Pre-Market IV Report November 19, 2025

Pre-Market IV Report November 19, 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: DJT VIX UVIX UVXY SQQQ UPRO SPXS SPXL ACN WBD FDX NKE SSO QQQ SPX SPY HYG IVV DIA VTI EFA KROS TMC OLMA CAL VNDA TBCH JBIO PENG ARDT VSTS RYTM JHG SVIX RXO INCY SXC SRDX MSFU NICE UUP NWG SSO XSP OEF BOTZ IVZ AXTA FAZ

Stocks expected to have increasing option volume: NVDA TJX TGT WSM VIK LOW DLB LZB CEG PLUG ASR

Option IV into NVIDIA (NVDA) quarter results and outlook

NVIDIA (NVDA) 30-day call option implied volatility is at 55; compared to its 52-week range of 32 to 75. Call put ratio 1.8 calls to 1 put into expected release of quarter results today after the bell.

Oracle (ORCL) 30-day call option implied volatility is at 67; compared to its 52-week range of 23 to 67. Call put ratio 1.4 calls to 1.

Arm Holdings (ARM) 30-day option implied volatility is at 58; compared to its 52-week range of 42 to 99. Call put ratio 1 call to 1.4 puts.

Broadcom (AVGO) 30-day option implied volatility is at 61; compared to its 52-week range of 35 to 74. Call put ratio 1.5 calls to 1 put.

AMD (AMD) 30-day call option implied volatility is at 60; compared to its 52-week range of 35 to 88. Call put ratio 1.2 calls to 1 put.

Super Micro Computer (SMCI) 30-day call option implied volatility is at 78; compared to its 52-week range of 52 to 154. Call put ratio 2 calls to 1 put.

Qualcomm (QCOM) 30-day call option implied volatility is at 37; compared to its 52-week range of 25 to 73. Call put ratio 2.4 calls to 1 put.

Amkor Technology (AMKR) 30-day call option implied volatility is at 58; compared to its 52-week range of 37 to 85. Call put ratio 4.9 calls to 1 put.

Intel (INTC) 30-day call option implied volatility is at 55; compared to its 52-week range of 38 to 93. Call put ratio 1.8 calls to 1 put.

Taiwan Semi (TSM) 30-day call option implied volatility is at 42; compared to its 52-week range of 30 to 72. Call put ratio 1 call to 1.1 puts.

Market Vectors Semiconductor ETF (SMH) 30-day call option implied volatility is at 41; compared to its 52-week range of 26 to 66. Call put ratio 1 call to 2.3 puts into NVIDIA (NVDA) quarter results and outlook.

CoreWeave (CRWV) 30-day call option implied volatility is at 99; compared to its 52-week range of 67 to 157. Call put ratio 1.5 calls to 1 put into quarter results and outlook NVIDIA (NVDA).

Dell Technologies (DELL) 30-day call option implied volatility is at 64; compared to its 52-week range of 32 to 87. Call put ratio 1 call to 1 put.

Straddle prices into quarter results

NVIDIA (NVDA) November straddle priced for a move of 7.5%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results today after the bell.

Palo Alto Networks (PANW) November straddle priced for a move of 8%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.

Intuit (INTU) November straddle priced for a move of 8%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.

Walmart (WMT) November 101 straddle priced for a move of 5.5%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on November 20.

NetEase (NTES) November 140 straddle priced for a move of 7%. Call put ratio 3.7 calls to 1 put into the expected release of quarter results before the bell on November 20.

Ross Stores (ROST) November 160 straddle priced for a move of 7%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on November 20.

Gap (GAP) November 24 straddle priced for a move of 8.5%. Call put ratio 7.6 calls to 1 put into the expected release of quarter results after the bell on November 20.

Movers

Amer Sports (AS) 30-day option implied volatility is at 50; compared to its 52-week range of 37 to 90. Call put ratio 4.4 calls to 1 put with a focus on November 32.50 calls as share price up 9.3%.

Marathon Petroleum (MPC) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 70. Call put ratio 81 calls to 1 put as share price up 1.4%.

Honeywell (HON) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 50. Call put ratio 1.2 calls to 1 put as share price down 1.8%.

ResMed (RMD) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 54 amid a spreader of November 250, December 220 and December 240 puts.

Hexcel Corp. (HXL) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 56. Call put ratio 7.7 calls with a focus on March 85 calls.

Global-e Online (GLBE) 30-day option implied volatility is at 78; compared to its 52-week range of 32 to 95 with a focus on November 40, 45 and 50 calls.

Viking (VIK) 30-day option implied volatility is at 48; compared to its 52-week range of 28 to 74 into quarter results. Call put ratio 1 call to 4.9 puts with a focus on November 50 and 55 puts.

Options with decreasing option implied volatility: DLO SSYS STUB CCCX KDK CRMD KLAR ONON DIS TME JBS TCOM CSCO PDD EA
Increasing unusual option volume: XLB TEL VNDA DINO HAS ED DVA CWAN
Increasing unusual call option volume: XLB ED DINO HAS VNDA AFL GSM CWAN GLBE MPC
Increasing unusual put option volume: XLB LRN SEI TE DJX URNM MTUM WIX BN
Popular stocks with increasing volume: PLTR NFLX MSTR SOFI INTC ORCL CRWV HOOD
Active options: NVDA TSLA AMZN AMD AAPL PLTR META NFLX MSFT GOOGL MSTR SOFI INTC ORCL CRWV GOOG HOOD BMNR MARA MU
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $60.50, natural gas mixed, gold at $4105