Pre-Market IV Report October 15, 2025

Pre-Market IV Report October 15, 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: AREC CRML NVTS UAMY CAPR ABAT LAC LUNR MP INDI AGQ ZIM AAP CONY VG EEM GLD CSCO DIS COMM ONON SE PZZA DLO

Stocks expected to have increasing option volume: ASML PLD PNC UAL CFG JBHT SLG SCHW TSM ISRGIBKR USB BK BAC MS PNC USB ABT PGR SYF CFG DLTR AXP CHRW IREN GRND MANU SOC STLA F GM

Crude (near five-month low), gold (near record high) and silver (trending up) option IV amid movement

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 43; compared to its 52-week range of 29 to 50. Call put ratio 1 call to 2.1 puts with a focus on a spreader of 25K contracts of January 66 and 72 puts as gold trades $4232.

iShares Silver Trust (SLV) 30-day option implied volatility is at 48; compared to its 52-week range of 22 to 48. Call put ratio 2 calls to 1 put on 1.3M contracts as silver up 2.1%.

Straddle prices into quarter results

ASML Holdings (ASML) October 985 straddle priced for a move of 8.5% into the expected release of quarter results before the bell on October 15.

Abbott Laboratories (ABT) October 133 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 15.

Prologis (PLD) October 115 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 15.

PNC Financial (PNC) October 190 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on October 15.

Movers

Commercial Metals (CMC) 30-day option implied volatility is at 52; compared to its 52-week range of 27 to 70. Call put ratio 1 call to 1.4 puts as share price up 1.6%.

Albemarle (ALB) 30-day option implied volatility is at 72; compared to its 52-week range of 43 to 109. Call put ratio 2.6 calls to 1 put with a focus on October and November 130 calls.

Illumina (ILMN) 30-day option implied volatility is at 66; compared to its 52-week range of 34 to 82 with a focus on 2100 contracts of October 90 puts as share price down 4.2%.

TEN, Ltd (TEN) 30-day option implied volatility is at 54; compared to its 52-week range of 29 to 78 with a focus on 4500 contracts of November 22.50 calls.

DigitalBridge Group (DBRG) 30-day option implied volatility is at 117; compared to its 52-week range of 38 to 93. Call put ratio 38 calls to 1 put with a focus on November 12, 13 and 14 calls as share price up 15%.

Ero Copper Corp (ERO) 30-day option implied volatility is at 77; compared to its 52-week range of 35 to 74 with a focus on November 22.50, November 25, November 30 and December 30 calls.

Options with decreasing option implied volatility: MLTX FAST PEP
Increasing unusual option volume: TMQ DBRG ERIC TTI WWR ERO HOND SANM
Increasing unusual call option volume: DBRG TMQ ERO HOND TTI WWR IVZ CRML LAES
Increasing unusual put option volume: CRML WEN FHN UAMY AS BYND NB XRX LAES
Popular stocks with increasing volume: SOFI CRWV MSTR WMT RGTI AVGO
Active options: NVDA TSLA AMD AMZN PLTR AAPL OPEN WULF SOUN SOFI CRWV PLUG NVTS MSTR BBAI WMT RGTI META AVGO
Global S&P Futures mixed to higher in premarket, Nikkei down 1.5%, DAX mixed, WTI Crude oil recently at $58.60, natural gas mixed, gold at $4232