Pre-Market IV Report October 13, 2025

Pre-Market IV Report October 13, 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: CAPR POET VIX UVIX SLDP NB PATH NVTS AMDL CORZ NNE YANG SG UPST FIG ARM LYFT APP COHR SHOP BILL CONY DLO TOST DKNG Z HPE AMD FTNT KVUE QCOM DASH EXPE ARKG TTWO HYG AEP SPY IVV SPX

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

Straddle prices into quarter results

J P Morgan (JPM) October 305 straddle priced for a move of 5.5%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on October 14.

Johnson and Johnson (JNJ) October straddle priced for a move of 3.5% into the expected release of quarter results before the bell on October 14.

Wells Fargo (WFC) October 77.50 straddle priced for a move of 6% into the expected release of quarter results before the bell on October 14.

Goldman Sachs (GS) October 765 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on October 14.

Citigroup (C) October 94 straddle priced for a move of 6% into the expected release of quarter results before the bell on October 14.

BlackRock (BLK) October 1130 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 14.

Domino’s (DPZ) October 410 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 14.

Albertson (ACI) October 17 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 14.

Movers

Alibaba (BABA) option implied volatility is at 52; compared to its 52-week range of 31 to 73. Call put ratio 1.4 calls to 1 put up before the bell.

Capital One Financial (COF) 30-day option implied volatility is at 42; compared to its 52-week range of 25 to 74 with a focus on spreaders of ATM October puts.

Qualcomm (QCOM) 30-day option implied volatility is at 48; compared to its 52-week range of 25 to 73. Call put ratio 1 call to 1.1 puts.

Applied Digital (APLD) 30-day option implied volatility is at 132; compared to its 52-week range of 81 to 147. Call put ratio 2.2 calls to 1 put on active option volume of 501K contracts.

Southern Co. (SO) 30-day option implied volatility is at 21; compared to its 52-week range of 14 to 33 with a focus on October 24 weekly 101 calls.

G-III Apparel Group (GIII) 30-day option implied volatility is at 41; compared to its 52-week range of 31 to 86 with a focus on October 25 puts.

Sirius XM (SIRI) 30-day option implied volatility is at 44; compared to its 52-week range of 34 to 75. Call put ratio 1 call to 1 put as share price down.

Allient (ALNT) 30-day option implied volatility is at 56; compared to its 52-week range of 27 to 90 with a focus on October 45 calls.

Protagonist Therapeutics (PTGX) 30-day option implied volatility is at 59; compared to its 52-week range of 36 to 141. Call put ratio 3.4 calls to 1 put with a focus on January 95 calls as share price up.

Options with decreasing option implied volatility: AEHR CMA
Increasing unusual option volume: HOND CODI FHN TMQ WWR EC FBL LEVI NOV
Increasing unusual call option volume: FHN CODI WWR TMQ EC SLNO NOV
Increasing unusual put option volume: POET WOLF CRML AS SRRK AS ASST ARKG SGML
Popular stocks with increasing volume: INTC SOFI PLTR BABA CRWV MSTR HOOD APLD ORCL
Active options: NVDA TSLA AMD INTC AAPL AMZN OPEN SOFI PLTR BABA MARA CRWV MSTR META HOOD IREN APLD ORCL RGTI WULF
Global S&P Futures up in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $60, natural gas mixed, gold at $4095