Pre-Market IV Report December 4, 2025

Pre-Market IV Report December 4, 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 CONY CWVX POET LUNR CCCX SERV WU BBW GWRE EPC FERG VALE CNK HY NFLX MSM DOC SCHD

Stocks expected to have increasing option volume: CRM SNOW GWRE FIVE PATH KR DG SFIX VSCO HPE IOT

Movers

Netflix (NFLX) 30-day option implied volatility is at 32; compared to its 52-week range of 24 to 71. Call put ratio 1.6 calls to 1 put as share price down 5.1%.

Iris Energy (IREN) 30-day option implied volatility is at 103; compared to its 52-week range of 75 to 141. Call put ratio 2 calls to 1 put.

GXO Logistics, Inc. (GXO) 30-day option implied volatility is at 37; compared to its 52-week range of 27 to 79. Call put ratio 1 call to 7.6 puts with a focus on 6100 contracts of December 52.50 puts as share price up 3%.

TMC the metals company (TMC) 30-day option implied volatility is at 138; compared to its 52-week range of 79 to 188. Call put ratio 5.6 calls to 1 put with a focus on December 11 calls.

iRobot Corp. (IRBT) 30-day option implied volatility is at 264; compared to its 52-week range of 74 to 256. Call put ratio 1 call to 1 put as share price up.

Capricor Therapeutics (CAPR) 30-day option implied volatility is at 147; compared to its 52-week range of 58 to 421. Call put ratio 1 call to 1.6 puts as share price up.

Straddle prices into quarter results

Hewlett Packard Enterprise (HPE) December 5 weekly 22.50 straddle priced for a move of 8%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results today after the bell.

Ulta Beauty (ULTA) December 5 weekly 545 straddle priced for a move of 9%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.

Samsara Inc (IOT) December 5 weekly 39 straddle priced for a move of 20%. Call put ratio 1 call to 2.6 puts into the expected release of quarter results today after the bell.

Docusign Inc. (DOCU) December 5 weekly 71 straddle priced for a move of 11%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

Rubrik (RBRK) December 5 weekly 71 straddle priced for a move of 14%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.

SentinelOne, Inc. (S) December 5 weekly 17 straddle priced for a move of 10%. Call put ratio 4.9 calls to 1 put into the expected release of quarter results today after.

Victoria’s Secret & Co. (VSCO) December 42 straddle priced for a move of 18%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on December 5.

Options with decreasing option implied volatility: CAPR MSTU AMBA CRDO MDB ASAN GTLB OKTA AEO PSTG ZS HPQ MRVL WDAY M DELL DLTR WMD ADSK ANF DE IEP XLC
Increasing unusual option volume: NE IRBT TEL MLYS HTGC CAPR CRH PTEN XLI
Increasing unusual call option volume: CRH HTGC PTEN XLI XLC BOX CAPR SONO NE IRBT
Increasing unusual put option volume: JBL IRBT FIVN CAPR EQNR MYLS XLI NXE AR FIVE HUBS TE FIS
Popular stocks with increasing volume: INTC MSTR MRVL AMD PLTR HOOD SOFI
Active options: TSLA NVDA AAPL NFLX MSFT INTC MSTR AMZN GOOGL MRVL AMD PLTR HOOD IREN NIO GOOG META SOFI WULF MARA
Global S&P Futures mixed in premarket, Nikkei up 2%, DAX mixed to up, WTI Crude oil recently at $59.26, natural gas mixed, gold at $4229