Pre-Market IV Report November 12, 2025

Pre-Market IV Report November 12, 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: MESO AVXL CIEN LULU ADBE CWAN QURE WOW CYTK RIVN WLAC CRGY POR RITM EA RNA

Stocks expected to have increasing option volume: OKLO TDG CRCL GFS TME ONON CSCO DIS AMAT JD STUB FLUT MVIS

Chevron (CVX) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 58. Call put ratio 3.1 calls to 1 put with a focus on November 14 weekly 165 calls into investor meeting.

Straddle prices into quarter results

Cisco Systems (CSCO) November 14 weekly 72 straddle priced for a move of 7.5%. Call put ratio 2.8 calls to 1 put into the expected release of quarter results today after the bell.

Walt Disney (DIS) November 14 weekly 115 straddle priced for a move of7.5%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on November 13.

JD.com (JD) November 14 weekly 31.50 straddle priced for a move of 7.5%. Call put ratio 3.8 calls to 1 put into the expected release of quarter results before the bell on November 13.

Movers

ViaSat (VSAT) 30-day option implied volatility is at 81; compared to its 52-week range of 66 to 111. Call put ratio 3.5 calls to 1 put with a focus on March calls as share price up 4.3%.

Occidental Petroleum (OXY) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 74. Call put ratio 1.9 calls to 1 put with a focus on November 14 weekly options.

Clearwater Analytics Holdings, Inc. (CWAN) 30-day option implied volatility is at 64; compared to its 52-week range of 24 to 88 with a focus on November and December calls as share price up.

Marriott Vacations Worldwide (VAC) 30-day option implied volatility is at 50; compared to its 52-week range of 32 to 83. Call put ratio 1 call to 1.1 puts as share price down 7%.

Endava (DAVA) 30-day option implied volatility is at 72; compared to its 52-week range of 42 to 110. Call put ratio 1 call to 8.7 puts with a focus on November 7.5 puts as share price down.

Energizer Holdings (ENR) 30-day option implied volatility is at 56; compared to its 52-week range of 18 to 59. Call put ratio 23 calls to 1 put with a focus on December 25 calls.

SiteOne Landscape Supply (SITE) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 123 with a focus on a spreader of 2500 contracts of 140 and 160 calls.

S&P Global (SPGI) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 45. Call put ratio 1 call to 9.7 puts with a focus on a spreader of 1925 contracts of November 14 weekly 470 and 480 puts.

Baxter (BAX) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 61 with a focus on a spreader of 15498 contracts of November 14 weekly 18.50 puts and December 26 weekly 16 puts.

Options with decreasing option implied volatility: BHVN BHF SEZL GRPN VERI APPS INOD ADMA SLNO FIG TTD SMCX MNDY ENVX FSLY PINS SNAP DUOL HTZ
Increasing unusual option volume: PBRA BBD DV CWAN LRN AMBC AKAM
Increasing unusual call option volume: BBD AKAM CWAN AMBC CENX MTSR ALC ILMN
Increasing unusual put option volume: BAX SNY XP GPN AVXL CAPR EXE WY HROW VG
Popular stocks with increasing volume: CRWV AMD OPEN PLTR RIVN PFE SMCI ORCL SOFI IREN
Active options: NVDA TSLA AAPL CRWV AMD OPEN PLTR RIVN SOUN META PFE SMCI AMZN NBIS ORCL CIFR SOFI IREN MSFT BBAI
Global S&P Futures mixed to higher in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $60.40, natural gas mixed, gold at $4130