Daily IV Report
Pre-Market IV Report August 7, 2025
Pre-Market IV Report August 7, 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 BMBL LQDA IOT […]
Pre-Market IV Report August 7, 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 BMBL LQDA IOT AEO MLGO DOCU GTLB LULU PATH ZS HPE WBA BMBL AKRO STOK FIG VRNT GH MED ATYR ELAN GOGL IMMR GILD PRMB NVDY PH PMT BSX
Stocks expected to have increasing option volume: LLY BDX DDOG WBD QSR PODD RL ZBH H CELH ELAN CROX YETI WRBY PTON SEDG PZZA USFD DUOL HLF AIG DASH MCK ABNB FTNT CTVA DKNG HUBS Z ZG PAYC ELF LYFT GDRX TNDM RNG DAVE ZETA ALAB APP JOBY CAPR AAPL GLW TM SONY
Straddle prices into quarter results
Gilead (GILD) August 8 weekly 110 straddle priced for a move of 5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on August 7.
EOG Resources (EOG) August 8 weekly 116 straddle priced for a move of 4%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on August 7.
Flutter Entertainment (FLUT) August 310 straddle priced for a move of 6.5%. Call put ratio 4.2 calls to 1 put into the expected release of quarter results after the bell on August 7.
Block (XYZ) August 8 weekly 76 straddle priced for a move of 12%. Call put ratio 1 call to 1.9 puts into the expected release of quarter results today after the bell.
Take-Two (TTWO) August 8 weekly 227.50 straddle priced for a move of 6%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on August 7.
Microchip (MCHP) August 8 weekly 66 straddle priced for a move of 7%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on August 7.
Live Nation (LYV) August 150 straddle priced for a move of 6%. Call put ratio 3 calls to 1 put into the expected release of quarter results today after the bell.
Warner Bros (WBD) August 8 weekly 12.50 straddle priced for a move of 12%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today before the bell.
Pinterest (PINS) August 8 weekly 39 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.
GoDaddy (GDDY) August 8 weekly 155 straddle priced for a move of 8%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.
Expedia (EXPE) August 8 weekly 185 straddle priced for a move of 12%. Call put ratio 5.1 calls to 1 put into the expected release of quarter results today after the bell.
Twlio (TWLO) August 8 weekly 130 straddle priced for a move of 16%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.
Rocket Lab (RKLB) August 8 weekly 44 straddle priced for a move of 14%. Call put ratio 2.2 calls to 1 put into the expected release of quarter results today after the bell.
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Chime Financial (CHYM) August 8 weekly 32.50 straddle priced for a move of 15%. Call put ratio 10.4 calls to 1 put into the expected release of quarter results today after the bell.
Wynn Resorts (WYNN) August 8 weekly 107 straddle priced for a move of 6%. Call put ratio 1 call to 2.5 puts into the expected release of quarter results today after the bell.
Akamai (AKAM) August 8 weekly 75 straddle priced for a move of 10%. Call put ratio 3.8 calls to 1 put into the expected release of quarter results today after the bell.
Dropbox (DBX) August 8 weekly 26.50 straddle priced for a move of 9%. Call put ratio 2.3 calls to 1 put.
Tempus (TEM) August 8 weekly 55 straddle priced for a move of 13%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results before the bell on August 8.
Movers
Verint Systems (VRNT) 30-day option implied volatility is at 65; compared to its 52-week range of 34 to 96. Call put ratio 6.3 calls to 1 put with a focus on August 25 calls.
Arista Networks (ANET) 30-day option implied volatility is at 40; compared to its 52-week range of 31 to 88. Call put ratio 3 calls to 1 put with a focus on October 150 and November 125 calls into quarter results.
Myriad Genetics (MYGN) 30-day option implied volatility is at 90; compared to its 52-week range of 47 to 130. Call put ratio 6.2 calls to 1 put with a focus on August 7 and February 5 calls.
Lantheus Holdings (LNTH) 30-day option implied volatility is at 45; compared to its 52-week range of 33 to 84. Call put ratio 4.6 calls to 1 put with a focus on September 50 calls.
ViaSat (VSAT) 30-day option implied volatility is at 87; compared to its 52-week range of 42 to 126. Call put ratio 1 call to 1.6 puts.
Appian Corporation (APPN) 30-day option implied volatility is at 66; compared to its 52-week range of 35 to 74 with a focus on a spreader of August 22.50 and August 25 puts.
Options with decreasing option implied volatility: INOD COMM REPL CFLT TMDX SNAP UPST EOSE NVAX
Increasing unusual option volume: PGEN CWAN RNA UNIT PRMB OPEN NB VRNT
Increasing unusual call option volume: CWAN PRMB UNIT SNY PGEN HLF NB VRNT FE HESM
Increasing unusual put option volume: OPEN VSAT LFMD COMM CHGG CRH PRMB VG EQNR SN YETI
Popular stocks with increasing volume: PLTR SMCI SNAP HOOD HIMS LCID UBER COIN MSTR NVO UNH INTC
Active options: AAPL AMD TSLA NVDA PLTR SMCI AMZN OPEN SNAP HOOD HIMS LCID UBER COIN META MSTR NVO UNH INTC UPST
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $64.10, natural gas mixed, gold at $3448
