Pre-Market IV Report December 15, 2025

Pre-Market IV Report December 15, 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: MSOS RDW OCUL ULTY TLRY FRMI MOSX MSOS ACB MJ EWTX ETHZ LENZ RVMD RDNT SQQQ XNET BITO LOGI

Stocks expected to have increasing option volume: ORCL MU SNDK WDC CRWV IRBT

Movers

Oracle (ORCL) 30-day call option implied volatility is at 44; compared to its 52-week range of 23 to 70. Call put ratio 1.3 calls to 1 into amid wide price movement.

Micron Technology (MU) Mar 30-day call option implied volatility is at 69; compared to its 52-week range of 37 to 87 into expected release of quarter results on December 17.

Western Digital (WDC) Mar 30-day call option implied volatility is at 63; compared to its 52-week range of 33 to 93. Call put ratio 2.1 calls to 1 put.

Sandisk (SNDK) Mar 30-day call option implied volatility is at 92; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1 put.

Nebius Group (NBIS) 30-day option implied volatility is at 86; compared to its 52-week range of 65 to 136. Call put ratio 1.3 calls to 1 put.

AppLovin (APP) 30-day option implied volatility is at 54; compared to its 52-week range of 52 to 142. Call put ratio 1.6 calls to 1 put amid wide price movement.

Strategy (MSTR) 30-day option implied volatility is at 70; compared to its 52-week range of 44 to 120. Call put ratio 2 calls to 1 put as Bitcoin trades $90K.

Palantir (PLTR) 30-day option implied volatility is at 46; compared to its 52-week range of 45 to 110. Call put ratio 1.4 calls to 1 put.

Alibaba (BABA) 30-day call option implied volatility is at 34; compared to its 52-week range of 31 to 73. Call put ratio 1.4 calls to 1 put amid wide price movement.

iShares Silver Trust (SLV) 30-day option implied volatility is at 44; compared to its 52-week range of 22 to 53. Call put ratio 1.5 calls to 1 put as silver trades $60.

Straddle prices into quarter results

Lennar Corp. (LEN) December 119 straddle priced for a move of 7%. Call put ratio 1 calls to 1.1 puts into the expected release of quarter results after the bell on December 16.

Micron Technology (MU) December 240 straddle priced for a move of 11%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on December 17.

Options with decreasing option implied volatility: XXI CFLT PLAY PL AVAV RH GME CHWY CIEN CRH ADBE ORCL SNPS FRSH CPB IOT TOL IVZ
Increasing unusual option volume: CMA OCSL XLB TEN CVE NXDR SHOO RCUS
Increasing unusual call option volume: CMA OCSL CVE NXDR SHOO LDOS RCUS MIST
Increasing unusual put option volume: XLB SEI XLI VEEV DBRG CGC MRUS MSOX FRMI
Popular stocks with increasing option volume: AVGO ORCL PLTR NFLX MSTR INTC HOOD SOFI CRWV COIN
Popular stocks with increasing option volume: AVGO ORCL PLTR NFLX MSTR INTC HOOD SOFI CRWV COIN
Active options: TSLA NVDA AVGO ORCL PLTR AAPL RIVN AMD NFLX MSTR AMZN INTC META GOOGL HOOD SOFI IREN CRWV MSFT COIN
Global S&P Futures mixed to higher in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $57.50, natural gas mixed, gold at $4376