← Back to News

Daily IV Report

Pre-Market IV Report December 22, 2025

Pre-Market IV Report December 22, 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: DJT TMC AQST ZIM […]

By Market Rebellion · December 22, 2025
Pre-Market IV Report December 22, 2025

Pre-Market IV Report December 22, 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: DJT TMC AQST ZIM INFY ISRG PBR UUP ELE PEPG ABVX DAWN IRON AQST LUNR EWTX MRUS DPRO INFY PEB WU ULTY PBR CIVI OR NVDY MKC ROL WMG EWW STE STWD ARCC

Stocks expected to have increasing option volume: ORCL MU NVDA AVGO INFY SRE ALNY FER INSM MPWR STX WDC BIIB CDW GFS LULU ON TTD CWAN

Movers

Oracle (ORCL) 30-day option implied volatility is at 44; compared to its 52-week range of 23 to 70. Call put ratio 1.8 call to 1 put amid wide price movement.

Micron Technology (MU) 30-day option implied volatility is at 56; compared to its 52-week range of 37 to 87. Call put ratio 1.3 calls to 1 put amid wide share price movement.

Shoals Technologies Group, Inc. (SHLS) 30-day option implied volatility is at 75; compared to its 52-week range of 66 to 117 with a focus on 6K contracts of January 15 calls.

PTC (PTC) 30-day option implied volatility is at 20; compared to its 52-week range of 20 to 57 with a focus on a spreader of July 160 and 165 calls.

Lamb Weston (LW) 30-day option implied volatility is at 34; compared to its 52-week range of 27 to 67. Call put ratio 1 call to 1.2 puts on 81K contracts amid sell off.

Arcellx (ACLX) 30-day option implied volatility is at 51; compared to its 52-week range of 42 to 85. Call put ratio 1 call to 5.2 puts with a focus on May 40 puts.

Sturm Ruger (RGR) 30-day option implied volatility is at 35; compared to its 52-week range of 14 to 50 with a focus on a spreader of 2500 contracts of July 20 and 30 puts.

Options with decreasing option implied volatility: TLRY NKTR ETHZ ULTY KMX INSM NKE FDX ACN PAYX CCL CAG GIS ASHR
Increasing unusual option volume: STT WOLF LW EWC OIH GDXJ DAWN
Increasing unusual call option volume: STT OIH GDXJ OIH FHN LW INFY DAWN KBE GDX
Increasing unusual put option volume: WOLF EWC CWAN MREO EXE SPG ALT XLRE LW
Popular stocks with increasing option volume: ORCL NKE AMD CRWV RIVN MU AVGO MSTR NFLX SOFI RKLB
Active options: TSLA NVDA PLTR ORCL NKE AAPL AMD CRWV RIVN MU AVGO AMZN MSTR META NFLX SOFI GOOGL RKLB DJT IREN
Global S&P Futures mixed to up in premarket, Nikkei up 1.5%, DAX mixed, WTI Crude oil recently at $57, natural gas up 2.7%, gold at $4471