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written in-house from our own cached dataLululemon options price ±10.0% earnings move vs. 9.6% avg
Ahead of its September 03 earnings report, the options market is pricing a ±10.0% implied move for Lululemon Athletica (LULU). The stock's historical average absolute post-earnings reaction is 9.6%, placing the implied move just 0.4 percentage points above that average. The options market is pricing movement very closely aligned with LULU's typical past earnings responses.
Options Band Data Desk · Sep 02, 20:58 UTC · EarningsBroadcom options price ±8.2% earnings move vs. 7.0% avg
Ahead of its September 02 earnings report, the options market is pricing a ±8.2% implied move for Broadcom (AVGO). The stock's historical average absolute post-earnings reaction is 7.0%, placing the implied move about 1.2 percentage points above the historical average. The gap between implied and historical is among the narrowest of the earnings names measured on the same date.
Options Band Data Desk · Sep 02, 20:58 UTC · EarningsSnowflake options price ±12.0% earnings move vs. 13.7% avg
Ahead of its September 02 earnings report, the options market is pricing a ±12.0% implied move for Snowflake (SNOW). The stock's historical average absolute post-earnings reaction is 13.7%, making the current implied move approximately 1.7 percentage points below that average. Options are pricing a somewhat smaller swing than SNOW has historically delivered around earnings.
Options Band Data Desk · Sep 02, 20:58 UTC · EarningsC3.ai options price ±13.2% earnings move, matching historical avg
Ahead of its September 02 earnings report, the options market is pricing a ±13.2% implied move for C3.ai (AI). The stock's historical average absolute post-earnings reaction is also 13.2%, placing the implied move exactly in line with the historical average. This precise alignment indicates the options market is pricing movement consistent with AI's typical past earnings responses.
Options Band Data Desk · Sep 02, 20:58 UTC · EarningsFive Below options price ±10.5% earnings move vs. 7.4% avg
Ahead of its September 02 earnings report, the options market is pricing a ±10.5% implied move for Five Below (FIVE). The stock's historical average absolute post-earnings reaction is 7.4%, making the current implied move approximately 3.1 percentage points above that average. This means options are pricing a larger-than-typical swing relative to FIVE's past earnings responses.
Options Band Data Desk · Sep 02, 20:58 UTC · EarningsTesla options trade 2.8M contracts; put/call ratio at 0.71
As of September 02, options on Tesla (TSLA) recorded 1,635,915 call contracts and 1,165,015 put contracts, for a total of approximately 2.8 million contracts and a put-to-call ratio of 0.71. Call volume exceeded put volume by roughly 471,000 contracts. Tesla's total volume was the lowest among the four options volume leaders measured on the same date.
Options Band Data Desk · Sep 02, 20:58 UTC · ActivityNVDA options log 5.6M contracts; calls outpace puts at 0.61 ratio
As of September 02, options on NVIDIA Corporation (NVDA) recorded 3,523,580 call contracts and 2,134,617 put contracts, for a total of approximately 5.6 million contracts and a put-to-call ratio of 0.61. Calls exceeded puts by more than 1.38 million contracts, the largest call-side skew among the volume leaders measured on the same date. NVDA ranked third overall by total options contract volume in the group.
Options Band Data Desk · Sep 02, 20:58 UTC · ActivityQQQ options see 5.9M contracts; put/call ratio near parity at 1.05
As of September 02, options on the Invesco QQQ Trust (QQQ) recorded 2,879,338 call contracts and 3,034,311 put contracts, for a total of nearly 5.9 million contracts and a put-to-call ratio of 1.05. The near-even ratio indicates call and put activity were closely matched. QQQ ranked second by total options contract volume among the leaders measured on the same date.
Options Band Data Desk · Sep 02, 20:58 UTC · ActivitySPY options volume tops 8.6M contracts; put/call ratio 1.24
As of September 02, options on the SPDR S&P 500 ETF (SPY) recorded 3,854,136 call contracts and 4,784,817 put contracts, for a total exceeding 8.6 million contracts and a put-to-call ratio of 1.24. SPY was the highest-volume options name by total contracts among the volume leaders measured on the same date. Put contracts outnumbered calls by approximately 930,000 contracts.
Options Band Data Desk · Sep 02, 20:58 UTC · ActivityRiot Platforms options price ±22.6% move; IV30 at 78.8%
As of September 02, Riot Platforms (RIOT) shares were priced at $18.60, with 30-day implied volatility at 78.8% and the options market pricing a ±22.601% implied move. The 20-day realized volatility was 75.0%, putting implied volatility roughly 4 percentage points above recent realized levels. Riot's implied and realized volatility readings are among the more closely aligned in the large-implied-move group on the same date.
