Daily IV Report
Pre-Market IV Report November 4, 2025
Pre-Market IV Report November 4, 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: QURE REPL SGML CSIQ […]
Pre-Market IV Report November 4, 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: QURE REPL SGML CSIQ WU BHF MDB PZZA SN AMCR OKTA GPN S DOCU VOD ZS EWY ULTA CRM NKTR LENZ WING LUMN NGD KURA SOC
Stocks expected to have increasing option volume: PLTR VRTX ARES HIMS CLX AMD SHOP NVO MCD APP QCOM HOOD DASH TEM TOST RIVN SMCI PINS LYV ADM YUM SU AXON ZTS MAR APO BP RACE ETN PFE AMGN UBER ANET SRPT SPOT WING HOG CPRI HOLX QRVO LSCC CLX IAC DENN SBUX
Straddle prices into quarter results
AMD (AMD) November 7 weekly 260 straddle priced for a move of 8%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.
Novo Nordisk (NVO) November 7 weekly 49 straddle priced for a move of 8%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell on November 5.
McDonald’s (MCD) November 7 weekly 295 straddle priced for a move of 3.5%. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on November 5.
AppLovin (APP) November 7 weekly 640 straddle priced for a move of 13.5%. Call put ratio 2.4 calls to 1 put into the expected release of quarter results after the bell on November 5.
Qualcomm (QCOM) November 7 weekly 180 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 5.
Robinhood (HOOD) November 7 weekly 147 straddle priced for a move of 10%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on November 5.
Movers
Tesla (TSLA) 30-day option implied volatility is at 56; compared to its 52-week range of 44 to 105. Call put ratio 1.7 calls to 1 put into shareholder meeting on October 6.
Palantir (PLTR) November 7 weekly call option implied volatility is at 121, November is at 78; compared to its 52-week range of 43 to 109. Call put ratio 1.2 calls to 1 put into share price lower before the bell.
Hut 8 Mining Corp (HUT) 30-day option implied volatility is at 134; compared to its 52-week range of 74 to 137. Call put ratio 2.2 calls to 1 put as share price up 7.9%.
Fox Corporation (FOXA) 30-day option implied volatility is at 31; compared to its 52-week range of 15 to 53 with a focus on 6K contracts of December 70 calls.
Charter Communications (CHTR) 30-day option implied volatility is at 50; compared to its 52-week range of 27 to 75 with a focus on January 370, 380 and 390 puts as share price down 5.2%.
Kimco Realty (KIM) 30-day option implied volatility is at 23; compared to its 52-week range of 11 to 39 with a focus on 2500 contracts of December 20 puts.
Information Services Group (III) 30-day option implied volatility is at 55; compared to its 52-week range of 36 to 115 with a focus on 11700 contracts of November 7.5 calls.
UWM Holdings Corporation (UWMC) 30-day option implied volatility is at 62; compared to its 52-week range of 30 to 109 with a focus on November 5 puts and November 6 calls as share price up 3.1%.
OneStream (OS) 30-day option implied volatility is at 94; compared to its 52-week range of 35 to 105 with a focus on 3K contracts of November 20 calls.
Iris Energy (IREN) 30-day option implied volatility is at 132; compared to its 52-week range of 75 to 141. Call put ratio 2.5 calls to 1 put as share price up 12%.
Options with decreasing option implied volatility: NTLA WOLF CFLT BBBY TWLO ENPH RBLX CVNA CROX TMDX RDDT
Increasing unusual option volume: KMB XLB TERN MMC QURE MET YUM INCY FOXA VITL ACVA
Increasing unusual call option volume: MET XLB KMB QURE VITL BBD ACVA AGL VTGN
Increasing unusual put option volume: XLB KMB FIVN AMCR BYND LUMN CAN CRON GO ALC
Popular stocks with increasing volume: SOFI AMD INTC MSTR KVUE HIMS BMNR UBER MU
Active options: NVDA TSLA AMZN PLTR META AAPL SOFI CIFR AMD IREN INTC MSTR KVUE MSFT MARA HIMS BMNR GOOGL UBER MU
Global S&P Futures lower in premarket, Nikkei down 1.7%, DAX down 1.7%, WTI Crude oil recently at $60.20, natural gas mixed, gold at $4008
