Pre-Market IV Report December 9, 2025

Pre-Market IV Report December 9, 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: DBRG LUNR ULTY WRBY TORO AQST PLAB RARE CRNX PGY KODK GLBE CRMD PGR U LEGN CMP HE INDV STZ ZM URBN NOK Mt EC AMCR ADP PG VWO

Stocks expected to have increasing option volume: WBD NFLX PSKY TOL BHP TOL CPB OLLI ASO ORCL LE LULU ORCL HD ARES GPCR

Movers

NVIDIA (NVDA) 30-day option implied volatility is at 39; compared to its 52-week range of 32 to 75. Call put ratio 2.8 calls to 1 put into President Trump allows chip sales to China.

Home Depot (HD) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 49. Call put ratio 1 call to 2.3 puts into 2025 investor conference today.

Ares Management (ARES) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 77. Call put ratio 9.3 calls to 1 put with a focus on December 175 calls into Ares Management to replace Kellanova (K) in S&P 500 at open on 12/11.

Delta Air Lines (DAL) 30-day option implied volatility is at 37; compared to its 52-week range of 31 to 89. Call put ratio 4.6 calls to 1 put with a focus on a spreader of December 62.50 and 72.50 calls.

Structure Therapeutics (GPCR) 30-day option implied volatility is at 122; compared to its 52-week range of 58 to 320. Call put ratio 1.3 calls to 1 put amid sharp rally.

Straddle prices into quarter results and FOMC

Oracle (ORCL) December 12 weekly 220 straddle priced for a move of 11%. Call put ratio 2.7 calls to 1 put into the expected release of quarter results after the bell on December 10.

Synopsys (SNPS) December 12 weekly 465 straddle priced for a move of 8%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on December 10.

Broadcom (AVGO) December 12 weekly 400 straddle priced for a move of 7.5%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on December 11.

Costco (COST) December 12 weekly 887.50 straddle priced for a move of 4%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on December 11.

lululemon athletica (LULU) December 12 weekly 182.50 straddle priced for a move of 13%. Call put ratio 1 call to 1.5 puts into the expected release of quarter results after the bell on December 11.

Movement

Generac Holdings (GNRC) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 72. Call put ratio 1 call to 1 put as share price up 1%.

Ouster (OUST) 30-day option implied volatility is at 99; compared to its 52-week range of 75 to 138. Call put ratio 5.7 calls to 1 put with a focus on December 31 calls.

Voyager Technology (VOYG) 30-day option implied volatility is at 94; compared to its 52-week range of 69 to 125. Call put ratio 1 call to 3.5 puts with a focus on 2K contracts of December 20 puts.

ViaSat (VSAT) 30-day option implied volatility is at 79; compared to its 52-week range of 66 to 111. Call put ratio 64 calls to 1 put with a focus on a spreader of December 36, February 42 and February 60 calls as share price up 4.6%.

COMPASS Pathways plc (CMPS) 30-day option implied volatility is at 93; compared to its 52-week range of 60 to 287. Call put ratio 9.9 calls to 1 put with a focus on January 12 calls as share price up 7.7%.

Options with decreasing option implied volatility: CAPR QURE CFLT MSTY IOT RBRK ASAN AEO WBD TSLQ MDB DOCU LQDA OKTA AGQ GTLB M VSCO KR HRL BMY SLV CRWD MRVL HPE GENI TIGR CRM ULTA AI S SNOW PATH
Increasing unusual option volume: WVE WRBY SNY FEZ GPCR CRH ASO CNM PLAB
Increasing unusual call option volume: WVE WRBY CRH PLAB AMLP AM CNM ELAN GPCR
Increasing unusual put option volume: ASO DBRG SNY FEZ CFLT LIN BRR IQ FLG INCY FITB HUBS
Popular stocks with increasing volume: NFLX SOFI WBD INTC AMD PLTR AVGO MSTR HOOD CVNA ORCL IREN
Active options: NVDA TSLA NFLX SOFI WBD INTC AAPL GOOGL AMD AMZN PLTR AVGO MSTR META MSFT HOOD ONDS CVNA ORCL IREN
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed to mixed, WTI Crude oil recently at $59.06, natural gas down 1%, gold at $4236