Pre-Market IV Report December 16, 2025

Pre-Market IV Report December 16, 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: TLRY MSOS ACB MSTY WBD NVD MSTU YANG HUT CMPS ETHZ BITI SH ZSL FRSH AEO RDNT AEO MSTR TAC DXCM ZG ZIM DAL SEE TEVA MS ARR BAC C WFC USO ISRG EWU PNC AVDL MRUS EFA

Stocks expected to have increasing option volume: MSTR COIN ORCL LEN GIS NKE FDX ACN F

United States Oil Fund (USO) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 66. Call put ratio 1.5 calls to 1 put as WTI crude at $55.90.

Movers

Strategy (MSTR) 30-day option implied volatility is at 78; compared to its 52-week range of 44 to 120. Call put ratio 1 call to 1 put as share price down.

Coinbase (COIN) 30-day option implied volatility is at 57; compared to its 52-week range of 50 to 100. Call put ratio 1 call to 1 put as Bitcoin trades $86,600.

ServiceNow (NOW) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 76. Call put ratio 1 call to 1.1 puts as share price down.

Altria Group (MO) 30-day option implied volatility is at 16; compared to its 52-week range of 16 to 41. Call put ratio 11.5 calls to 1 put with a focus on December 60 and 61 calls.

Zillow Group, Inc. (ZG) 30-day option implied volatility is at 42; compared to its 52-week range of 33 to 74. Call put ratio 13.9 calls to 1 put with a focus on 4200 contracts of February 65 calls as share price down.

PayPal (PYPL) 30-day option implied volatility is at 31; compared to its 52-week range of 27 to 72. Call put ratio 22. Call put ratio 2.2 calls to 1 put as share price near low end of range.

Ford Motor (F) 30-day option implied volatility is at 27; compared to its 52-week range of 24 to 68. Call put ratio 1 call to 1.6 puts into electric outlook.

Hershey Foods (HSY) 30-day option implied volatility is at 23; compared to its 52-week range of 20 to 42. Call put ratio 2.1 calls to 1 put as share price up 2.8%.

Cheniere Energy (LNG) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 60. Call put ratio 1 call to 1 put with a focus on December options.

Entegris (ENTG) 30-day option implied volatility is at 48; compared to its 52-week range of 36 to 93. Call put ratio 1 call to 15 puts with a focus on December 87.50 puts.

Constellation Energy Group, Inc. (CEG) 30-day option implied volatility is at 47; compared to its 52-week range of 39 to 94. Call put ratio 10.7 calls to 1 put with a focus on December calls as share price up 1.7%.

FirstEnergy (FE) 30-day option implied volatility is at 17; compared to its 52-week range of 15 to 37. Call put ratio 41 calls to 1 put with a focus on 3500 contracts of September 45 calls.

STMicroelectronics N.V. (STM) 30-day option implied volatility is at 36; compared to its 52-week range of 35 to 83. Call put ratio 3.4 calls to 1 put as share price up 2.1%.

Straddle prices into quarter results

Micron Technology (MU) December 235.50 straddle priced for a move of 11%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on December 17.

Jabil (JBL) December 220 straddle priced for a move of 9.5%. Call put ratio 1 call to 2.1 puts into the expected release of quarter results before the bell on December 17.

General Mills (GIS) December 47.50 straddle priced for a move of 4.5%. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on December 17.

Accenture (ACN) December 275 straddle priced for a move of 6%. Call put ratio 1 calls to 1.5 puts into the expected release of quarter results before the bell on December 18.

Nike (NKE) December 68 straddle priced for a move of 7.5%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on December 18.

Options with decreasing option implied volatility: PLAY PL LULU RH REPL AVAV CHWY ULTY CIEN
Increasing unusual option volume: EWY EWC MCHI APPN MIST EWJ EEM NXDR IRBT
Increasing unusual call option volume: MCHI EWY EWJ EEM EFA EWZ PLD MIST NXDR
Increasing unusual put option volume: NEXT IRBT EWC AQST VEEV ORLA XLP ORLA XLP CWAN NTR MSOX
Popular stocks with increasing option volume: AVGO MSTR ORCL PLTR NFLX RIVN SOFI AMD INTC GME HOOD
Active options: TSLA NVDA AVGO AAPL AMZN MSTR ORCL IREN PLTR NFLX RIVN SOFI AMD GOOGL META INTC GME BMNR MSFT HOOD
Global S&P Futures mixed to lower in premarket, Nikkei down 1.2%, DAX mixed, WTI Crude oil recently at $55.90, natural gas down 1%, gold at $4309