Pre-Market IV Report November 3, 2025

Pre-Market IV Report November 3, 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: AES WU ANF AMCR ZM EA SOC AES LENZ SSTK ASPN SXC LOPE LOCO HNRG FCEL ON NTRG TPB DQ GRND MRVL INCY SNCY IREN

Stocks expected to have increasing option volume: PLTR VRTX ARES HIMS CLX AMD SHOP IREN CIVI SM AXON

Straddle prices into quarter results

Palantir (PLTR) November 7 weekly 200 straddle priced for a move of 11%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results today after the bell.

AMD (AMD) November 7 weekly 255 straddle priced for a move of 8%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on November 4.

Shopify (SHOP) November 7 weekly 175 straddle priced for a move of 13%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on November 4.

Uber (UBER) November 7 weekly 97 straddle priced for a move of 7%. Call put ratio 3.5 calls to 1 put into the expected release of quarter results before the bell on November 4.

Super Micro Computer (SMCI) November 7 weekly 52 straddle priced for a move of 13%. Call put ratio 4.8 calls to 1 put into the expected release of quarter results after the bell on November 4.

Movers

Bank of America (BAC) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 62. Call put ratio 1.4 calls to 1 put into analyst meeting on November 5.

Iris Energy (IREN) 30-day option implied volatility is at 133; compared to its 52-week range of 75 to 141. Call put ratio 1.5 calls to 1 put into secures $9.7B AI Cloud contract with Microsoft (MSFT).

Roku (ROKU) 30-day option implied volatility is at 50; compared to its 52-week range of 38 to 110. Call put ratio 1.3 calls to 1 put on active option volume of 83K contracts.

El Pollo Loco (LOCO) 30-day option implied volatility is at 62; compared to its 52-week range of 28 to 71 with a focus on 8K contracts of November 11 calls.

Iridium Communications (IRDM) 30-day option implied volatility is at 59; compared to its 52-week range of 35 to 74. Call put ratio 13.4 calls to 1 put.

Newell Brands (NWL) 30-day option implied volatility is at 74; compared to its 52-week range of 34 to 106. Call put ratio 1.8 calls to 1 put on option volume of 27K contracts.

Floor & Decor Holdings (FND) 30-day option implied volatility is at 50; compared to its 52-week range of 37 to 80 with a focus on December 50 puts.

Amcor plc (AMCR) 30-day option implied volatility is at 42; compared to its 52-week range of 15 to 42 with a focus on 18K contracts of December 7 puts.

Joby Aviation (JOBY) 30-day option implied volatility is at 98; compared to its 52-week range of 56 to 114. Call put ratio 3.9 calls to 1 put with a focus on October 31 weekly calls.

Archer Aviation (ACHR) 30-day option implied volatility is at 90; compared to its 52-week range of 60 to 168. Call put ratio 3.4 calls to 1 put with a focus on November 7 weekly calls.

Albertsons (ACI) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 86. Call put ratio 1.1 calls to put amid SNAP headlines.

Kroger (KR) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 39. Call put ratio 1 call to 1.2 puts amid SNAP headlines.

Options with decreasing option implied volatility: GGAL RNA SQNS YPF WOLF CFLT CVNA
Increasing unusual option volume: APLT CNXC XP BBD NWL
Increasing unusual call option volume: OHI APLT BBD XP NWL ATEC LRN HLF
Increasing unusual put option volume: AMCR XP BAH NWL NOK IYR
Popular stocks with increasing volume: MSTR COIN SOFI HOOD RKT INTC SMCI MARA TSM HIMS
Active options: NVDA TSLA AMZN AAPL META PLTR MSTR AMD MSFT COIN GOOGL SOFI HOOD RKT INTC OPEN SMCI MARA TSM HIMS
Global S&P Futures up in premarket, Nikkei up 2%, DAX up 1%, WTI Crude oil recently at $60.90, natural gas up 3%, gold at $4007