Pre-Market IV Report September 2, 2025

Pre-Market IV Report September 2, 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: SATS IEP ASST FEZ PLCE ONDS SATS LQDA SOXS DQ EH SAIA OKTA

Stocks expected to have increasing option volume: ZS NIO SIG ASO CRM NEM KGC GOLD GDX

Option IV into gold above $3500 to a new record high

SPDR Gold Trust (GLD) 30-day option implied volatility is at 27; compared to its 52-week range of 14 to 27. Call put ratio 3.6 calls to 1 put into gold above $3500 to a new record high.

Kinross Gold (KGC) 30-day option implied volatility is at 39; compared to its 52-week range of 34 to 58. Call put ratio 6.2 calls to 1 put into gold above $3500 to a new record high.

Newmont (NEM) 30-day option implied volatility is at 31; compared to its 52-week range of 27 to 60. Call put ratio 2.6 calls to 1 put.

Agnico Eagle Mines (AEM) 30-day option implied volatility is at 32; compared to its 52-week range of 27 to 58. Call put ratio 2.2 calls to 1 put.

Royal Gold (RGLD) 30-day option implied volatility is at 28; compared to its 52-week range of 25 to 45. Call put ratio 2.9 calls to 1 put.

Harmony Gold Mining Company Limited (HMY) 30-day option implied volatility is at 45; compared to its 52-week range of 44 to 72. Call put ratio 6.7 calls to 1 put.

Iam Gold (IAG) 30-day option implied volatility is at 49; compared to its 52-week range of 45 to 70. Call put ratio 3.5 calls to 1 put.

Direxion Daily Gold Miners Bull 3x Shares (NUGT) 30-day option implied volatility is at 63; compared to its 52-week range of 56 to 435. Call put ratio 2 calls to 1 put.

Straddle prices into quarter results

Salesforce (CRM) September 5 weekly 255 straddle priced for a move of 8%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on September 3.

Broadcom (AVGO) September 5 weekly 297.50 straddle priced for a move of 7.5%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on September 4.

Movers

NeoGenomics (NEO) 30-day option implied volatility is at 65; compared to its 52-week range of 32 to 110. Call put ratio 21 calls to 1 put with a focus on September calls.

Ouster (OUST) 30-day option implied volatility is at 34; compared to its 52-week range of 70 to 128. Call put ratio 1 call to 3.3 puts.

VNET Group (VNET) 30-day option implied volatility is at 89; compared to its 52-week range of 65 to 142. Call put ratio 1.8 calls to 1 put on 17K contracts.

Apple (AAPL) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 65. Call put ratio 2 calls to 1 put into hosting event a September 9 to introduce new products.

Options with decreasing option implied volatility: FL VRTN BILL MDB GAP ANF SNOW SBET PSTG AFRM OKTA URBN FIVE MRVL
Increasing unusual option volume: ALTS OPAD FL KEY INFY EWC AS EH
Increasing unusual call option volume: FL ALTS KEY OPAD EH HE AS PII INFY ADSK
Increasing unusual put option volume: RSP GLXY XP UAMY AMBA PSTG BTDR NTNX ESTC
Popular stocks with increasing volume: BABA PLTR AMD MSTR MRVL AFRM SOFI INTC AVGO HOOD
Active options: NVDA TSLA BABA OPEN AAPL PLTR AMD MSTR MRVL SMCI BULL AFRM AMZN IREN SOFI INTC AVGO HOOD META GOOGL
Global S&P Futures lower in premarket, Nikkei mixed, DAX down 1%, WTI Crude oil recently at $65.70, natural gas mixed, gold at $3546