Pre-Market IV Report December 3, 2025

Pre-Market IV Report December 3, 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: TMC COGT REPL AZ CNTA SPIR AQST GTLB MNKD WEN INTC PBR

Stocks expected to have increasing option volume: CRWD BHP MRVL PSTG OKTA BOX GTLB ASAN AEO CRM SNOW FIV M AI PVH

Option IV Movers as Bitcoin rebounds above $93K

Strategy (MSTR) 30-day option implied volatility is at 76; compared to its 52-week range of 44 to 130. Call put ratio 1.8 calls to 1 put into share price up before the bell.

Oracle (ORCL) 30-day call option implied volatility is at 64; compared to its 52-week range of 23 to 70. Call put ratio 2.3 calls to 1 into share price up before the bell.

Palantir (PLTR) 30-day option implied volatility is at 49; compared to its 52-week range of 45 to 110. Call put ratio 1.4 calls to 1 put.

AppLovin (APP) 30-day option implied volatility is at 57; compared to its 52-week range of 52 to 142. Call put ratio 1.3 calls to 1 put.

Straddle prices into quarter results

Salesforce (CRM) December 5 weekly 235 straddle priced for a move of 7.5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Snowflake (SNOW) December 5 weekly 260 straddle priced for a move of 12%. Call put ratio 2.7 calls to 1 put into the expected release of quarter results today after the bell.

Kroger (KR) December 5 weekly 67 straddle priced for a move of 7%. Call put ratio 2.2 calls to 1 puts into the expected release of quarter results before the bell on December 4.

Movers

Credo Technology Group Holding (CRDO) 30-day option implied volatility is at 83; compared to its 52-week range of 63 to 136. Call put ratio 1 call to 1 put with a focus on December 5 weekly options as share price up 13.2%.

Teladoc (TDOC) 30-day option implied volatility is at 52; compared to its 52-week range of 51 to 101. Call put ratio 15.5 calls to 1 put with a focus on 20K contracts of December 5 weekly 8 calls.

Citi Trends (CTRN) 30-day option implied volatility is at 68; compared to its 52-week range of 48 to 101. Call put ratio 5.9 calls to 1 put with a focus on December and February calls.

Symbotic (SYM) 30-day option implied volatility is at 87; compared to its 52-week range of 57 to 124. Call put ratio 1.1 calls to 1 put as share price down 21.5%.

StubHub (STUB) 30-day option implied volatility is at 83; compared to its 52-week range of 83 to 143. Call put ratio 1 call to 11.6 puts with a focus on 10600 contracts of January 10 puts as share price up 3.4%.

Centessa Pharmaceuticals (CNTA) 30-day option implied volatility is at 99; compared to its 52-week range of 64 to 216 with a focus on 5700 contracts of December 30 calls.

Freshworks Inc (FRSH) 30-day option implied volatility is at 50; compared to its 52-week range of 34 to 83 with focus on 11K contracts of December 12.50 calls.

Options with decreasing option implied volatility: CWVX AMBA CRDO ANF MDB FLNC SYM KSS PONY ZS CONY ZM DKS IEP XRT WU SSO VOD BABA DE ADI WBD ADSK DELL NIO HPQ EH BBY BURL WDAY NTAP
Increasing unusual option volume: XPO KBE JANX HTGC COGT BRR
Increasing unusual call option volume: XPO COGT FSK SU HUN GLBE SHOO
Increasing unusual put option volume: ABTC KBE BRR BOX VSCO HUBS MDB FSLY FE GTLB
Popular stocks with increasing volume: INTC PLTR MSTR AMD SOFI BA CRWV ORCL RIVN HOOD AVGO
Active options: NVDA TSLA INTC AAPL AMZN PLTR MSTR AMD SOFI BA GOOGL META CRWV ORCL RIVN GOOG HOOD MARA IREN AVGO
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $59.56, natural gas up 2%, gold at $4228