Daily IV Report
Pre-Market IV Report November 13, 2025
Pre-Market IV Report November 13, 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: AGQ AVXL CIEN LULU […]
Pre-Market IV Report November 13, 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: AGQ AVXL CIEN LULU ADBE ORCL SLV GLD ZYME IMNM PAGS GAMB FWRD ZSL UGL AUPH SLV SIVR SCO PAA DV IAU GLD
Stocks expected to have increasing option volume: CSCO ORCL META DIS SBET JD STUB FLUT PAAS SG CELH NMAX
Data Centers option IV amid price movement
Oracle (ORCL) 30-day option implied volatility is at 62; compared to its 52-week range of 23 to 66. Call put ratio 1.1 calls to 1 put as share price pulls back.
Meta Platforms (META) 30-day call option implied volatility is at 34; compared to its 52-week range of 25 to 68. Call put ratio 1.9 calls to 1 put.
Amazon (AMZN) 30-day call option implied volatility is at 31; compared to its 52-week range of 23 to 63. Call put ratio 2.2 calls to 1 put.
Alphabet (GOOGL) 30-day call option implied volatility is at 31; compared to its 52-week range of21 to 58. Call put ratio 1.7 calls to 1 put.
Microsoft (MSFT) 30-day call option implied volatility is at 23; compared to its 52-week range of 16 to 50. Call put ratio 2.7 calls to 1 put.
NVIDIA (NVDA) 30-day call option implied volatility is at 49; compared to its 52-week range of 32 to 75. Call put ratio 1.7 calls to 1 put.
Dell Technologies (DELL) 30-day call option implied volatility is at 59; compared to its 52-week range of 32 to 86. Call put ratio 2 calls to 1 put.
Straddle prices into quarter results
Walt Disney (DIS) November 14 weekly 115 straddle priced for a move of 6.5%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today before the bell.
Applied Materials (AMAT) November 14 weekly 235 straddle priced for a move of 5.5%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.
Movers
Invesco Solar ETF (TAN) 30-day option implied volatility is at 42; compared to its 52-week range of 33 to 54 with a focus on 6K contracts of December 54 calls.
Wolfspeed (WOLF) 30-day option implied volatility is at 92; compared to its 52-week range of 30 to 540. Call put ratio 1 call to 1.4 puts as share price down 12%.
Fluor Corp. (FLR) 30-day option implied volatility is at 45; compared to its 52-week range of 32 to 88. Call put ratio 1 call to 1.2 puts with a focus on a spreader of 5K contracts of November 42.50 and 45 puts.
monday.com Ltd. (MNDY) 30-day option implied volatility is at 51; compared to its 52-week range of 35 to 98. Call put ratio 1 call to 3 puts as share price down 3.1%.
Options with decreasing option implied volatility: BHF SEZL GRPN CHYM ADMA VERI TTD ROOT INOD SNAP SG MNDY DUOL ENVX FSLY FIG RDW BROS SLNO NVAX SOUN TRIP BHVN FIVN MGNI FOUR LYFT SN RELY AMSC NTLA PGY BILL FWRD FTNT AFRM
Increasing unusual option volume: CTRA EXE MTSR WRBY CWAN FFIV LRN
Increasing unusual call option volume: CTRA EXE MTSR JEF CWAN BBD NVT MT
Increasing unusual put option volume: MTSR VOD SAVA ONON AR DLO PAA FND TE
Popular stocks with increasing volume: CSCO SOFI PFE SMR
Active options: NVDA AMD TSLA PLTR META SOFI AAPL AMZN OPEN CRCL MSFT BBAI MSTR PFE IREN CRWV SMR WULF GOOGL CORZ
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $58.29, natural gas mixed, gold at $4234
