Pre-Market IV Report October 10, 2025

Pre-Market IV Report October 10, 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: POET SLDP BKSY PATH SG NNE AMDL FIG ARM CLSK UPST ALAB TTD BROS BHF FSLY AAP AFRM LYFT BILL TOST AMD Z KVUE EXPE TTWO SLV DBX FTNT

Stocks expected to have increasing option volume: JPM JNJ WFC GS BLK C DPZ ACI LEVI USNA HLF

Straddle prices into quarter results

Fastenal (FAST) October 46.50 straddle priced for a move of 6.5%. Call put ratio 2.5 calls to 1 put into the expected release of quarter results before the bell on October 13.

J P Morgan (JPM) October 305 straddle priced for a move of 3.5%. Call put ratio 2.3 calls to 1 put into the expected release of quarter results before the bell on October 14.

Movers

Ferrari N.V (RACE) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 54 with a focus on October options as share price down 15%.

Sweetgreen (SG) 30-day option implied volatility is at 114; compared to its 52-week range of 59 to 116. Call put ratio 5.6 calls to 1 put with a focus on 10800 contracts of January 11 calls.

Weave Communications (WEAV) 30-day option implied volatility is at 73; compared to its 52-week range of 39 to 94 with a focus on November 8 and 10 calls as share price up 2.8%.

Serve Robotics (SERV) 30-day option implied volatility is at 134; compared to its 52-week range of 84 to 177. Call put ratio 7.1 calls to 1 put with a focus on October 15 and 19 calls as share price up 28%.

Cinemark Holdings (CNK) 30-day option implied volatility is at 44; compared to its 52-week range of 30 to 55 with a focus on a spreader of January 22 and 24 puts as share price up 2.9%.

Amer Sports (AS) 30-day option implied volatility is at 55; compared to its 52-week range of 37 to 90 with a focus on 22K contracts of November 30 puts as share price down 5.6%.

Options with decreasing option implied volatility: AEHR CMA GME
Increasing unusual option volume: CNK CABA RVPH TMQ LNC GDRX TD LEVI
Increasing unusual call option volume: CABA LNC TD RVPH GDRX GGAL TE CODI WWR
Increasing unusual put option volume: AS EXEL LEVI CRML FSK ASST RACE POET XP
Popular stocks with increasing volume: INTC ORCL MSTR BABA SOFI
Active options: NVDA TSLA AMD AAPL TLRY AMZN OPEN GOOGL META INTC WULF PLTR RGTI IREN ORCL MSTR BABA PATH BULL SOFI
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $60.80, natural gas down 2%, gold at $4008