Options Band Data Desk · Sep 02, 20:58 UTC · Expected MovesModerna options price ±22.7% move; realized vol at 385%
As of September 02, Moderna (MRNA) shares were priced at $149.835, with 30-day implied volatility at 79.2% and the options market pricing a ±22.702% implied move. The 20-day realized volatility stood at 385.1%, far exceeding the 79.2% implied volatility figure. The wide gap indicates recent actual price swings have been dramatically larger than what the options market is currently pricing for the next 30 days.
Options Band Data Desk · Sep 02, 20:58 UTC · Expected MovesMarathon Digital options price ±23.5% move; IV below realized
As of September 02, Marathon Digital Holdings (MARA) shares were priced at $10.49, with 30-day implied volatility at 82.0% and the options market pricing a ±23.507% implied move. The 20-day realized volatility was 97.3%, meaning implied volatility runs about 15 percentage points below what the stock has recently experienced. This places MARA as one of the few names in the group where realized volatility currently exceeds implied.
Options Band Data Desk · Sep 02, 20:58 UTC · Expected MovesCleanSpark options price ±23.6% move; IV near realized vol
As of September 02, CleanSpark (CLSK) shares were priced at $11.185, with 30-day implied volatility at 82.2% and the options market pricing a ±23.559% implied move. The 20-day realized volatility was 82.9%, placing implied and realized volatility within less than one percentage point of each other. This tight gap between the two measures indicates the options market is pricing movement broadly in line with the stock's recent actual swings.
Options Band Data Desk · Sep 02, 20:58 UTC · Expected MovesLucid Group options price ±25.5% move; IV30 at 88.9%
As of September 02, Lucid Group (LCID) shares were priced at $4.79, with 30-day implied volatility at 88.9% and the options market pricing a ±25.495% implied move. The 20-day realized volatility was 75.0%, putting implied volatility approximately 14 percentage points above what the stock has recently experienced. LCID's implied volatility of 88.9% was the highest among the large-implied-move names measured on the same date.
Options Band Data Desk · Sep 02, 20:58 UTC · Expected MovesNasdaq-100 options price ±5.2% move; IV30 at 18.1%
As of September 02, the Nasdaq-100 Index (NDX) was at 29,133.69, with 30-day implied volatility at 18.1% and the options market pricing a ±5.195% range over the next 30 days. The put-to-call volume ratio was 1.02, reflecting nearly balanced activity between puts and calls. NDX's 18.1% implied volatility was the highest among the major equity indexes measured on the same date.
Options Band Data Desk · Sep 02, 20:58 UTC · IndexesS&P 500 options price ±3.6% move; IV30 at 12.4%
As of September 02, the S&P 500 Index (SPX) was at 7,669.33, with 30-day implied volatility at 12.4% and the options market pricing a ±3.561% range over the next 30 days. The put-to-call volume ratio was 1.06, indicating roughly equal activity on both sides. At 12.4%, SPX implied volatility sits among the lowest of the major indexes measured on the same date.
Options Band Data Desk · Sep 02, 20:58 UTC · IndexesVIX options price ±19.9% move; put/call ratio at 0.33
As of September 02, the Cboe Volatility Index (VIX) was at 15.3, with its own 30-day implied volatility at 69.2% and the options market pricing a ±19.85% implied move. The put-to-call volume ratio of 0.33 indicates call contracts were trading at roughly three times the volume of puts. A VIX level of 15.3 sits in the lower portion of its historical range, while its options' 69.2% implied volatility reflects the index's well-documented tendency toward sharp spikes.
Options Band Data Desk · Sep 02, 20:58 UTC · IndexesRussell 2000 options price ±5.0% move over next 30 days
As of September 02, the Russell 2000 Index (RUT) stood at 2,957.85, with 30-day implied volatility at 17.4% and the options market pricing a ±4.987% range over the next 30 days. Put volume outpaced call volume by a ratio of 1.58 to 1. RUT's implied volatility of 17.4% runs above the S&P 500's 12.4% reading on the same date, reflecting greater uncertainty priced into small-cap options.
