Pre-Market IV Report October 14, 2025

Pre-Market IV Report October 14, 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 MP CORZ ARM CONY PZZA VG AAP SE SLV XME DIS CSCO

Stocks expected to have increasing option volume: JPM JNJ WFC GS BLK C DPZ ACI MS BAC PNC USB PII

Salesforce (CRM) 30-day option implied volatility is at 40; compared to its 52-week range of 24 to 58. Call put ratio 3.6 calls to 1 put into Dream Force.

Rare earth option IV as share prices move up

Lithium Americas (LAC) 30-day option implied volatility is at 132; compared to its 52-week range of 51 to 184. Call put ratio 8.7 calls to 1 put with a focus on October calls.

MP Materials (MP) 30-day option implied volatility is at 115; compared to its 52-week range of 44 to 90. Call put ratio 2.8 calls to 1 put with a focus on October calls as share price up.

USA Rare Earth (USAR) 30-day option implied volatility is at 176; compared to its 52-week range of 99 to 221. Call put ratio 2.2 calls to 1 put with a focus on March calls.

Critical Metals (CRML) 30-day option implied volatility is at 223; compared to its 52-week range of 21 to 224. Call put ratio 2.8 calls to 1 put with a focus on October options.

Ramaco Resources, Inc. (METC) 30-day option implied volatility is at 137; compared to its 52-week range of 45 to 143. Call put ratio 2.3 calls to 1 put.

Energy Fuels (UUUU) 30-day option implied volatility is at 155; compared to its 52-week range of 50 to 155. Call put ratio 5.2 calls to 1 put with a focus on October options.

NioCorp (NB) 30-day option implied volatility is at 178; compared to its 52-week range of 71 to 186. Call put ratio 7.3 calls to 1 put with a focus on February 17.50 calls.

VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) 30-day option implied volatility is at 59; compared to its 52-week range of 25 to 59. Call put ratio 10 calls to 1 put with a focus on February and May options.

Straddle prices into quarter results

Bank of America (BAC) October 49 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 15. Call put ratio 1.7 calls to 1 put.

Morgan Stanely (MS) October 155 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 15. Call put ratio 1.8 calls to 1 put.

United Airlines (UAL) October 99 straddle priced for a move of 8% into the expected release of quarter results after the bell on October 15. Call put ratio 1.3 calls to 1 put.

Movers

Estee Lauder (EL) 30-day option implied volatility is at 60; compared to its 52-week range of 36 to 101. Call put ratio 1.9 calls to 1 put with a focus on October calls as share price up.

Bloom Energy Corp. (BE) 30-day option implied volatility is at 146; compared to its 52-week range of 60 to 134. Call put ratio 1.7 calls to 1 put with a focus on October 31 weekly options as share rice up.

Power Integrations (POWI) 30-day option implied volatility is at 135; compared to its 52-week range of 32 to 85 with a focus on October 40, 45 and 50 calls as share price up.

Bloom Energy Corp. (BE) 30-day option implied volatility is at 145; compared to its 52-week range of 60 to 134. Call put ratio 1.7 calls to 1 put as share price up.

Fastenal (FAST) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 47. Call put ratio 1 call to 1.5 puts as share price down.

American Tower (AMT) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 43. Call put ratio 14.5 calls to 1 put with a focus on a spreader of November 195 and 200 calls.

ZIM Integrated Shipping Services Ltd. (ZIM) 30-day option implied volatility is at 60; compared to its 52-week range of 46 to 118. Call put ratio 1 call to 5.5 puts with a focus on October 12 puts.

Yelp (YELP) 30-day option implied volatility is at 46; compared to its 52-week range of 26 to 59. Call put ratio 33 calls to 1 put with a focus on 5K contracts of November 32 calls.

Fresenius Medical Care (FMS) 30-day option implied volatility is at 52; compared to its 52-week range of 27 to 91. Call put ratio 20 calls to 1 put with a focus on April 30 calls.

Hut 8 Mining Corp (HUT) 30-day option implied volatility is at 120; compared to its 52-week range of 74 to 129. Call put ratio 2.2 calls to 1 put with a focus on a spreader of November and December calls as share price up.

Papa John’s (PZZA) 30-day option implied volatility is at 72; compared to its 52-week range of 40 to 82. Call put ratio 11.6 calls to 1 put amid wide price movement.

Options with decreasing option implied volatility: MLTX AEHR FAST PEP
Increasing unusual option volume: HOND TMQ JEF CODI WWR CRML SLI LAR
Increasing unusual call option volume: CODI HOND JEF TMQ GRND XLI WWR SLI
Increasing unusual put option volume: BYND CRML SRRK SLG NB XLI RACE DPZ
Popular stocks with increasing volume: AVGO PLTR INTC MSTR SOFI HOOD BABA
Active options: NVDA TSLA AMD AMZN AAPL AVGO PLTR INTC MSTR OPEN SOFI MARA EOSE IREN HOOD RGTI MP BBAI BABA BITF
Global S&P Futures mixed in premarket, Nikkei down 2.4%, DAX mixed, WTI Crude oil recently at $58.20, natural gas mixed, gold at $4155