Pre-Market IV Report October 1, 2025

Pre-Market IV Report October 1, 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: VOR LAC BHF SOC MNMD ACB SNAP ALGN RBLX ETSY CHTR FTAI PYPL NET CVNA CMG TEAM EL UPS BUD BKNG ABR CVS GEHC BAX LLY
Stocks expected to have increasing option volume: NKE UAA SKX LULU DKS FL DECK GEO LAC MP OXY
Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 39; compared to its 52-week range of 29 to 50. Call put ratio 1 call to 1.2 puts as gold trades $3919.
Fintech option implied volatility into September employment report
Affirm Holdings (AFRM) 30-day option implied volatility is at 61; compared to its 52-week range of 54 to 131. Call put ratio 1 calls to 1 put calls.
Upstart Holdings (UPST) 30-day option implied volatility is at 75; compared to its 52-week range of 60 to 147. Call put ratio 1 call to 1.1 puts amid price movement.
Block (XYZ) 30-day option implied volatility is at 46; compared to its 52-week range of 36 to 96. Call put ratio 1 call to 1 put calls into September employment report.
PayPal (PYPL) 30-day option implied volatility is at 47; compared to its 52-week range of 27 to 72. Call put ratio 2.3 calls to 1 put with a focus on October 31 weekly 56 puts.
Robinhood (HOOD) 30-day option implied volatility is at 69; compared to its 52-week range of 54 to 120. Call put ratio 1.6 calls to 1 put as share price near upper end of range.
Klarna Group (KLAR) 30-day option implied volatility is at 83; compared to its 52-week range of 72 to 83. Call put ratio 1 call to 1 put.
SoFi Technologies (SOFI) 30-day option implied volatility is at 71; compared to its 52-week range of 48 to 114. Call put ratio 1.6 calls to 1 put calls.
Zillow (Z) 30-day option implied volatility is at 45; compared to its 52-week range of 32 to 73. Call put ratio 1 call to 5.7 puts with a focus on October 3 weekly puts shares down 3.8% after FTC announces lawsuit.
Rocket Companies (RKT) 30-day option implied volatility is at 74; compared to its 52-week range of 45 to 102. Call put ratio 4.6 calls to 1 put with a focus on November 21 calls as shares down over 5%.
American Express (AXP) 30-day option implied volatility is at 32; compared to its 52-week range of 20 to 68. Call put ratio 1 call to 1.2 puts into September employment report.
Capital One Financial (COF) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 74. Call put ratio 1 call to 1.2 puts.
Movers
Reddit (RDDT) 30-day option implied volatility is at 84; compared to its 52-week range of 55 to 128. Call put ratio 1.9 calls to 1 put as share price down 5.3%.
Pfizer (PFE) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 50. Call put ratio 7.5 calls to 1 put with a focus on 10K contracts of March 29 calls as share price up 6.3%.
Paychex (PAYX) October option implied volatility is at 28, November is at 26; compared to its 52-week range of 15 to 41. Call put ratio 2 calls to 1 put on 10K contracts after quarter results.
Lamb Weston (LW) October call option implied volatility is at 37, November is at 36; compared to its 52-week range of 26 to 70. Call put ratio 1 call to 1.9 puts as share price up 4% after quarter results.
Unity Software Inc. (U) 30-day option implied volatility is at 69; compared to its 52-week range of 53 to 121. Call put ratio 3.4 calls to 1 put with a focus on a spreader of 34K contracts of October 3 weekly 42. And 44.50 calls as share price down 8.3%.
United Microelectronics (UMC) 30-day option implied volatility is at 33; compared to its 52-week range of 16 to 66 with a focus on 2500 contracts of January 6 puts.
Slide Insurance Holdings (SLDE) 30-day option implied volatility is at 75; compared to its 52-week range of 33 to 135 with a focus on 1800 contracts of October 12.5 puts as share price up 4.3%.
L3Harris Technologies (LHX) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 49 with a focus on 1600 contracts of December 330 calls.
Apple Hospitality REIT (APLE) 30-day option implied volatility is at 24; compared to its 52-week range of 13 to 39 with a focus on 1600 contracts of November 12.50 calls.
Instacart (CART) 30-day option implied volatility is at 47; compared to its 52-week range of 31 to 69. Call put ratio 1 call to 1.4 puts.
GEO Group (GEO) 30-day option implied volatility is at 62; compared to its 52-week range of 48 to 126. Call put ratio 3.7 calls to 1 put with a focus on 1200 contracts of December 23 calls.
Options with decreasing option implied volatility: WOLF QURE CIFR RGTI SQNS QUBT EA KMX MU ACN COST
Increasing unusual option volume: SRE ETNB BANC ADT MTUM PLG MLTX FLY TE BLND DPRO
Increasing unusual call option volume: SRE MLTX ADT GGAL BANC DPRO PRGS
Increasing unusual put option volume: ASST WY BHC RZLV LW SNDK LAC CTRA
Popular stocks with increasing volume: PFE CRWV SOFI INTC HOOD PLTR SNAP AMD NIO ORCL SMCI NKE
Active options: NVDA TSLA PFE CRWV SOFI INTC AMZN HOOD OPEN AAPL PLTR SNAP META RIOT AMD NIO ORCL GOOGL SMCI NKE
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $61.70, natural gas up 2%, gold at $3915