Pre-Market IV Report September 3, 2025

Pre-Market IV Report September 3, 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: ASST SATS NKE IEP FEZ GLD IAU JEPQ HYG SOGP AACT SOC CIFR IDYA HQY CYBN CAPR HYMC MUX BBIO ULC CRMD COGT SRRK ASMB RNA FLWS

Stocks expected to have increasing option volume: GOOG GOOGL CRM HPE DLTR CPB M ASAN AI AEO CXM PD REVG AVGO CPRT ZS

Alphabet (GOOG) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 58. Call put ratio 2 calls to 1 put into judge rules company won’t have to sell Chrome.

Apple (AAPL) 30-day option implied volatility is at 25; compared to its 52-week range of 16 to 65. Call put ratio 1.7 calls to 1 put into hosting event on September 9 to introduce new products.

Option IV into gold above $3600 to a new record high

iShares Gold Trust (IAU) 30-day option implied volatility is at 18; compared to its 52-week range of 14 to 27. Call put ratio 5.3 calls to 1 put as gold above $3606 to a new record high.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 50. Call put ratio 1 call to 1.1 puts as gold above $3606 to a new record high.

Straddle prices into quarter results

Salesforce (CRM) September 5 weekly 252.5 straddle priced for a move of 8%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.

Hewlett Packard (HPE) September 5 weekly 22.50 straddle priced for a move of 7%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

Asana (ASAN) September 5 weekly 14 straddle priced for a move of 15%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.

C3ai (AI) September 5 weekly 17 straddle priced for a move of 13%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.

American Eagle (AEO) September 5 weekly 14 straddle priced for a move of 13.50%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.

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

Lululemon (LULU) September 5 weekly 200 straddle priced for a move of 13.5%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on September 4.

Movers

United Therapeutics (UTHR) 30-day option implied volatility is at 41; compared to its 52-week range of 26 to 94. Call put ratio 1 call to 6.3 puts with a focus on October and November puts as share price up 33%.

Vitesse Energy (VTS) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 60 with a focus on 2K contracts of January 30 calls.

Ambarella (AMBA) 30-day option implied volatility is at 47; compared to its 52-week range of 35 to 89. Call put ratio 3 calls to 1 put on 5K contracts as share price down 3.4%.

Constellation Brands (STZ) 30-day option implied volatility is at 36; compared to its 52-week range of 18 to 53. Call put ratio 1 call to 1.9 puts as share price down 6.6%.

Avnet (AVT) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 48 with a focus on 4900 contracts of September 50 puts as share price down 4.2%.

Ionis Pharmaceuticals (IONS) 30-day option implied volatility is at 53; compared to its 52-week range of 35 to 73. Call put ratio 3.5 calls to 1 put with a focus on 5K contracts September 55 calls and puts as share price up 35%.

Cognex Corp (CGNX) 30-day option implied volatility is at 35; compared to its 52-week range of 27 to 69 with a focus on a spreader of 5K contracts of October 45 and 50 calls.

Options with decreasing option implied volatility: OPEN FL BILL MDB SBET SNOW GAP AFRM AND OKTA PSTG S URBN FIVE MRVL VSCO VEEV DG DELL
Increasing unusual option volume: ALIT ALTS VLY BAX CGNX IONS OPAD INFY ALHC
Increasing unusual call option volume: ALTS ALIT CGNX BAX IONS ALHC GGAL KDP GGAL HYMC
Increasing unusual put option volume: INFY BAX ABCL HE MSTZ NICE KDP CBRL ZS CTSH SATS
Popular stocks with increasing volume: AMD BABA HOOD NIO SOFI CRWV INTC BAX SMCI
Active options: NVDA TSLA OPEN PLTR AAPL AMD BABA HOOD NIO AMZN SOFI GOOGL IREN MSTR CRWV INTC RGTI BAX META SMCI
Global S&P Futures mixed to higher in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $65.40, natural gas mixed, gold at $3606