Pre-Market IV Report November 26, 2025

Pre-Market IV Report November 26, 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: UUP EA PYXS REPL WVE BNED STAA AMRX DUST BLMN AZ SGHC AHCO GES ODP VTR

Stocks expected to have increasing option volume: DELL DE ADSK WDAY HPQ WDAY ZS NTAP AMBA URBN PD WOOF HPQ NTNX LI EH

Movement

Alphabet (GOOG) 30-day call option implied volatility is at 35; compared to its 52-week range of21 to 58. Call put ratio 1.7 calls to 1 put on active option volume of 750K contracts as share price trades near record high.

NVIDIA (NVDA) 30-day call option implied volatility is at 45; compared to its 52-week range of 32 to 75. Call put ratio 1.6 calls to 1 put on active option volume of 4.8M contracts.

Oracle (ORCL) 30-day option implied volatility is at 66; compared to its 52-week range of 23 to 70. Call put ratio 1 call to 1 puts amid price movement.

Broadcom (AVGO) 30-day option implied volatility is at 58; compared to its 52-week range of 35 to 74. Call put ratio 1.5 calls to 1 put amid rally.

Caterpillar (CAT) 30-day option implied volatility is at 31; compared to its 52-week range 21 to 62. Call put ratio 2.2 calls to 1 put as share price near record high.

Rockwell Automation (ROK) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 66. Call put ratio 1.1 calls to 1 put as share price near record high.

Eaton (ETN) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 69. Call put ratio 1.9 calls to 1 put amid price movement.

GE Vernova (GEV) 30-day option implied volatility is at 53; compared to its 52-week range of 40 to 99. Call put ratio 1 call to 1.1 puts.

Vistra Energy (VST) 30-day option implied volatility is at 53; compared to its 52-week range of 47 to 103. Call put ratio 1 call to 1.2 puts amid wide price movement.

Vertiv Holdings Co. (VRT) 30-day option implied volatility is at 63; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1.4 puts amid wide price movement.

Bloom Energy Corp. (BE) 30-day option implied volatility is at 118; compared to its 52-week range of 65 to 146. Call put ratio 1.1 calls to 1 put amid wide price movement.

Iris Energy (IREN) 30-day option implied volatility is at 115; compared to its 52-week range of 75 to 141. Call put ratio 1.4 calls to 1 put amid wide price movement.

Quanta Services (PWR) 30-day option implied volatility is at 37; compared to its 52-week range of 27 to 66. Call put ratio 1.6 calls to 1 put as share price near record high.

Straddle prices into quarter results

Deere & Co. (DE) November 28 weekly 497.50 straddle priced for a move of 5.5%. Call put ratio 1.3 calls to 1 puts into the expected release of quarter results today before the bell.

Movers

Applied Materials (AMAT) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 71 Call put ratio 1.2 calls to 1 put as share price up 4.1%.

ACV (ACVA) 30-day option implied volatility is at 72; compared to its 52-week range of 33 to 91 with a focus on 1700 contracts of December 7.5 calls.

Phillips 66 (PSX) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 74. Call put ratio 1 call to 5.8 put with a focus on February 120 puts.

Monterey Gourmet (PSTA) 30-day option implied volatility is at 55; compared to its 52-week range of 47 to 107 with a focus on a spreader of 5K contracts of February 55 puts February 65 puts and May 90 calls.

Brookfield Renewable (BEPC) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 54 with a focus on December 40 puts.

Warby Parker (WRBY) 30-day option implied volatility is at 53; compared to its 52-week range of 44 to 103. Call put ratio 1 call to 5.7 puts with a focus on 4200 contracts of June 15 puts as share price down 5.8%.

Options with decreasing option implied volatility: PACS ESTC CRNC GAP MESO SYM ZIM ANF KSS NVO AGNC BABA ADI TJX BBY BIIB BBWI ZM PZZA ROST BURL
Increasing unusual option volume: XLB DOMO AMTM UTHR FHN VTGN KEYS
Increasing unusual call option volume: FHN XLB AMTM UTHR EMN ARES VTGN NVT
Increasing unusual put option volume: XLB GTM NTAP LEN BURL HUBS AMBA BOX HPQ
Popular stocks with increasing volume: MSTR ORCL SOFI AVGO FHN NFLX BABA SMCI HOOD
Active options: NVDA TSLA GOOGL AMD AAPL META AMZN GOOG PLTR MSTR ORCL SOFI MSFT AVGO FHN NFLX BABA SMCI MARA HOOD
Global S&P Futures mixed to up in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $57.82, natural gas mixed, gold at $4163