Pre-Market IV Report November 5, 2025

Pre-Market IV Report November 5, 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 SOC SEZL BHF MDB AMCR IOT GTLB OKTA ASAN DOCU S WU ZS AES ULTA DG CRM EWY COGT PRCT ETHU MSTX VWAV SBET SEZL MTSR PCVX FETH PRAX BITX ETHA ETH BRR MSTR KROS

Stocks expected to have increasing option volume: AMD ANET AMGN SMCI PINS TOST RIVN LITE SWKS PCTY CAVA UPST TDC GO GDRX MCD JCI HUM ZBH U QCOM TEM NVO AAP HOOD DASH CRUS CPNG AIG UPS RPD EGHT BMNR

Movers

Meta Platforms (META) 30-day option implied volatility is at 36; compared to its 52-week range of 25 to 68. Call put ratio 2 calls to 1 put amid wide price movement.

Oracle (ORCL) 30-day option implied volatility is at 48; compared to its 52-week range of 23 to 66. Call put ratio 1.3 calls to 1 put amid wide price movement.

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 74, November is at 60; compared to its 52-week range of 43 to 109. Call put ratio 1.3 calls to 1 put as share price down 9%.

Bank of America (BAC) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 61. Call put ratio 5 calls to 1 put into analyst meeting today.

BitMine Immersion Technologies (BMNR) 30-day option implied volatility is at 111; compared to its 52-week range of 98 to 160. Call put ratio 2.4 calls to 1 put amid wide price movement.

Papa John’s (PZZA) 30-day option implied volatility is at 86; compared to its 52-week range of 40 to 86. Call put ratio 4.6 calls to 1 put with a focus on November calls amid headlines.

Apollo Global Management (APO) 30-day option implied volatility is at 36; compared to its 52-week range of 29 to 86. Call put ratio 3 calls to 1 put as share price up 5% after quarter results.

UPS (UPS) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 64. Call put ratio 2.2 calls to 1 put into headlines.

Astera Labs (ALAB) 30-day option implied volatility is at 101; compared to its 52-week range of 56 to 129. Call put ratio 1.2 calls to 1 put.

Waters Corp. (WAT) 30-day option implied volatility is at 32; compared to its 52-week range of 23 to 55. Call put ratio 1.4 calls to 1 put as share price up 7%.

Yum! Brands (YUM) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 42 with a focus on 10K contracts of November 160 calls as share price up 7%.

Flutter Entertainment (FLUT) 30-day option implied volatility is at 48; compared to its 52-week range of 26 to 62 with a focus on a spreader of March 250, 290 and 300 calls as share price down 3.8%.

Beam Therapeutics Inc. (BEAM) 30-day option implied volatility is at 81; compared to its 52-week range of 62 to 104 with a focus on a spreader of 5K contracts of February 25 and 35 calls as share price down 5.5%.

CompoSecure (CMPO) 30-day option implied volatility is at 57; compared to its 52-week range of 32 to 73 with a focus on 1600 contracts of November 25 calls.

GXO Logistics, Inc. (GXO) 30-day option implied volatility is at 51; compared to its 52-week range of 26 to 79. Call put ratio 1 call to 10 puts with a focus on November puts.

Straddle prices into quarter results

Airbnb (ABNB) November 7 weekly 122 straddle priced for a move of 9%. Call put ratio 1 call to 1.4 puts into the expected release of quarter results after the bell on November 6.

Warner Bros. Discovery (WBD) November 7 weekly 22.50 straddle priced for a move of 4.5%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on November 6.

Affirm Holdings (AFRM) November 7 weekly 71 straddle priced for a move of 13%. Call put ratio 1 calls to 1.5 puts into the expected release of quarter results after the bell on November 6.

Options with decreasing option implied volatility: NOK WOLF LQDA RBLX TWLO UPWK CROX ENPH TGTX DXCM TMDX CORZ TDOC KVUE RDDT ROKU TEAM
Increasing unusual option volume: Q MTSR GXO ELAN YUM XLI DENN PLTK PLNT PZZA
Increasing unusual call option volume: XLI Q YUM KBE PZZA KMB DT DENN ULCC PRMB
Increasing unusual put option volume: WEN JCI MTSR IP PZZA HNGE AMCR XLI NOK
Popular stocks with increasing volume: PLTR AMD INTC MSTR PFE HIMS BAC UBER COIN SOFI PCG
Active options: NVDA TSLA PLTR AMD AMZN META AAPL INTC MSTR PFE HIMS BAC UBER BMNR COIN SOFI PCG CIFR RGTI MSFT
Global S&P Futures mixed in premarket, Nikkei down 2.5%, DAX mixed to lower, WTI Crude oil recently at $60.80, natural gas down 3%, gold at $3979