Pre-Market IV Report December 18, 2025

Pre-Market IV Report December 18, 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 PBR DSGN PGY TMC IMSR URGN WVE DAWN GSAT TWO INDV QURE SQQQ ORCX LIF NVAX BSOL LIF NVAX BSOL QID SDOW FLG MTN CMBT GFS SLV PLTR MRP CMS NDX AIG XLI

Stocks expected to have increasing option volume: MU SNKD WDC NVDA LRCX AVGO NKE FDX ACN CTAS DRI BIRK KMX SOC WS LULU BP

Movement

Micron Technology (MU) December call option implied volatility is at 151, January is at 71; compared to its 52-week range of 37 to 87. Call put ratio 1 call to 1 put into share price trading up before the bell.

Sandisk (SNDK) 30-day option implied volatility is at 91; compared to its 52-week range of 44 to 123. Call put ratio 1.1 calls to 1 put into share price up before the bell.

Western Digital (WDC) 30-day option implied volatility is at 65; compared to its 52-week range of 33 to 93. Call put ratio 1.5 calls to 1 put into share price up before the bell.

KLA Corporation (KLAC) 30-day option implied volatility is at 42; compared to its 52-week range of 31 to 75. Call put ratio 1 call to 1.1 put.

Lam Research (LRCX) 30-day option implied volatility is at 50; compared to its 52-week range of 32 to 86. Call put ratio 1.5 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 75. Call put ratio 1.7 calls to 1 put.

Broadcom (AVGO) 30-day option implied volatility is at 44; compared to its 52-week range of 35 to 74. Call put ratio 1.3 calls to 1 put.

Oracle (ORCL) 30-day option implied volatility is at 47; compared to its 52-week range of 23 to 70. Call put ratio 1 call to 1.1 puts.

CoreWeave (CRWV) 30-day option implied volatility is at 88; compared to its 52-week range of 67 to 157. Call put ratio 1.3 calls to 1 put.

Option movers

Iovance Biotherapeutics (IOVA) 30-day option implied volatility is at 91; compared to its 52-week range of 72 to 218. Call put ratio 16 calls to 1 put with a focus on January 3 and 3.5 calls as share price up.

Frontier Group Holdings, Inc. (ULCC) 30-day option implied volatility is at 88; compared to its 52-week range of 66 to 126. Call put ratio 96 calls to 1 put with a focus on 5200 contracts of December 5 calls.

ArcelorMittal (MT) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 67. Call put ratio 51 calls to 1 put with a focus on 7K contracts of January 55 calls.

VistaGen Therapeutics (VTGN) 30-day option implied volatility is at 513; compared to its 52-week range of 62 to 461. Call put ratio 1 call to 1.1 puts as share price down.

Avantor (AVTR) 30-day option implied volatility is at 44; compared to its 52-week range of 31 to 71 with a focus on 36K contracts of January 9 puts.

ZoomInfo Technologies (GTM) 30-day option implied volatility is at 43; compared to its 52-week range of 36 to 95. Call put ratio 1 call to 1.6 puts.

lululemon athletica (LULU) 30-day option implied volatility is at 41; compared to its 52-week range of 29 to 76. Call put ratio 1 call to 1 put as share price up before the bell.

Options with decreasing option implied volatility: ABVX NKTR ULTY PL LULU RH CIEN ADBE ORCL KODK SNPS LEN GIS KVUE COST PAA
Increasing unusual option volume: VLY URNM UTHR AVTR URGN GTM HBAN TWO VTGN DAWN NUVB CCCC SWBI AIG JBL
Increasing unusual call option volume: VLY URNM URGN HBAN TWO GTM XHB NUVB AIG SWBI CCCC FDS VTGN
Increasing unusual put option volume: GTM JBL VEEV ABR OCUL RF WGS INDA KMX DRI RARE UWMC
Popular stocks with increasing option volume: AVGO PLTR ORCL NFLX AMD MSTR CRWV MU HOOD WBD SOFI INTC
Active options: TSLA NVDA AVGO PLTR ORCL GOOGL NFLX AMD AMZN AAPL MSTR CRWV MU MARA GOOG HOOD META WBD SOFI INTC
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $56.12, natural gas up 1.5%, gold at $4355