Pre-Market IV Report November 17, 2025

Pre-Market IV Report November 17, 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: LULU WBD DEI BRR WGMI CSIQ MSTY MLYS WRD SVIX KROS ALKT COMM CRSP ACVA AVDL GRND INSM BILL VAC UDN

Stocks expected to have increasing option volume: TCOM XPEV QBUT NVDA ARM AVGO

Movers

NVIDIA (NVDA) 30-day call option implied volatility is at 51; compared to its 52-week range of 32 to 75. Call put ratio 1.7 calls to 1 put into expected release of quarter results after the bell on November 19.

Arm Holdings (ARM) 30-day option implied volatility is at 55; compared to its 52-week range of 42 to 99. Call put ratio 1 call to 1.2 puts.

Broadcom (AVGO) 30-day option implied volatility is at 57; compared to its 52-week range of 35 to 74. Call put ratio 1.3 calls to 1 put.

Oracle (ORCL) 30-day option implied volatility is at 63; compared to its 52-week range of 23 to 66. Call put ratio 1.9 calls to 1 put amid price movement.

CoreWeave (CRWV) 30-day call option implied volatility is at 93; compared to its 52-week range of 67 to 157. Call put ratio 1.1 calls to 1 put amid wide price movement.

AMD (AMD) 30-day call option implied volatility is at 56; compared to its 52-week range of 35 to 88. Call put ratio 1.5 calls to 1 put.

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 1.8 calls to 1 put.

Blue Owl Capital (OWL) 30-day call option implied volatility is at 44; compared to its 52-week range of 31 to 79 with a focus on spreader of November and January 16 puts.

Micron Technology (MU) Mar 30-day call option implied volatility is at 70; compared to its 52-week range of 37 to 87 on 407K contracts.

Western Digital (WDC) Mar 30-day call option implied volatility is at 72; compared to its 52-week range of 33 to 92. Call put ratio 2.3 calls to 1 put.

Sandisk (SNDK) Mar 30-day call option implied volatility is at 110; compared to its 52-week range of 44 to 123 on 94K contracts.

Alibaba (BABA) 30-day call option implied volatility is at 40; compared to its 52-week range of 33 to 77. Call put ratio 1 call to 1 put on active option volume of 612K contracts.

JD.com (JD) 30-day call option implied volatility is at 40; compared to its 52-week range of 33 to 77. Call put ratio 2 calls to 1 put on 320K contracts.

Pinduoduo (PDD) 30-day call option implied volatility is at 40; compared to its 52-week range of 30 to 76. Call put ratio 1.4 calls to 1 put into quarter results.

enCore Energy (EU) Mar 30-day call option implied volatility is at 119; compared to its 52-week range of 52 to 149 with a focus on December 3 and 4 calls.

Red Cat Holdings Inc. (RCAT) Mar 30-day call option implied volatility is at 113; compared to its 52-week range of 87 to 252. Call put ratio 1.9 calls to 1 put.

VNET Group (VNET) Mar 30-day call option implied volatility is at 106; compared to its 52-week range of 65 to 142 with a focus on March 9 calls and puts.

Proshares Ultra Dj-ubs Crude Oil (UCO) Mar 30-day call option implied volatility is at 44; compared to its 52-week range of 40 to 112. Call put ratio 1 call to 1.4 puts.

Marriott (MAR) 30-day call option implied volatility is at 25; compared to its 52-week range of 17 to 69.

Straddle prices into quarter results

Home Depot (HD) November 362.50 straddle priced for a move of 4.5%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on November 18.

Pinduoduo (PDD) November 131 straddle priced for a move of 7%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on November 18.

Options with decreasing option implied volatility: CCCX MNDY SLNO OGN DLO STUB CRMD PGY CART NTLA KDK SSYS AQST SE XNET VG ONON DIS TSN
Increasing unusual option volume: CCOI CDTX HCC ARR LHX PSX
Increasing unusual call option volume: CDTX ARR PSX LHX UDN IEP IVZ:
Increasing unusual put option volume: LRN FIVN AVXL XRX POET VNET XLP
Popular stocks with increasing volume: PLTR MSTR SOFI ORCL BABA CRWV MU HOOD INTC PFE
Active options: TSLA NVDA PLTR AMD AAPL META MSTR SOFI AMZN ORCL BABA OPEN CRWV MU MSFT HOOD GOOGL INTC PFE MARA
Global S&P Futures up in premarket, Nikkei mixed, DAX mixed to lower, WTI Crude oil recently at $59.50, natural gas down 1.5%, gold at $4085