Pre-Market IV Report December 8, 2025

Pre-Market IV Report December 8, 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 SATS CRH DBRG OLMA FULC GPCR ABVX SATS TORO PSN DYN VRNS ALMS GRR EWZ DOCS INCY WRBY XP FRSH TBT DAY AGNC

Stocks expected to have increasing option volume: CFLT MRVL AVGO WBD NFLX PSKY TOL CPB NOW CAVA

Movers

Broadcom (AVGO) 30-day option implied volatility is at 50; compared to its 52-week range of 35 to 74. Call put ratio 2 calls to 1 put into quarter results expected to be release on December 11.

Marvell Technology (MRVL) 30-day option implied volatility is at 53; compared to its 52-week range of 35 to 103. Call put ratio 1.6 calls to 1 put into share price lower before the bell.

Confluent, Inc. (CFLT) 30-day option implied volatility is at 53; compared to its 52-week range of 43 to 111. Call put ratio 1 call to 2.8 puts into share price up before the bell.

ServiceNow (NOW) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 76. Call put ratio 1 call to 2.3 puts into 5 for 1 stock split.

Carvana (CVNA) 30-day option implied volatility is at 52; compared to its 52-week range of 44 to 125. Call put ratio 1.4 calls to 1 put into being added to the S&P 500.

Comcast (CMCSA) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 48. Call put ratio 2.7 calls to 1 put into investor meeting on December 10.

Cinemark Holdings (CNK) Cnk30-day option implied volatility is at 50; compared to its 52-week range of 30 to 57. Call put ratio 1 call to 4.1 puts amid wide price movement.

DigitalBridge Group (DBRG) 30-day option implied volatility is at 111; compared to its 52-week range of 39 to 112. Call put ratio 3.8 calls to 1 put amid wide price movement.

iRobot Corp. (IRBT) 30-day option implied volatility is at 226; compared to its 52-week range of 74 to 264. Call put ratio 2.3 calls to 1 put amid wide price movement.

Parsons Corporation (PSN) 30-day option implied volatility is at 46; compared to its 52-week range of 27 to 69. Call put ratio 2 calls to 1 put on active option volume of 5K contracts.

EchoStar Corp. (SATS) 30-day option implied volatility is at 64; compared to its 52-week range of 48 to 163. Call put ratio 12.6 calls to 1 put with a focus on January calls as share price up.

Boeing (BA) 30-day option implied volatility is at 28; compared to its 52-week range of 26 to 75. Call put ratio 2.4 calls to 1 put with a focus on December 5 weekly options.

Rocket Lab USA (RKLB) 30-day option implied volatility is at 78; compared to its 52-week range of 67 to 124. Call put ratio 2.6 calls to 1 put with a focus on December calls.

AST SpaceMobile (ASTS) 30-day option implied volatility is at 104; compared to its 52-week range of. Call put ratio 2.3 calls to 1 put with a focus on December 5 weekly calls.

Lockheed Martin (LMT) 30-day option implied volatility is at 21; compared to its 52-week range of 18 to 43. Call put ratio 1.2 calls to 1 put

Northrop Grumman (NOC) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 45. Call put ratio 3.4 calls to 1 put with a focus on December 600 calls.

L3Harris Technologies (LHX) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 49. Call put ratio 2.1 calls to 1 put as share price down 1%.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 19; compared to its 52-week range of 17 to 45. Call put ratio 14.6 calls to 1 put with a focus on January 34, January 36, March 35 and March 39 calls.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 94; compared to its 52-week range of 80 to 164. Call put ratio 5.9 calls to 1 put with a focus on December 12 weekly 5 calls.

Joby Aviation (JOBY) 30-day option implied volatility is at 74; compared to its 52-week range of 58 to 113. Call put ratio 2.9 calls to 1 put as share price down 1.3%.

First Industrial Realty (FR) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 64 with a focus on a spreader of 10K contracts of March 60 and 70 calls.

SoFi Technologies (SOFI) 30-day option implied volatility is at 60; compared to its 52-week range of 49 to 114. Call put ratio 1.7 calls to 1 put.

Danaher (DHR) 30-day option implied volatility is at 23; compared to its 52-week range of 20 to 61. Call put ratio 1 call to 2.9 puts.

Praxis Precision Medicines (PRAX) 30-day option implied volatility is at 84; compared to its 52-week range of 70 to 242. Call put ratio 1 call to 6 puts.

Straddle prices into quarter results and FOMC policy meeting

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 today after the bell.

BHP Group (BHP) December 60 straddle priced for a move of 5.5%. Call put ratio 3.2 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 put 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 8.5%. Call put ratio 10.3 calls to 1 put into the expected release of quarter results after the bell on December 9.

Ollie’s Bargain Outlet (OLLI) December 120 straddle priced for a move of 7.5%. Call put ratio 12.3 calls to 1 put into the expected release of quarter results before the bell on December 9.

Academy Sports and Outdoor (ASO) December 50 straddle priced for a move of 11.5%. Call put ratio 4.5 calls to 1 put into the expected release of quarter results before the bell on December 9.

Options with decreasing option implied volatility: QURE CAPR ASAN RBRK MDB IOT AEO CRDO OKTA GTLB WBD PATH MRVL M S SNOW DOCU VSCO

Increasing unusual option volume: EFX CNK NAT MYLS NXDR BRZE ACVA IRBT DBRG WRBY RZLT NOG ULTA
Increasing unusual call option volume: NAT IRBT NXDR NOG WRBY ADI BRZE ACVA ULTA BRR DBRG
Increasing unusual put option volume: MLYS RNA FIVN LIN XP IRBT DOCS ULTA SYF HUBS MTDR APA
Popular stocks with increasing volume: SOFI MSTR AMD INTC WBD PLTR HOOD SMCI ORCL AAL COIN RIVN
Active options: TSLA NVDA NFLX SOFI MSTR AAPL AMD INTC WBD PLTR AMZN GOOGL HOOD SMCI ORCL AAL COIN RIVN MSFT
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed to mixed, WTI Crude oil recently at $59.50, natural gas down 4%, gold at $4232