Pre-Market IV Report November 28, 2025

Pre-Market IV Report November 28, 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: OMER UUP EA PYXS GPCR XENE AZ ZIM MANU COMM TRTX ARR MRUS

Stocks expected to have increasing option volume: SPY QQQ RUT CME CBOE NDAQ ICE

SPY, QQQ 30-day option implied volatility into amid CME Group (CME) halted futures markets on last trading day of month

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 14; compared to its 52-week range of 10 to 43 into last day of month.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 20; compared to its 52-week range of 14 to 47. Call put ratio 1 call to 1 put into last trading day of month.

CME Group (CME) 30-day option implied volatility is at 19; compared to its 52-week range of 15 to 34. Call put ratio 2.6 calls to 1 put into amid halted futures markets.

Cboe Global Markets (CBOE) 30-day option implied volatility is at 19; compared to its 52-week range of 18 to 40 Call put ratio 16 calls to 1 put with a focus on November 28 weekly calls.

NASDAQ (NDAQ) 30-day option implied volatility is at 19; compared to its 52-week range of 18 to 53 into last day of month.

Intercontinental Exchange (ICE) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 41. Call put ratio 2.4 calls to 1 put into last trading day of month.

Straddle prices into quarter results

MongoDB (MDB) December 5 weekly 325.50 straddle priced for a move of 15%. Call put ratio 1 call to 1.4 puts into the expected release of quarter results after the bell on December 1.

CrowdStrike Holdings Inc. (CRWD) December 5 weekly 500 straddle priced for a move of 8.5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on December 1.

Options with decreasing option implied volatility: CAPR PACS ESTC CRNC AMBA SGML GAP SYM MESO FLNC ANF CCCX NVO NVDL DELL KO EEM NLY VOO V BAC
Increasing unusual option volume: EWC DOMO KMB PRMB AU PTEN
Increasing unusual call option volume: KMB AU PRMB PTEN URBN TRVI EH WOOF
Increasing unusual put option volume: GTM MTDR KMB EWC NTNX NTAP SYF HUBS
Popular stocks with increasing volume: MSTR HOOD PLTR META AVGO SOFI ORCL INTC COIN NFLX BABA
Active options: NVDA TSLA AAPL AMD MSTR GOOGL HOOD AMZN PLTR META AVGO SOFI ORCL MSFT INTC MARA COIN NFLX SMCI BABA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $59, natural gas up 2%, gold at $4187