Pre-Market IV Report December 1, 2025

Pre-Market IV Report December 1, 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: CAPR GPCR TMC ZSL GMAB AGQ CODI SVRA HHYMC INTC SLV SIVR SILJ ARWR FRSH CYTK TUR VALE VET UUP EA

Stocks expected to have increasing option volume: MSTR COIN CRWD MDB CPNG JBLU BMNR

Movers

Strategy (MSTR) 30-day option implied volatility is at 73; compared to its 52-week range of 44 to 160. Call put ratio 2.4 calls to 1 put into Bitcoin trades below $190K.

Palantir (PLTR) 30-day option implied volatility is at 48; compared to its 52-week range of 45 to 110. Call put ratio 1.5 calls to 1 put.

Nebius Group (NBIS) 30-day option implied volatility is at 89; compared to its 52-week range of 65 to 136. Call put ratio 1 call to 1.6 puts.

CoreWeave (CRWV) 30-day option implied volatility is at 85; compared to its 52-week range of 66 to 157. Call put ratio 1.6 calls to 1 put.

Coupang (CPNG) 30-day option implied volatility is at 30; compared to its 52-week range of 25 to 59. Call put ratio calls 8.9 calls to 1 put into share price lower before the bell.

Circle Internet Group (CRCL) 30-day option implied volatility is at 77; compared to its 52-week range of 68 to 177. Call put ratio 3.1 calls to 1 put with a focus on December 5 weekly calls.

JetBlue Airways (JBLU) 30-day option implied volatility is at 53; compared to its 52-week range of 53 to 114. Call put ratio 3.2 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 41; compared to its 52-week range of 29 to 50. Call put ratio 1.5 calls to 1 put as gold trades above $4288.

iShares Silver Trust (SLV) 30-day option implied volatility is at 47; compared to its 52-week range of 22 to 53. Call put ratio 3.1 calls to 1 put as silver trends higher.

Straddle prices into quarter results

MongoDB (MDB) December 5 weekly 332.50 straddle priced for a move of 14%. Call put ratio 1 call to 1.3 puts into the expected release of quarter results today after the bell.

CrowdStrike Holdings Inc. (CRWD) December 5 weekly 500 straddle priced for a move of 8.5%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell on December 2.

Marvell Technology (MRVL) December weekly 89 straddle priced for a move of 13%. Call put ratio 2 calls to 1 puts into the expected release of quarter results after the bell on December 2.

Options with decreasing option implied volatility: ESTC AMBA GAP ANF SYM BULL FLNC KSS NVO ZS
Increasing unusual option volume: PTI GTM GSM K MXEF SNBR BITO NVT ANGX VZLA
Increasing unusual call option volume: PII K EWG NVT BITO BRR ANGX PRMB VZLA
Increasing unusual put option volume: FND GTM FLO SCCO MXEF CYTK REAL STNG HUBS
Popular stocks with increasing volume: INTC MSTR GOOGL FRME PLTR SOFI GME COIN
Active options: NVDA TSLA TKC FISI INTC AAPL META MSTR GOOGL FRME AMZN AMD GOOG PLTR SOFI GME COIN BMNR MSFT
Global S&P Futures lower in premarket, Nikkei down 1.5%, DAX down 1%, WTI Crude oil recently at $59.60, natural gas up 1%, gold at $4288