Pre-Market IV Report November 7, 2025

Pre-Market IV Report November 7, 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: MDB QURE ASAN MRVL IOT OKTA ZS D DOCU CRM ULTA EWY KMB OMDA PUBM TSLQ CODI STGW TNDM MTSR EXK FROG KMX ZLAB AVPT DOCS TSEM ABVX SWBI DAY FNGS TRIN G

Stocks expected to have increasing option volume: ABNB AFRM XYZ TTWO EXPE SNDK CEG OPEN KKR TTD DD DKNG DOCS TXRH AKAM FROG SYNA MCHP WYNN DBX GRPO FUN WEN FFAI YELP SOLV SG PTON DKNG

Movers

Palantir (PLTR) 30-day call option implied volatility is at 56; compared to its 52-week range of 43 to 109. Call put ratio 1.2 calls to 1 put amid share price movement.

Intel (INTC) 30-day call option implied volatility is at 55; compared to its 52-week range of 38 to 93. Call put ratio 2.6 calls to 1 put amid price movement.

Blackstone (BX) 30-day call option implied volatility is at 34; compared to its 52-week range of 24 to 76. Call put ratio 1 call to 2.7 puts.

Cummins (CMI) 30-day option implied volatility is at 29 compared to its 52-week range of 20 to 58. Call put ratio 1.7 calls to 1 put as share price up 6.8%.

Datadog, Inc. (DDOG) 30-day option implied volatility is at 43 compared to its 52-week range of 30 to 85. Call put ratio 2.2 calls to 1 put as share price up 24%.

Canada Goose (GOOS) 30-day option implied volatility is at 87 compared to its 52-week range of 32 to 104. Call put ratio 25 calls to 1 put with a focus on November 11.50 calls as share price down 18%.

Vistra Energy (VST) 30-day option implied volatility is at 55 compared to its 52-week range of 47 to 103. Call put ratio 1 call to 1 put as share price down 2.9%.

Tower Semiconductor (TSEM) 30-day option implied volatility is at 76 compared to its 52-week range of 33 to 79. Call put ratio 1 call to 6.4 puts as share price down 3.2%.

Mineralys Therapeutics (MLYS) 30-day option implied volatility is at 108 compared to its 52-week range of 60 to 380 with a focus on a spreader of 4K contracts of November 25 and 35 puts.

Chimera Investment (CIM) 30-day option implied volatility is at 27 compared to its 52-week range of 21 to 49. Call put ratio 1 call to 50 puts with a focus on December 12 and June 20 puts as share price down 7.9%.

Fastly, Inc. (FSLY) 30-day option implied volatility is at 63 compared to its 52-week range of 48 to 123. Call put ratio 4.6 calls to 1 put with a focus on December 12.50 calls as share price up 37%.

Straddle prices into quarter results

Barrick Mining Corporation (B) November 14 weekly 32.50 straddle priced for a move of 75. Call put ratio 2.2 calls to 1 put into the expected release of quarter results before the bell on November 10.

CoreWeave (CRWV) November 14 weekly 107 straddle priced for a move of 17%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on November 10.

Rocket Lab USA, Inc. (RKLB) November 14 weekly 50 straddle priced for a move of 16%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on November 10.

AST SpaceMobile (ASTS) November 14 weekly 65 straddle priced for a move of 18. Call put ratio 1 call to 3.4 puts into the expected release of quarter results after the bell on November 10.

Venture Global (VG) November 14 weekly 8 straddle priced for a move of 19%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on November 10.

Tyson Foods (TSN) November 52.50 straddle priced for a move of 7. Call put ratio 3.1 calls to 1 put into the expected release of quarter results before the bell on November 10.

Rigetti Computing (RGTI) November 14 weekly 34.50 straddle priced for a move of 18%. Call put ratio 1 call to 1.3 puts into the expected release of quarter results after the bell on November 10.

Paramount Skydance Corporation (PSKY) November 14 weekly 15 straddle priced for a move of 14%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on November 10.

Metsera (MTSR) November 80 straddle priced for a move of 11%. Call put ratio 1 call to 2.2 puts into the expected release of quarter results on November 10.

Options with decreasing option implied volatility: LQDA BHVN BHF DXCM UPST COMP SEZL CIFR ENVX APPS SNAP TWLO UPWK
Increasing unusual option volume: BBD APPN ELDN TAC LRN AMN WRBY PCOR
Increasing unusual call option volume: BBD MPLX ET PCOR GOOS DAY KMB MODG FROG
Increasing unusual put option volume: HUBS DOCS MTSR HUN FSLY FIVN DASH NTR AKAM BKSY
Popular stocks with increasing volume: PLTR AMD AAPL HOOD SNAP SOFI MSTR INTC ORCL SMCI
Active options: NVDA TSLA PLTR AMD AAPL HOOD META SNAP SOFI AMZN MSFT MSTR INTC GOOGL MARA HIMS OPEN ORCL SMCI IREN
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $60.29, natural gas mixed, gold at $4015