Options Band Data Desk · Sep 02, 20:58 UTC · IndexesNIO earnings: options price ±11.9% move vs. 7.7% avg
Ahead of NIO's (NIO) September 01 earnings report, options are pricing an implied move of ±11.9%. The historical average absolute earnings reaction of 7.7% is well below the current implied figure — the largest such gap among the earnings names shown here — meaning options are pricing a substantially larger move than the stock has historically delivered on earnings days.
Options Band Data Desk · Sep 01, 21:32 UTC · EarningsDELL earnings: options price ±10.3% move vs. 11.9% avg
Ahead of Dell Technologies' (DELL) September 01 earnings report, options are pricing an implied move of ±10.3%. The historical average absolute earnings reaction of 11.9% is above the current implied move, indicating the stock has historically moved more on earnings days than the current options pricing reflects.
Options Band Data Desk · Sep 01, 21:32 UTC · EarningsMDB earnings: options price ±15.9% move vs. 19.1% avg
Ahead of MongoDB's (MDB) September 01 earnings report, options are pricing an implied move of ±15.9%. The historical average absolute earnings reaction of 19.1% is above the current implied figure, meaning the stock has tended to move more on past earnings days than options are currently pricing.
Options Band Data Desk · Sep 01, 21:32 UTC · EarningsMDT earnings: options price ±5.4% move vs. 4.0% avg
Ahead of Medtronic's (MDT) September 01 earnings report, options are pricing an implied move of ±5.4%. The historical average absolute earnings reaction of 4.0% is below the current implied move, indicating options are pricing a somewhat larger swing than the stock has typically delivered on earnings days.
Options Band Data Desk · Sep 01, 21:32 UTC · EarningsPANW earnings: options price ±9.3% move vs. 8.4% avg
Ahead of Palo Alto Networks' (PANW) September 01 earnings report, options are pricing an implied move of ±9.3%. The stock's historical average absolute earnings reaction is 8.4%, meaning the current implied move is modestly above its past earnings-day moves.
Options Band Data Desk · Sep 01, 21:32 UTC · EarningsIWM put/call ratio hits 3.57 on 2.2M contracts traded
As of September 01, iShares Russell 2000 ETF (IWM) options saw 477,600 calls and 1,705,523 puts trade, totaling 2,183,123 contracts with a put/call volume ratio of 3.57. That ratio is the highest among the volume leaders shown here, with puts running more than three and a half times call volume.
Options Band Data Desk · Sep 01, 21:32 UTC · ActivityNVIDIA options trade 2.5M contracts; calls lead at ratio 0.74
As of September 01, NVIDIA (NVDA) options saw 1,456,637 calls and 1,081,135 puts trade, for a combined 2,537,772 contracts and a put/call volume ratio of 0.74. Call volume outpaced put volume — a contrast to the put-heavy flow seen across major index products on the same date.
Options Band Data Desk · Sep 01, 21:32 UTC · ActivityQQQ options see 8.5M contracts traded; put/call ratio 1.21
As of September 01, Invesco QQQ Trust (QQQ) options saw 3,829,308 calls and 4,639,334 puts trade, totaling 8,468,642 contracts with a put/call volume ratio of 1.21. Put volume outpaced call volume by approximately 810,000 contracts.
Options Band Data Desk · Sep 01, 21:32 UTC · ActivitySPY logs 12.2M total option contracts; put/call ratio 1.18
As of September 01, SPDR S&P 500 ETF (SPY) options saw 5,590,327 calls and 6,603,561 puts trade, for a combined 12,193,888 contracts and a put/call volume ratio of 1.18. Put volume exceeded call volume by roughly 1 million contracts on the session.
Options Band Data Desk · Sep 01, 21:32 UTC · ActivityAMC Entertainment options imply ±22.2% 30-day move
As of September 01, AMC Entertainment (AMC) was priced at $2.58, with 30-day implied volatility at the 77.6th percentile and a 30-day implied move of ±22.239%. The 20-day realized volatility of 61.0 is below the implied level, indicating options are pricing more future volatility than the stock has recently shown.
Options Band Data Desk · Sep 01, 21:32 UTC · Expected MovesModerna options imply ±22.4% move vs. 384.8% realized vol
As of September 01, Moderna (MRNA) was priced at $148.61, with 30-day implied volatility at the 78.2nd percentile and a 30-day implied move of ±22.422%. The 20-day realized volatility of 384.8 is dramatically higher than the implied figure, reflecting an unusually large recent price swing that options are not fully pricing going forward.
