Pre-Market IV Report December 5, 2025

Pre-Market IV Report December 5, 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: LUNR CCCX CYTX PAA OLMA TLRY LUNR USAR TE BE ASTS SERV UAMY SANA MLTX EOSE VIR HY CRH ULS

Stocks expected to have increasing option volume: HPE ULTA IOT DOCU TTAN S VSCO SWBI LDOS DOMO RBRK

Movers

Meta Platforms (META) 30-day option implied volatility is at 28; compared to its 52-week range of 25 to 68. Call put ratio 1.9 calls to 1 put with a focus on January 720 calls as share price up 3.5%.

SoFi Technologies (SOFI) 30-day option implied volatility is at 61; compared to its 52-week range of 49 to 114. Call put ratio 1.7 calls to 1 put into 54.5M share Spot Secondary priced at $27.50.

Viking Therapeutics (VKTX) 30-day option implied volatility is at 83; compared to its 52-week range of 61 to 169. Call put ratio 5.2 calls to 1 put with a focus on December 5 weekly calls.

Air Products (APD) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 58. Call put ratio 9.3 calls to 1 put with a focus on 3400 contracts of December 270 calls.

Genesco (GCO) 30-day option implied volatility is at 69; compared to its 52-week range of 45 to 98. Call put ratio 1 call to 1.9 puts with a focus on December 15 puts as share price down 30%.

Ciena (CIEN) 30-day option implied volatility is at 82; compared to its 52-week range of 30 to 89. Call put ratio 1 calls to 12 puts with a focus on spreader of December 12 weekly 165 puts and December 12 weekly 175 puts.

Imperial Oil (IMO) 30-day option implied volatility is at 27; compared to its 52-week range of 24 to 58 with a focus on 10K contracts of January 95 puts.

Becton Dickinson (BDX) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 41. Call put ratio 43 calls to 1 put with a focus on 11K contracts of March 220 calls.

FactSet (FDS) 30-day option implied volatility is at 50; compared to its 52-week range of 19 to 49. Call put ratio 32 calls to 1 put with a focus on 1700 contracts of December 290 calls.

Straddle prices into quarter results

Victoria’s Secret & Co. (VSCO) December 42 straddle priced for a move of 15%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results today before the bell on December 5.

Toll Brothers (TOL) December 140 straddle priced for a move of 8%. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on December 8.

BHP Group (BHP) December 60 straddle priced for a move of 6%. Call put ratio 3.5 calls to 1 put into the expected release of quarter results before the bell on December 9.

Campbell Soup (CPB) December 12 weekly 29.50 straddle priced for a move of 6%. Call put ratio 1 call to 1.9 puts into the expected release of quarter results before the bell on December 9.

GameStop (GME) December 12 weekly 23 straddle priced for a move of 12%. Call put ratio 4.7 calls to 1 put into the expected release of quarter results after the bell on December 9.

Options with decreasing option implied volatility: CAPR QURE MDB TZLS ASAN AEO CRDO GTLB OKTA PSTG DG MRVL AI SNOW WBD M PATH DLTR M CRM CRWD BMY OWL KR
Increasing unusual option volume: SEE NXDR HE HTGC CNK RZLT OSG BDX
Increasing unusual call option volume: NXDR HTGC HE OSG IVZ CRH IRBT RZLT
Increasing unusual put option volume: HE CI LYB MTDR HTZ IOT HUBS LIN BRR INCY
Popular stocks with increasing volume: INTC HTZ PLTR AMD MSTR HOOD SOFI ORCL SNOW CRM
Active options: NVDA TSLA META AAPL AMZN INTC HTZ PLTR NFLX PATH GOOGL AMD MSTR HOOD VALE SOFI ORCL SNOW CRM MSFT
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed to up, WTI Crude oil recently at $59.50, natural gas mixed, gold at $4255