Pre-Market IV Report September 4, 2025

Pre-Market IV Report September 4, 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: SOC SATS BBIO NKE HUM FEZ JEPQ HYG NEGG OCUL ABEO AGIO BEAM CRNX HUM LCID COMM CPRX ISRG OPRA

Stocks expected to have increasing option volume: CRM ASAN AI AEO CXM PD AVGO CPRT GTLB FIG CRCL CRWV CORZ FLY CHPT

Option IV flat into August employment report.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 13; compared to its 52-week range of 10 to 43. Call put ratio 1 call to 1 put into August employment report.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 18; compared to its 52-week range of 14 to 47 into August employment report.

Straddle prices into quarter results

Broadcom (AVGO) September 5 weekly 302.50 straddle priced for a move of 7.5%. call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

Lululemon (LULU) September 5 weekly 200 straddle priced for a move of 13.5%. Call put ratio 1 call to 1.3 puts into the expected release of quarter results today after the bell.

Samsara (IOT) September 5 weekly 35 straddle priced for a move of 13.5%. call put ratio 1 call to 3.3 puts into the expected release of quarter results today after the bell.

DocuSign (DOCU) September 5 weekly 76 straddle priced for a move of 13%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Movers

Frontier Group Holdings, Inc. (ULCC) 30-day option implied volatility is at 81; compared to its 52-week range of 66 to 126 with a focus on 7800 contracts of September 6 calls.

Herbalife Nutrition (HLF) 30-day option implied volatility is at 60; compared to its 52-week range of 50 to 103 with a focus on 20K contracts of January 17.50 calls.

Cenovus Energy (CVE) 30-day option implied volatility is at 32; compared to its 52-week range of 24 to 72 with a focus on 8K contracts of September 16 puts and 9K contracts of December 15 puts.

Crown Holdings (CCK) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 49. Call put ratio 1 call to 6.1 puts with a focus on 3400 contracts of October 87.50 puts as share price down 6.5%.

Options with decreasing option implied volatility: OPEN MDB BILL FL OKTA KSS AFRM SNOW GAP PSTG SBET ANF URBN
Increasing unusual option volume: ADT ALTS NE WVE HLF K GGAL CGNX UTHR
Increasing unusual call option volume: ALTS NE HLF GGAL SU CGNX UTHR SPHR OPRA PSNY
Increasing unusual put option volume: CVE K UAA KDP ASAN HPE STM BHVN CEP M
Popular stocks with increasing volume: PLTR AMD SMR NIO BULL SNAP BABA MSTR LCID RIVN SOFI CRWV
Active options: TSLA GOOGL NVDA AAPL GOOG PLTR OPEN AMD SMR NIO BULL AMZN SNAP BABA MSTR LCID RIVN SOFI CRWV RKLB
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $63.20, natural gas up 1%, gold at $3597