Pre-Market IV Report December 2, 2025

Pre-Market IV Report December 2, 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: AGX SLV JANX CEP CHPT BITO CCCX BITX CMPS CORT SLP FBTC FIVN GBTC IBIT WBD BTC URA K BHF XLI HE BITB

Stocks expected to have increasing option volume: MSTR CRWD M BHP MRVL PSTG MRVL PSTG ORCL AEO UNFI SIG OKTA ASAN CRM SNOW DLTR DG GWRE F GM SHOP

Movers

Strategy (MSTR) 30-day option implied volatility is at 80; compared to its 52-week range of 44 to 139. Call put ratio 1.1 calls to 1 put amid price movement.

Shopify (SHOP) 30-day option implied volatility is at 47; compared to its 52-week range of 33 to 105. Call put ratio 1 calls to 1 put amid price movement.

Chevron (CVX) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 58. Call put ratio 2.7 calls to 1 put with a focus on March 185 calls as share price up 1%.

Synopsys (SNPS) 30-day option implied volatility is at 55; compared to its 52-week range of 29 to 68. Call put ratio 1.6 calls to 1 put as share price down 4.4%.

Straddle prices into quarter results

CrowdStrike Holdings Inc. (CRWD) December 5 weekly 505 straddle priced for a move of 8.5%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell on December 2.

Marvell Technology (MRVL) December 5 weekly 91 straddle priced for a move of 13%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on December 2.

Okta, Inc. (OKTA) December 5 weekly 81 straddle priced for a move of 12%. Call put ratio 3 calls to 1 put into the expected release of quarter results after the bell on December 2.

Salesforce (CRM) December 5 weekly 232.5 straddle priced for a move of 8%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on December 3.

Snowflake (SNOW) December 5 weekly 252.50 straddle priced for a move of 12%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on December 3.

Movers

Rivian Automotive (RIVN) 30-day option implied volatility is at 67; compared to its 52-week range of 46 to 101. Call put ratio 3.4 calls to 1 put as share price up 3.2%,

Argan (AGX) 30-day option implied volatility is at 81; compared to its 52-week range of 50 to 88. Call put ratio 2.6 calls to 1 put with a focus on January calls and puts as share price down.

Credo Technology Group Holding (CRDO) 30-day option implied volatility is at 99; compared to its 52-week range of 63 to 136 with a focus on December 5 weekly 130, 145 and 160 puts.

Roblox (RBLX) 30-day option implied volatility is at 51; compared to its 52-week range of 34 to 95 with a focus on December 25 and 35 puts.

Leggett & Platt (LEG) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 83 with a focus on December 10 calls and puts as share price up 15.5%.

Sigma Lithium Corp (SGML) 30-day option implied volatility is at 119; compared to its 52-week range of 60 to 147 with a focus on 2100 contracts of December 14 calls.

Options with decreasing option implied volatility: ANF ZS NVO WRD PONY WDAY BURL ZM DKS KS SYM RSP ROST
Increasing unusual option volume: LEG SIG CYPH VLZA FIGS ELAN URNM
Increasing unusual call option volume: CYPH URNM SIG VZLA YUMC COGT BRR
Increasing unusual put option volume: CAPR ABTC BRR WY HUBS PALL SM IOT
Popular stocks with increasing volume: MSTR AAPL AMZN AMD INTC PLTR RIVN SOFI HOOD AVGO
Active options: NVDA TSLA MSTR AAPL AMZN AMD INTC GOOGL PLTR RIVN META SOFI HOOD GOOG AVGO BMNR MARA CORZ GME
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $59.20, natural gas mixed, gold at $4217