Pre-Market IV Report September 5, 2025

Pre-Market IV Report September 5, 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 SOC LCID NKE HUM JEPQ ATYR BNC NI NN ALDX TVTX GWRE INFA RKT GGAL GSRT ROIV SCPH MKTX CNC HCA

Stocks expected to have increasing option volume: AVGO LULU CPRT IOT GWRE DOCU PATH PLCE BILL AGX PHR CRWV BILL SPY QQQ RUT

Option IV into August employment report

SPDR Gold Trust (GLD) 30-day option implied volatility is at 17; compared to its 52-week range of 14 to 27. Call put ratio 2 calls to 1 put into gold above $3609 into August jobs report.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 14; compared to its 52-week range of 12 to 25. Call put ratio 1 call to 1.3 puts into August employment report.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 27; compared to its 52-week range of 23 to 48. Call put ratio 1.2 calls to 1 put into August employment report.

Movers

BILL Holdings (BILL) 30-day option implied volatility is at 37; compared to its 52-week range of 37 to 109. Call put ratio 3.9 calls to 1 put into Starboard Value discloses 8.5% activist stake.

Tenet Healthcare (THC) 30-day option implied volatility is at 31; compared to its 52-week range of 27 to 67 with a focus on 3400 contracts of September 190 and 1800 contracts of September 200 calls.

Kellanova (K) 30-day option implied volatility is at 11; compared to its 52-week range of 4 to 19 with a focus on 5500 contracts of January 75 puts.

Enviri (NVRI) 30-day option implied volatility is at 47; compared to its 52-week range of 26 to 99 with a focus on 2900 contracts of October 12.50 calls.

SUI Group (SUIG) 30-day option implied volatility is at 148; compared to its 52-week range of 64 to 150 with a focus on 2100 contracts of April 10 calls.

ArcelorMittal (MT) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 67 with a focus on 10400 contracts of October 40 calls.

Straddle prices into quarter results

Casey’s General Stores (CASY) September 500 weekly straddle priced for a move of 10%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on September 8.

Oracle (ORCL) September 12 weekly 225 straddle priced for a move of 9%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on September 9.

Options with decreasing option implied volatility: ASAN BILL PSTG URBN SNOW GTLB GAP FL AFRM CRDO FIVE ZS SBET S NVDX NIO MRVL NVDL VEEV
Increasing unusual option volume: OPAD ALTS BHP HLF CIEN NEON AS AEO GGAL ROIV UTHR K CNP
Increasing unusual call option volume: BHP OPAD NEON ALTS AEO AS GGAL CIEN UTHR FOUR CHRW
Increasing unusual put option volume: K NGD MSTZ CIEN SOC SWBI EXK PATH UTHR GLW HPE DLO NEXT AEO
Popular stocks with increasing volume: MSTR PLTR AMD BABA CRM AI SMCI ASTS HOOD AEO
Active options: NVDA TSLA OPEN AMZN AAPL MSTR PLTR GOOGL RGTI AMD BABA META CRM AI GOOG MARA SMCI ASTS HOOD AEO
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $63.40, natural gas up 1%, gold at $3609