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Daily IV Report

Pre-Market IV Report October 17, 2025

Pre-Market IV Report October 17, 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: DPST LUNR PPTA DOCN […]

By Market Rebellion · October 17, 2025
Pre-Market IV Report October 17, 2025

Pre-Market IV Report October 17, 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: DPST LUNR PPTA DOCN MP AGQ SE ZIM UGL GLD FLG TFC CSX XLK SPLG VOO IWM JEPQ DIA HYG COGT KYIV DPST MFH ZION CRBP PGNY HSDT WAL CGEM JEF SLI WOW STOK

Stocks expected to have increasing option volume: LLY NVO VKTX AXP OZK TFC SLB FITB HBAN ALLY CME RGTI QUBT IONQ QBTS ZION WAL RF CMA USB PNC BK NTRS BHF KVUE GTLB DDOG

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 50; compared to its 52-week range of 29 to 40. Call put ratio 1.2 calls to 1 put on active option volume of 290K contracts as gold above $4352.

Movers

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 42; compared to its 52-week range of 25 to 64. Call put ratio 4.6 calls to 1 put.

Novo Nordisk (NVO) 30-day option implied volatility is at 62; compared to its 52-week range of 28 to 70. Call put ratio 1.2 calls to 1 put.

Viking Therapeutics (VKTX) 30-day option implied volatility is at 96; compared to its 52-week range of 60 to 169. Call put ratio 7.8 calls to 1 put with a focus on January 45 calls.

Regional Bank option IV

Flagstar Bank (FLG) 30-day option implied volatility is at 52; compared to its 52-week range of 26 to 78. Call put ratio 1 call to 1.8 puts.

Valley National Bancorp (VLY) 30-day option implied volatility is at 51; compared to its 52-week range of 23 to 57. Call put ratio 1 call to 1 put.

Western Alliance Bancorporation (WAL) 30-day option implied volatility is at 80; compared to its 52-week range of 32 to 82. Call put ratio 1 call to 4.4 puts.

Regions Financial (RF) 30-day option implied volatility is at 46; compared to its 52-week range of 22 to 65. Call put ratio 1 call to 1.7 puts.

M&T Bank Corp. (MTB) 30-day option implied volatility is at 38; compared to its 52-week range of 20 to 59. Call put ratio 1 call to 1.3 puts.

Fifth Third Bancorp (FITB) 30-day option implied volatility is at 47; compared to its 52-week range of 21 to 64. Call put ratio 1 call to 1 put into quarter results.

Bank OZK (OZK) 30-day option implied volatility is at 58; compared to its 52-week range of 26 to 67. Call put ratio 1 call to 1.3 into quarter results.

Zions Bancorp (ZION) 30-day option implied volatility is at 82; compared to its 52-week range of 26 to 82. Call put ratio 1 call to 9.3 puts.

Huntington Bancshares (HBAN) 30-day option implied volatility is at 52; compared to its 52-week range of 21 to 64. Call put ratio 1 call to 1.9 puts.

Comerica (CMA) 30-day option implied volatility is at 43; compared to its 52-week range of 26 to 64 with a focus on October puts into quarter results.

First Horizon National (FHN) 30-day option implied volatility is at 44; compared to its 52-week range of 24 to 70. Call put ratio 2.9 calls to 1 put.

Citizens Financial Group (CFG) 30-day option implied volatility is at 39; compared to its 52-week range of 24 to 69. Call put ratio 1 call to 1.7 puts.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 48; compared to its 52-week range of 24 to 61. Call put ratio 1 call to 2.9 puts.

Movers

J.B. Hunt Transport Services (JBHT) 30-day option implied volatility is at 45; compared to its 52-week range of 23 to 65. Call put ratio 1 call to 1 put on active option volume of 15K contracts amid sharp rally.

AT&T (T) 30-day option implied volatility is at 30; compared to its 52-week range of 17 to 109. Call put ratio 6.3 calls to 1 put with a focus on June 32 calls.

Travelers (TRV) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 54. Call put ratio 1.5 calls to 1 put.

Verisk Analytics (VRSK) 30-day option implied volatility is at 30; compared to its 52-week range of 15 to 39. Call put ratio 2.2 calls to 1 put.

Hologic (HOLX) 30-day option implied volatility is at 226; compared to its 52-week range of 67 to 245. Call put ratio 4.6 calls to 1 put with a focus on November calls.

Ultragenyx Pharma (RARE) 30-day option implied volatility is at 55; compared to its 52-week range of 40 to 147 with a focus on January 50 calls.

Newsmax (NMAX) 30-day option implied volatility is at 77; compared to its 52-week range of 65 to 274.

Straddle prices into quarter results

American Express (AXP) October 24 weekly 322.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 20.

Options with decreasing option implied volatility: OMER BHF ACI FAST EA
Increasing unusual option volume: SLI TMQ KBWB DEO MMC ETNB
Increasing unusual call option volume: DEO TMQ SLI GLBE MTN JDST UROY
Increasing unusual put option volume: CRML ZION FLUT ABAT HBAN VG RR
Popular stocks with increasing volume: PLTR MSTR MU SOFI INTC TSM ORCL
Active options: NVDA TSLA AMD AMZN PLTR AAPL RGTI GOOGL MSTR MU SOFI INTC TSM CRWV MARA CRM HIMS GOOGL ORCL IREN
Global S&P Futures lower in premarket, Nikkei down 1.5%, DAX down 2%, WTI Crude oil recently at $56.80, natural gas down 1%, gold at $4352