Pre-Market IV Report December 11, 2025

Pre-Market IV Report December 11, 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: DBRG MSTU RDW TLRY ULTY SATS STZ PSNY ABEO WRBY IRDM BKSY STAA RDW CYTK SNDX RELY COMP SBGI WU PRGO GTES ABR ASND QID YEXT

Stocks expected to have increasing option volume: ADBE ORCL SNPS MTN PL AVGO COST LULU RH AIG CB SKIL WBD NFLX PSKY HOOD CULP CRWV UBER LYFT CART

Movers

GE Vernova (GEV) 30-day option implied volatility is at 44; compared to its 52-week range of 40 to 99. Call put ratio 1.4 calls to 1 put as share price up.

Uber (UBER) 30-day option implied volatility is at 35; compared to its 52-week range of 30 to 69. Call put ratio 1 call to 1.1 puts as share price down.

Lyft (LYFT) 30-day option implied volatility is at 54; compared to its 52-week range of 41 to 106. Call put ratio 1.3 calls to 1 put as share price down.

AIG (AIG) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 51. Call put ratio 16 to 1 with a focus on December 80 calls amid end of day rally.

Chubb Corp. (CB) 30-day option implied volatility is at 15; compared to its 52-week range of 15 to 44. Call put ratio 1call to 1.9 puts.

Cronos Group (CRON) 30-day option implied volatility is at 57; compared to its 52-week range of 38 to 83 with a focus on 10900 contracts of January 35 2028 calls.

Ally Financial (ALLY) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 76. Call put ratio 5.4 calls to 1 put with a focus on December 40, 42 and 47 calls as share price up 3.6%.

AeroVironment (AVAV) 30-day option implied volatility is at 53; compared to its 52-week range of 37 to 89. Call put ratio 1.4 calls to 1 put as share price down 12.4%.

V.F. Corp. (VFC) 30-day option implied volatility is at 50; compared to its 52-week range of 41 to 112 with a focus on 33K contracts of September 10 puts as share price up 4%.

EQT Corp. (EQT) 30-day option implied volatility is at 34; compared to its 52-week range of 31 to 71. Call put ratio 1 call to 11.1 puts with a focus on 12900 contracts of January 51 puts.

Straddle prices into quarter results

Broadcom (AVGO) December 12 weekly 412.50 straddle priced for a move of 7%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.

Costco (COST) December 12 weekly 890 straddle priced for a move of 4%. Call put ratio 1.2 call to 1 put into the expected release of quarter results today after the bell.

lululemon athletica (LULU) December 12 weekly 182.50 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.

Rh (RH) December 12 weekly 157.50 straddle priced for a move of 13%. Call put ratio 1 calls to 1.3 puts into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: QURE CFLT IOT RBRK CAPR PLAY PATH TMC LQDA DOCU VSCO AVAV S AI SNOW CHWY ULTA GME HPE KR CPB JBS HRL WBD CRM
Increasing unusual option volume: NXDR WRBY MLYS PLAB GTES BRZE IRBT
Increasing unusual call option volume: WRBY NXDR PLAB IRBT BRZE SRE FIP MREO
Increasing unusual put option volume: VNQ ABVX JBHT DBRG FLG PRU OWL VFC LIN
Popular stocks with increasing option volume: WBD GME ORCL SOFI UBER MSTR INTC RIVN AMD RKLB
Active options: NVDA TSLA PLTR AMZN NFLX WBD GME MSFT AAPL ORCL SOFI UBER MSTR INTC META RIVN AMD RKLB GOOGL SMR
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed to mixed, WTI Crude oil recently at $57.60, natural gas lower, gold at $4252