Pre-Market IV Report December 12, 2025

Pre-Market IV Report December 12, 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 RDW ULTY SATS UUP ASND NX OCUL SRTA NTSK PBR SGDJ AGRO PAA SLRC

Stocks expected to have increasing option volume: AVGO LULU COST RH

Option implied volatility for copper stocks as copper trends higher

Freeport-McMoran (FCX) 30-day option implied volatility is at 33; compared to its 52-week range of 32 to 83. Call put ratio 7.9 calls to 1 put puts as copper future prices trend higher.

Southern Copper (SCCO) 30-day option implied volatility is at 38; compared to its 52-week range of 29 to 73. Call put ratio 1 call to 13.1 put with a focus on December puts as copper future prices trend higher.

Straddle prices into quarter results

Lennar Corp. (LEN) December 119 straddle priced for a move of 7%. Call put ratio 1 calls to 2.3 puts into the expected release of quarter results after the bell on December 16.

Micron Technology (MU) December 257.50 straddle priced for a move of 11%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on December 17.

Accenture (ACN) December 270 straddle priced for a move of 7%. Call put ratio 1 calls to 1.5 puts into the expected release of quarter results before the bell on December 18.

Robinhood (HOOD) 30-day option implied volatility is at 59; compared to its 52-week range of 56 to 120. Call put ratio 2.9 calls to 1 put as share price down 8.4%.

Roku (ROKU) 30-day option implied volatility is at 45; compared to its 52-week range of 41 to 110. Call put ratio 1.8 calls to 1 put with a focus on December 12 weekly options.

Eldorado Gold (EGO) 30-day option implied volatility is at 49; compared to its 52-week range of 36 to 60. Call put ratio 18 calls to 1 put with a focus on April 39 and 45 calls as share price up 5.6%.

XPLR Infrastructure, LP (XIFR) 30-day option implied volatility is at 41; compared to its 52-week range of 37 to 75. Call put ratio 1 call to 13.8 puts with a focus on a spreader of April 8 and 9 puts.

PAR Technology (PAR) 30-day option implied volatility is at 59; compared to its 52-week range of 32 to 84. Call put ratio 5.6 calls to 1 put with a focus on April 45, 50 and 70 calls.

TETRA Technologies (TTI) 30-day option implied volatility is at 65; compared to its 52-week range of 33 to 86. Call put ratio 15 calls to 1 put with a focus on December 6 and January 8 calls as share price up 4.8%

Caesars Entertainment (CZR) 30-day option implied volatility is at 48; compared to its 52-week range of 39 to 87. Call put ratio 6 calls to 1 put with a focus on March 25 and 30 calls.

Options with decreasing option implied volatility: CFLT IOT XXI RBRK PLAY PL DOCU AVAV VSCO GME QURE S ULTA CIEN CHWY ORCL SNPS ADBE CRH IVZ CPB TOL EWJ EA
Increasing unusual option volume: NXDR VALE EWC DOMO WRBY RZLT WMB HLT JBS
Increasing unusual call option volume: VALE NXDR EWG HLT WMB EMN JBS GLBE IRBT
Increasing unusual put option volume: SCCO VEEV MTDR LIN XIFR SWKS RNA CARR NTR SGML DBRG CMCSA FISV HUBS FANG PL NEXT
Popular stocks with increasing option volume: ORCL PLTR MSTR NFLX HOOD INTC AVGO MARA RIVN SOFI SMCI
Active options: NVDA TSLA ORCL AAPL PLTR MSTR NFLX HOOD AMD META AMZN INTC AVGO MARA RIVN IREN SOFI MSFT GOOGL SMCI
Global S&P Futures lower in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $57.70, natural gas down 1%, gold at $4342