Pre-Market IV Report October 16, 2025

Pre-Market IV Report October 16, 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: IRBT AREC NVTS CRML UAMY INDI VERI FLNC MVST MP DOCN SQNS PPTA SE NXE VG ZIM PZZA CONY AXON AS ONON SLV XME DIS COMM CSCO EEM JEPQ SANA SOGP VERI HIMZ BZAI BKSY WTTR WOW HOND SUPV HIMS ASX TE HLIO STAA DOCN PHAT PSO

Stocks expected to have increasing option volume: CRM OZK CMC AXP TFC SLB FITB HBAN ALLY CMA BK SCHW USB TRV UAL JBHT KEY

Movers

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 44; compared to its 52-week range of 29 to 40. Call put ratio 2.4 calls to 1 put on active option volume of 290K contracts as gold above $4246.

Salesforce (CRM) 30-day option implied volatility is at 40; compared to its 52-week range of 24 to 58. Call put ratio 2.4 calls to 1 put into share price up before the bell after financial outlook.

Straddle prices into quarter results

American Express (AXP) October 330 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 17.

Truist Financial (TFC) October 43 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 17.

SLB Limited (SLB) October 33 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 17. Call put ratio 7.8 calls to 1 put with a focus on 14K contracts of October 33.50 calls.

Fifth Third (FITB) October 43 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 17.

Huntington Bancshares (HBAN) October 16 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 17.

Regions Financial (RF) October 25 straddle priced for a move of 6% into the expected release of quarter results before the bell on October 17. Call put ratio 3.4 calls to 1 put with a focus on October options.

Ally Financial (ALLY) October 40 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 17. Call put ratio 1 call to 2.9 puts.

Comerica (CMA) October 77.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 17. Call put ratio 1.8 calls to 1 put.

Aviation Drone option IV amid wide price movement

Joby Aviation (JOBY) 30-day option implied volatility is at 100; compared to its 52-week range of 57 to 113. Call put ratio 3.8 calls to 1 put with a focus on October 17.50 calls.

AeroVironment (AVAV) 30-day option implied volatility is at 64; compared to its 52-week range of 37 to 73. Call put ratio 1.1 calls to 1 put amid wide price movement.

Kratos Defense (KTOS) 30-day option implied volatility is at 88; compared to its 52-week range of 32 to 90. Call put ratio 2.5 calls to 1 put amid price movement.

EHang Holdings (EH) 30-day option implied volatility is at 63; compared to its 52-week range of 42 to 107 with a focus on October 17.50 and 20 calls.

Movement

Omeros (OMER) 30-day option implied volatility is at 156; compared to its 52-week range of 84 to 220. Call put ratio 1 call to 1.2 puts on 41K contracts as share price up.

Uranium Royalty (UROY) 30-day option implied volatility is at 161; compared to its 52-week range of 43 to 95. Call put ratio 134 call to 1 put on active October and November 5 calls as share price up.

Sana Biotechnology (SANA) 30-day option implied volatility is at 173; compared to its 52-week range of 79 to 251. Call put ratio 13 calls to 1 put with a focus on November 7.5 calls as share price up.

Endeavour Silver Corp. (EXK) 30-day option implied volatility is at 94; compared to its 52-week range of 52 to 101. Call put ratio 1.7 calls 1 put with a focus on November 7.5 puts as share price up.

First Horizon National (FHN) 30-day option implied volatility is at 45; compared to its 52-week range of 24 to 70. Call put ratio 3.3 calls to 1 put with a focus on February calls as share price down.

HSBC Holdings (HSBC) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 55. Call put ratio 1 call to 3.1 puts with a focus on 5K contracts of January 65 puts.

Options with decreasing option implied volatility: OMER ACI FAST PEP EA
Increasing unusual option volume: HOND TMQ UROY WWR TTI AGIO GTES
Increasing unusual call option volume: TMQ HOND UROY FLO WWR TTI GTES DBRG
Increasing unusual put option volume: CRML OMER NICE FHN ABAT QSI UAMY NB VERI RITM
Popular stocks with increasing volume: INTC PLTR BAC MSTR SOFI HOOD
Active options: NVDA AMD TSLA AMZN INTC OPEN AAPL PLTR BAC MSTR RGTI SMR SOFI MARA WULF ACHR HOOD GOOGL IREN SOUN
Global S&P Futures mixed to higher in premarket, Nikkei up 1.1%, DAX mixed, WTI Crude oil recently at $58.80, natural gas up 1%, gold at $4245