOST SNAP RIVN MOS SWKS PCTY NVO LCID RNG DIS CPNG RIVN ABNB MCD DIS UBER SHOP ROK GPN DT U PLNT DAY CPRI NE SPR OPEN MNTN ANGI ASR UPST CHGG GPN OPEN LEU

Straddle prices into quarter results

Airbnb (ABNB) August 8 weekly 130 straddle priced for a move of 8%. Call put ratio 1 call to 1.4 put into the expected release of quarter results today after the bell.

Applovin (APP) August 8 weekly 377.50 straddle priced for a move of 17%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

DoorDash (DASH) August 8 weekly 255 straddle priced for a move of 10%. Call put ratio 1 call to 1.3 puts into the expected release of quarter results today after the bell.

Joby Aviation (JOBY) August 8 weekly 19.50 straddle priced for a move of 11%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.

Dutch Bros (BROS) August 8 weekly 57 straddle priced for a move of 16%. Call put ratio 4.6 calls to 1 put into the expected release of quarter results today after the bell on August 6.

e.l.f. Beauty (ELF) August 8 weekly 110 straddle priced for a move of 12%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Lyft (LYFT) August 8 weekly 14.50 straddle priced for a move of 15%. Call put ratio 2 calls to 1 put into the expected release of quarter results today after the bell.

Eli Lilly (LLY) August 8 weekly 765 straddle priced for a move of 6.5%. Call put ratio 2.2 calls to 1 put into the expected release of quarter results before the bell on August 7.

Warner Bros (WBD) August 8 weekly 12.50 straddle priced for a move of 11%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on August 7.

Movers

Coinbase (COIN) 30-day option implied volatility is at 58; compared to its 52-week range of 50 to 100. Call put ratio 1.7 calls to 1 put amid sharp price movement.
MBIA (MBI) 30-day option implied volatility is at 85; compared to its 52-week range of 47 to 91 with a focus on August 5 and 7 calls as share price up 21%.

Inspire Medical Systems (INSP) 30-day option implied volatility is at 63; compared to its 52-week range of 45 to 90 on 6400 contracts compared to its 90-day average of 110 contracts as share price down 37%.

Green Plains (GPRE) 30-day option implied volatility is at 110; compared to its 52-week range of 52 to 119 with a focus on 12K contracts of August 7 puts as share price up 3%.

SLM (SLM) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 66 with a focus on 5500 contracts of January 27 puts.

Algonquin Power & Utilities Corp. (AQN) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 69 with a focus on 3100 contracts of January 5 calls.

Cogent Biosciences (COGT) 30-day option implied volatility is at 97; compared to its 52-week range of 70 to 375 on a spreader of November 13 and 20 calls.

Options with decreasing option implied volatility: COMM INOD TMDX CFLT COMP EOSE AXON FIVN NXT VFC TGTX DOCN RBLX NET PBI DXCM ENVX CVNA WRD ROKU ETSY ARM PLTR AMSC ROKU CVNA ENVX MELI TEVI SHAK GNRC CAR SBUX EBAY TEVA ON CVS ERJ TSN CLX ZTS QCOM META HWM GEHC F REGN STX FIS BMY EA DD AMZN MSFT BUD BTI KMB MDLZ MO
Increasing unusual option volume: ACHC COMM WWW BANC OPEN DOCN AIP PGEN ALC WIX
Increasing unusual call option volume: BRBR WIX PGEN MAR WWW OPEN AGL DOCN MNKD COMM AIP NB
Increasing unusual put option volume: COMM OPEN DOCN GPRE PTLO MTCH VRTX FIS TLRY PTIR EMR ACN AVTR AFL BCS CHTR
Popular stocks with increasing volume: AMD HIMS AMZN INTC UNH SNAP COIN SMCI HOOD PFE MSTR RIVN
Active options: NVDA PLTR TSLA AMD HIMS AMZN INTC AAPL UNH OPEN SNAP META GOOGL COIN SMCI HOOD MARA PFE MSTR RIVN
Global S&P Futures mixed to higher in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $65.90, natural gas mixed, gold at $3421