Options Band Data Desk · Sep 01, 21:32 UTC · Expected MovesMarathon Digital options imply ±22.8% 30-day move
As of September 01, Marathon Digital (MARA) was priced at $10.27, with 30-day implied volatility at the 79.7th percentile and a 30-day implied move of ±22.84%. The 20-day realized volatility of 95.9 is notably higher than the implied level, meaning the stock has recently moved well in excess of what options are currently pricing.
Options Band Data Desk · Sep 01, 21:32 UTC · Expected MovesCleanSpark options imply ±23.3% 30-day move at $11.19
As of September 01, CleanSpark (CLSK) was priced at $11.19, with 30-day implied volatility at the 81.4th percentile and a 30-day implied move of ±23.332%. The 20-day realized volatility of 82.2 is slightly above the implied level, indicating the stock has recently moved somewhat more than current options pricing reflects.
Options Band Data Desk · Sep 01, 21:32 UTC · Expected MovesMongoDB options imply ±24.6% 30-day move at IV 85.6%ile
As of September 01, MongoDB (MDB) was priced at $437.99, with 30-day implied volatility at the 85.6th percentile and a 30-day implied move of ±24.551%. Implied volatility of 85.6 compares with a 20-day realized volatility of 68.1, meaning options are pricing more volatility than the stock has recently delivered.
Options Band Data Desk · Sep 01, 21:32 UTC · Expected MovesS&P 500 options price ±3.8% move; IV at 13th percentile
As of September 01, the S&P 500 Index was at 7,631.47, with 30-day implied volatility at the 13.2nd percentile — the lowest rank among the major indexes shown here — and a 30-day implied move of ±3.781%. The put/call volume ratio stood at 1.22.
Options Band Data Desk · Sep 01, 21:32 UTC · IndexesNasdaq-100 options price ±5.2% 30-day implied move
As of September 01, the Nasdaq-100 Index was at 29,077.22, with 30-day implied volatility at the 18.3rd percentile and an implied 30-day move of ±5.249%. The put/call volume ratio of 1.27 indicates modestly higher put activity relative to calls.
Options Band Data Desk · Sep 01, 21:32 UTC · IndexesVIX options imply ±20% move on the index itself
As of September 01, the Cboe Volatility Index was at 16.34, with its own 30-day implied volatility sitting at the 69.8th percentile — the highest rank among the major indexes tracked here — and a 30-day implied move of ±20.018%. The put/call volume ratio of 0.36 shows call volume running nearly three times put volume on VIX options.
Options Band Data Desk · Sep 01, 21:32 UTC · IndexesRussell 2000 options price ±5.3% move over next 30 days
As of September 01, the Russell 2000 Index stood at 2,920.13, with 30-day implied volatility at the 18.4th percentile of its historical range and a 30-day implied move of ±5.262%. The put/call volume ratio was 1.93, meaning put volume ran nearly double call volume on the day.
Options Band Data Desk · Sep 01, 21:32 UTC · IndexesNIO options price ±11.9% earnings move ahead of September 1 report
NIO options are pricing an implied earnings move of ±11.894% around the September 1 report date. The stock's historical average absolute post-earnings move is 7.7%, placing the implied move about 4.2 percentage points above that figure. The options market is pricing meaningfully more movement than NIO has historically delivered on earnings days.
Options Band Data Desk · Aug 31, 22:35 UTC · EarningsDELL options price ±10.3% earnings move ahead of September 1 report
Dell Technologies options are pricing an implied earnings move of ±10.324% around the September 1 report date. The stock's historical average absolute post-earnings move is 11.9%, placing the implied move about 1.6 percentage points below that average. The options market is pricing slightly less movement than Dell has historically delivered around earnings.
Options Band Data Desk · Aug 31, 22:35 UTC · EarningsMDB options price ±15.9% earnings move ahead of September 1 report
MongoDB options are pricing an implied earnings move of ±15.876% around the September 1 report date. The stock's historical average absolute post-earnings move is 19.1%, placing the implied move about 3.2 percentage points below that average. The options market is pricing less movement than MongoDB has historically delivered on earnings days.
Options Band Data Desk · Aug 31, 22:35 UTC · EarningsMDT options price ±5.4% earnings move ahead of September 1 report
Medtronic options are pricing an implied earnings move of ±5.369% around the September 1 report date. The stock's historical average absolute post-earnings move is 4.0%, placing the implied move about 1.4 percentage points above that figure. The options market is pricing somewhat more movement than Medtronic has historically delivered around earnings.
Options Band Data Desk · Aug 31, 22:35 UTC · EarningsMarket news
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