Pre-Market IV Report November 24, 2025

Pre-Market IV Report November 24, 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: FDX UUP SCHD COGT LXEO CGEM DEI YEXT LABD PEPG ALMS CODI OMER NVD NAMS INDV PTLO DAVE CTRI EH CFLT EA SHY SEE PPH EXPD SDS BKH ZG

Stocks expected to have increasing option volume: ZM DELL A ADSK BABA ADI SJM KSS ANF BURL DKS BBY

Option IV movers

Oracle (ORCL) 30-day option implied volatility is at 70; compared to its 52-week range of 23 to 70. Call put ratio 1 call to 1 put.

Alibaba (BABA) 30-day option implied volatility is at 48; compared to its 52-week range of 31 to 73. Call put ratio 1.1 calls to 1 put.

Strategy (MSTR) 30-day option implied volatility is at 89; compared to its 52-week range of 44 to 220. Call put ratio 1.6 calls to 1 put.

Strategy INC (STRC) 30-day option implied volatility is at 22; compared to its 52-week range of 5 to 25. Call put ratio 2.4 calls to 1 put.

Strategy INC (STRF) 30-day option implied volatility is at 53; compared to its 52-week range of 5 to 40. Call put ratio 1 call to 1.2 puts.

Strategy INC (STRD) 30-day option implied volatility is at 55; compared to its 52-week range of 8 to 33 with a focus on December 65 and 70 calls.

Straddle prices into quarter results

Zoom (ZM) November 28 weekly 79 straddle priced for a move of 10%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results today after the bell.

Dell Technologies (DELL) November 28 weekly 122 straddle priced for a move of 9%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on November 25.

Autodesk (ADSK) November 28 weekly 290 straddle priced for a move of 8%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on November 25.

Analog Devices (ADI) November 28 weekly straddle priced for a move of 7%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on November 25.

Alibaba (BABA) November 28 weekly 152.50 straddle priced for a move of 7.5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on November 25.

Best Buy (BBY) November 28 weekly straddle priced for a move of 10%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results before the bell on November 25.

NIO Inc. (NIO) November 28 weekly 5.5 straddle priced for a move of 11%. Call put ratio 3 calls to 1 put into the expected release of quarter results before the bell on November 25.

J. M. Smucker (SJM) December 105 straddle priced for a move of 7%. Call put ratio 23 calls to 1 put into the expected release of quarter results before the bell on November 25.

Kohl’s (KSS) November 28 weekly 15.5 straddle priced for a move of 15%. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on November 25.

Abercrombie & Fitch (ANF) November 28 weekly 70 straddle priced for a move of 14%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on November 25.

Dick’s Sporting Goods (DKS) November 28 weekly 208 straddle priced for a move of 10%. Call put ratio 2.4 calls to 1 put into the expected release of quarter results before the bell on November 25.

HP Inc. (HPQ) November 28 weekly 24 straddle priced for a move of 8%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on November 25.

Movers

GameStop (GME) 30-day option implied volatility is at 69; compared to its 52-week range of 41 to 127. Call put ratio 2.6 calls to 1 put.

Trump Media & Technology Group (DJT) 30-day option implied volatility is at 72; compared to its 52-week range of 46 to 143.

American Bitcoin Corp. (ABTC) 30-day option implied volatility is at 130; compared to its 52-week range of 110 to 178. Call put ratio 3.8 calls to 1 put.

ALT5 Sigma (ALTS) 30-day option implied volatility is at 138; compared to its 52-week range of 71 to 367. Call put ratio 1.5 calls to 1 put.

Williams Cos. (WMB) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 54 with a focus on a spreader of 11K contracts of January 2 weekly 54 puts and 2500 contracts of May 70 calls.

Confluent, Inc. (CFLT) 30-day option implied volatility is at 63; compared to its 52-week range of 42 to 111. Call put ratio 1 call to 1.5 puts on 26K contracts.

Cullinan Therapeutics (CGEM) 30-day option implied volatility is at 114; compared to its 52-week range of 48 to 224 with a focus on a spreader of 5K contracts of December 9 and 15 calls.

Ishares U.S. Home Construction Etf (ITB) 30-day option implied volatility is at 31; compared to its 52-week range 25 to 55 with a focus on a spreader of December 102 and 110 calls.

Options with decreasing option implied volatility: PACS GRRR ESTC CCCX GAP WIX VNET AS ZIM
Increasing unusual option volume GSIT GUSH KBE HLF NVRI VZLA
Increasing unusual call option volume: VLY WOLF NVRI DJX JDST GSIT ZG
Increasing unusual put option volume: WOLF DJX SYF BAX EQNR SNY TE AREC
Popular stocks with increasing volume: MSTR SOFI ORCL CRWV NFLX HOOD INTC M
Active options: NVDA OPEN TSLA AMD GOOGL PLTR WOLF AAPL MSTR AMZN SOFI ORCL GOOG META CRWV NFLX MSFT HOOD INTC MU
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $57.64, natural mixed, gold at $4065