Pre-Market IV Report November 14, 2025

Pre-Market IV Report November 14, 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: PL AVXL CIEN LULU AGQ ORCL ADBE BMNU SOFX NEXA RGTI CLS DAVE SPXS ARWR CCOI FBIN BAM JEF JBS APH QLD WBD CNM IRM UDOW SOFI TMO EEM EFA

Stocks expected to have increasing option volume: AVDL WBD PSKY DIS NFLX CMCSA AMAT STUB SPCE NMAX UAA UA MRK CDTX ASHR GPRO RCAT

AI option IV ticks up

Oracle (ORCL) 30-day option implied volatility is at 64; compared to its 52-week range of 23 to 66. Call put ratio 1.2 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 1.6 calls to 1 put.

Amazon (AMZN) 30-day call option implied volatility is at 33; compared to its 52-week range of 23 to 63. Call put ratio 1.6 calls to 1 put.

Alphabet (GOOGL) 30-day call option implied volatility is at 34; compared to its 52-week range of21 to 58. Call put ratio 1.9 calls to 1 put.

Microsoft (MSFT) 30-day call option implied volatility is at 24; compared to its 52-week range of 16 to 50. Call put ratio 1.8 calls to 1 put.

NVIDIA (NVDA) 30-day call option implied volatility is at 52; compared to its 52-week range of 32 to 75. Call put ratio 2 calls to 1 put.

AMD (AMD) 30-day call option implied volatility is at 57; compared to its 52-week range of 35 to 88. Call put ratio 1.4 calls to 1 put.

Arm Holdings (ARM) 30-day option implied volatility is at 57; compared to its 52-week range of 42 to 99. Call put ratio 1 call to 2 puts.

Broadcom (AVGO) 30-day option implied volatility is at 59; compared to its 52-week range of 35 to 74. Call put ratio 1 call to 1 put.

Straddle prices into quarter results

Trip.com Group (TCOM) November 75 straddle priced for a move of 9%. Call put ratio 2.2 calls to 1 put. Call put ratio 2.7 calls to 1 put into the expected release of quarter results after the bell on November 17.

XPeng Inc. (XPEV) November 26.50 straddle priced for a move of 9%. Call put ratio 3.9 calls to 1 put into the expected release of quarter results before the bell on November 17.
  
Movers

Merck (MRK) 30-day call option implied volatility is at 29; compared to its 52-week range of 20 to 55. Call put ratio 4.6 call1 to 1 put into Merck close to deal to acquire Cidara Therapeutics (CDTX), FT reports.

Cidara Therapeutics (CDTX) 30-day call option implied volatility is at 92; compared to its 52-week range of 21 to 344. Call put ratio 3.4 calls to 1 put onto Merck (MRK) close to deal to acquire Cidara Therapeutics, FT reports.

Blue Owl Capital (OWL) 30-day option implied volatility is at 45; compared to its 52-week range of 31 to 79. Call put ratio 1 call to 17.2 puts with a focus on December 16 puts as share price down 2.1%.

Dollar Tree (DLTR) 30-day option implied volatility is at 51; compared to its 52-week range of 28 to 88. Call put ratio 1 call to 1.8 puts as share price down 3.3%.

Nexa Resources (NEXA) 30-day option implied volatility is at 58; compared to its 52-week range of 33 to 90 with a focus on 10200 contracts of November 7.5 calls as share price up 3.2%.

Globant (GLOB) 30-day option implied volatility is at 92; compared to its 52-week range of 32 to 96. Call put ratio 1 call to 1.3 puts with a focus on November puts.

Viking (VIK) 30-day option implied volatility is at 45; compared to its 52-week range of 28 to 74. Call put ratio 1 call to 9 puts with a focus on 2K contracts of December 60 puts.

Sealed Air (SEE) 30-day option implied volatility is at 40; compared to its 52-week range of 22. Call put ratio 4 calls to 1 put with a focus on December 47.50 calls as share price up.

Options with decreasing option implied volatility: GRPN CWVX TTD INOD SG MNDY SLNO FLR KDK FIVN OGN NTLA CRMD HUN BILL SOUN DLO AFRM XYZ
Increasing unusual option volume: MTSR LRN FFIV PBRA ENB GSK SHEL
Increasing unusual call option volume: MTSR ENB PBRA GSK SHEL MMM BP COR
Increasing unusual put option volume: KDP DLO AVXL AMKR IEP XP DOCS HUBS FLUT
Popular stocks with increasing volume: CRWV MSTR HOOD INTC COIN PFE ORCL
Active options: TSLA NVDA AMD PLTR AAPL SOFI CRWV META OPEN AMZN MSTR HOOD INTC COIN GOOGL IREN CIFR PFE ORCL CORZ
Global S&P Futures mixed to lower in premarket, Nikkei down 1.7%, DAX mixed to lower, WTI Crude oil recently at $60, natural gas down 1.5%, gold at $4167