Daily IV Report
Pre-Market IV Report December 23, 2025
Pre-Market IV Report December 23, 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: YANG PGY DJT INFY […]
Pre-Market IV Report December 23, 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: YANG PGY DJT INFY ISRG PPLT EA YANG HYMC UMAC BKSY CRGY MESO RCAT CCCX UAMY VRNS KODK GSIT GEOS QBTS WEAT QID NVCR
Stocks expected to have increasing option volume: NVO MSTR GOLD GDX NEM FCX SLV
Movers
Novo Nordisk (NVO) 30-day option implied volatility is at 38; compared to its 52-week range of 28 to 70. Call put ratio 3.6 calls to 1 put into FDA approval of Wegovy in weight loss.
Netflix (NFLX) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 71. Call put ratio 2.4 calls to 1 put with a focus on January 100 calls and puts.
Hertz Global (HTZ) 30-day option implied volatility is at 78; compared to its 52-week range of 71 to 227. Call put ratio 8.4 calls to 1 put with a focus on February 5 calls as share price up 12.7%.
Fox Corporation (FOXA) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 35. Call put ratio 1 call to 28 puts with a focus on 3998 contracts of January 65 puts.
Dominion Energy (D) 30-day option implied volatility is at 21; compared to its 52-week range of 16 to 39. Call put ratio 2.9 calls to 1 put with a focus on a spreader of 2600 contracts of February 57.50 and 60 calls as share price down 5.9%.
GEO Group (GEO) 30-day option implied volatility is at 51; compared to its 52-week range of 48 to 29. Call put ratio 28 calls to 1 put with a focus on January 20 and 25 calls.
Rio Tinto plc (RIO) 30-day option implied volatility is at 22; compared to its 52-week range of 20 to 47. Call put ratio 3.7 calls to 1 put.
Lamb Weston (LW) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 67. Call put ratio 3.1 calls to 1 put with a focus on January 47.50 calls.
Cummins (CMI) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 58. Call put ratio 2.1 calls to 1 put.
Ollie’s Bargain Outlet (OLLI) 30-day option implied volatility is at 33; compared to its 52-week range of 29 to 64. Call put ratio 1.1 calls to 1 put.
Iris Energy (IREN) 30-day option implied volatility is at 93; compared to its 52-week range of 75 to 142. Call put ratio 1.7 calls to 1 put amid wide price movement.
Cipher Mining (CIFR) 30-day option implied volatility is at 99; compared to its 52-week range of 86 to 172. Call put ratio 2.6 calls to 1 put amid price movement.
Bloom Energy Corp. (BE) 30-day option implied volatility is at 98; compared to its 52-week range of 65 to 146. Call put ratio 1.8 calls to 1 put amid price movement.
TeraWulf (WULF) 30-day option implied volatility is at 94; compared to its 52-week range of 78 to 135. Call put ratio 1.7 calls to 1 put amid price movement.
CoreWeave (CRWV) 30-day option implied volatility is at 79; compared to its 52-week range of 67 to 157. Call put ratio 1.4 calls to 1 put.
Nebius Group (NBIS) 30-day option implied volatility is at 65; compared to its 52-week range of 65 to 136. Call put ratio 2.4 calls to 1 put with a focus on December 26 weekly 110 calls.
Rigetti Computing (RGTI) 10-day option implied volatility is at 91; compared to its 52-week range of 74 to 224. Call put ratio 1.9 calls to 1 put amid wide price movement.
D-Wave Quantum (QBTS) 30-day option implied volatility is at 105; compared to its 52-week range of 76 to 214. Call put ratio 2.2 calls to 1 put with a focus on a spreader of 4617 contracts of January 2 weekly 35.50 and 42 calls.
Quantum Computing Inc (QUBT) 30-day option implied volatility is at 86; compared to its 52-week range of 78 to 224. Call put ratio 5,3 calls to 1 put with a focus on 1K contracts of January 16 and 17 calls.
IONQ Inc (IONQ) 30-day option implied volatility is at 84; compared to its 52-week range of 70 to 146. Call put ratio 1.3 calls to 1 put on 112K contracts.
Options with decreasing option implied volatility: ETHZ NKTR TLRY CYTK CWAN HUT CODI INSM FCEL
Increasing unusual option volume: DOMO YANG GMED LW XP OTLK EWC RHI
Increasing unusual put option volume: MREO LW EWC HYMC CGSP KOS D XLP AR CWAN VSAT
Popular stocks with increasing option volume: NFLX AMD MSTR ORCL SOFI AVGO INTC MU RKLB NKE RIVN
Active options: TSLA NVDA PLTR AAPL META AMZN NFLX AMD MSTR ORCL SOFI AVGO INTC GOOGL MU RKLB NKE IREN MARA RIVN
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $58, natural gas up 2.7%, gold at $4517
