Pre-Market IV Report February 25, 2026

Pre-Market IV Report February 25, 2026

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: IBRX AGQ UCO USO PYPL LASR UTI COMP MAMA SUPN LEG FOA BUG PBI RTO AMX BHF PBRA DBRG

Stocks expected to have increasing option volume: NVDA CRM LCID TEMP HPQ SNOW TJX LOW GDDY MELI FSLR SNOW ZM SNPS CRCL CAVA FSLR PYPL CWH WDAY

Straddle into quarter results and outlook

NVIDIA (NVDA) February 23 weekly192.50 straddle priced for a move of 8%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.

Salesforce (CRM) February 27 weekly 185 straddle priced for a move of 11%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Snowflake (SNOW) February 27 weekly 160 straddle priced for a move of 13.5%. Call put ratio 2.3 calls to 1 put into the expected release of quarter results today after the bell on February 25.

Zoom (ZM) February 27 weekly 87 straddle priced for a move of 11%. Call put ratio 2.6 calls to 1 put into the expected release of quarter results today after the bell on February 25.

Dell Technologies (DELL) February 27 weekly 120 straddle priced for a move of 8%. Call put ratio 1 call to 1.4 puts into the expected release of quarter results after the bell on February 26.

CoreWeave (CRWV) February 27 weekly 99 straddle priced for a move of 15%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on February 26.

Movement

PayPal (PYPL) 30-day option implied volatility is at 56; compared to its 52-week range of 27 to 72. Call put ratio 4.7 calls to 1 put after Bloomberg reports Stripe weighing acquisition.

AMD (AMD) 30-day option implied volatility is at 59; compared to its 52-week range of 38 to 88. Call put ratio 1.1 calls to 1 on 850K contracts as share price up 8.7%.

Qualcomm (QCOM) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 73. Call put ratio 1.1 calls to 1 put as share price up 3.3%.

Chargepoint Holdings Inc. (CHPT) 30-day option implied volatility is at 101; compared to its 52-week range of 75 to 169 with a focus on 2600 contracts of February 27 weekly calls as share price up 4.6%.

Cigna Corp. (CI) 30-day option implied volatility is at 30; compared to its 52-week range of 22 to 45. Call put ratio 1 call to 6.5 puts with a focus on February 27 weekly 270 and 272.5 puts.

Planet Fitness (PLNT) 30-day option implied volatility is at 36; compared to its 52-week range of 25 to 63. Call put ratio 2.3 calls to 1 put as share price down 8.7%.

Wex, Inc. (WEX) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 74 with a focus on a spreader of 2K contracts of April 130 and 145 puts.

nLIGHT, Inc. (LASR) 30-day option implied volatility is at 127; compared to its 52-week range of 33 to 121. Call put ratio 15 calls to 1 put with a focus on March 60 and 65 calls as share price up 5.6%.

PROCEPT BioRobotics Corporation (PRCT) 30-day option implied volatility is at 96; compared to its 52-week range of 49 to 114 with a focus on 4500 contracts of March 30 calls.

Options with decreasing option implied volatility: CMPS OCUL WOLF AKAM CVNA BBBY SFM LMND
Increasing unusual option volume: QGEN BUG LASR LEG BHF
Increasing unusual call option volume: BUG QGEN LASR IGV LEG KEYS
Increasing unusual put option volume: CWAN UWMC EWY XLC COMP FIS UAA
Popular stocks with increasing option volume: INTC PLTR MU NFLX MSTR SOFI AVGO HOOD BAC
Active options: TSLA NVDA AAPL AMD AMZN MSFT INTC PLTR META HIMS MU NFLX MSTR GOOGL SOFI AVGO HOOD CORZ BAC IREN
Global S&P Futures mixed in premarket, Nikkei up 2.2%, DAX mixed, WTI Crude oil recently at $65.80, natural gas mixed, gold at $5177