Pre-Market IV Report November 6, 2025

Pre-Market IV Report November 6, 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: AVXL SOC CHYM QURE BHF MDB PZZA MSTY OKTA ASAN IOT GTLB S AMCR DOCU ZS ULTA CRM OS ACVA ICLN PBR DD PAA AKRO

Stocks expected to have increasing option volume: LLY NVO VKTX NVAX ARM QCOM LYFT APP HOOD DASH MCK TKO AZN ABNB SNAP VST WBD AFRM RL COP DDOG H MRNA CELH PLNT UAA TRIP PZZA USFD FIG PAYC ELF COTY FRSH ALL MET FTNT OS FRGE FICO BMBL DLX VAC LEU FSLY ACHC IONQ FTNT MRVL AAL UAL LUV DAL TSLA LLY NVO

Movers

Tesla (TSLA) 30-day option implied volatility is at 58; compared to its 52-week range of 44 to 105. Call put ratio 1.8 calls to 1 put into shareholder meeting vote on Elon Musk pay package.

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 64. Call put ratio 2.4 calls to 1 put amid price movement.

Novo Nordisk (NVO) 30-day option implied volatility is at 55; compared to its 52-week range of 28 to 70. Call put ratio 2 calls to 1 put amid price movement.

Marvell Technology (MRVL) 30-day option implied volatility is at 77; compared to its 52-week range of 36 to 103. Call put ratio 2.3 calls to 1 put into share price up before the bell.

Macy’s (M) 30-day option implied volatility is at 58; compared to its 52-week range of 34 to 90. Call put ratio 5 calls to 1 put with a focus on November 7 weekly calls.

Mattel (MAT) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 74. Call put ratio 3.2 calls to 1 put with a focus on January calls.

RH (RH) 30-day option implied volatility is at 74; compared to its 52-week range of 36 to 130. Call put ratio 2.8 calls to 1 put amid price movement.

United Airlines (UAL) 30-day option implied volatility is at 47; compared to its 52-week range of 39 to 105. Call put ratio 1.6 calls to 1 put.

American Airlines (AAL) 30-day option implied volatility is at 46; compared to its 52-week range of 35 to 95. Call put ratio 1 call to 1.5 puts.

Southwest Airlines (LUV) 30-day option implied volatility is at 40; compared to its 52-week range of 29 to 77. Call put ratio 2.4 calls to 1 put.

Delta Air Lines (DAL) 30-day option implied volatility is at 45; compared to its 52-week range of 31 to 89. Call put ratio 2.3 calls to 1 put.

Arm Holdings (ARM) November 7 weekly call option implied volatility is at 150, November is at 79; compared to its 52-week range of 42 to 99. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today the bell.

Utz Brands (UTZ) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 55 with a focus on 23K contracts of November 12.50 calls as share price up 2.7%.

Sunoco LP (SUN) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 52 with a focus on November and December 50 puts.

Lyft (LYFT) 30-day option implied volatility is at 79; compared to its 52-week range of 41 to 106. Call put ratio 1 call to 3.9 puts as share price up 3.2% into quarter results today after the bell.

Straddle prices into quarter results

Airbnb (ABNB) November 7 weekly 122 straddle priced for a move of 9%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Affirm Holdings (AFRM) November 7 weekly 71 straddle priced for a move of 13%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

Constellation Energy Group, Inc. (CEG) November 7 weekly 362.50 straddle priced for a move of 5%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on November 7.

KKR & Co. (KKR) November 7 weekly 119 straddle priced for a move of 5.5%. Call put ratio 1. call to 1.7 puts into the expected release of quarter results before the bell on November 7.

Options with decreasing option implied volatility: WOLF BHVN LQDA UPST LUMN UPWK APPS UUUU TGTX TWLO RBLX KVUE PTIR PINS TMDX NOK ALGN TDOC DXCM
Increasing unusual option volume: WRBY ELDN AIRS ACVA MTSR KMB RPD ASTL
Increasing unusual call option volume: OHI KMB AIRS ACVA ASTL DT ICLN ASST RPD SHOO BBD
Increasing unusual put option volume: AMCR XIFR JCI HNGE MTSR GTM EWJ SLDP EWY ADMA TEVA
Popular stocks with increasing volume: SMCI RIVN SOFI MSTR BAC INTC HOOD SNAP U