Pre-Market IV Report October 21, 2025

Pre-Market IV Report October 21, 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: SQNS KYIV GAP UGL GLD IAU GSIT COGT ABAT POET J BBAR ADPT

Stocks expected to have increasing option volume: WBD HOLX NFLX STLD CCK MO GM RTX LMT ELV EFX PCAR DGX GE KO PM T TSLA MMM

Straddle prices into quarter results

Netflix (NFLX) October 24 weekly 1240 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell.
Tesla (TSLA) October 24 weekly 300 straddle priced for a move of 8% into the expected release of quarter results after the bell on October 22.

Movers

Apple (AAPL) 30-day option implied volatility is at 29; compared to its 52-week range of 16 to 65. Call put ratio 2.6 calls to 1 put amid new closing high.

Alibaba (BABA) 30-day option implied volatility is at 55; compared to its 52-week range of 31 to 73. Call put ratio 3.2 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 47; compared to its 52-week range of 29 to 50. Call put ratio 1.7 calls to 1 put as gold down 1.7%.

Beyond Meat (BYND) 30-day option implied volatility is at 388; compared to its 52-week range of 76 to 700. Call put ratio 4.3 calls to 1 put with a focus on October 24 weekly calls as share price up 126%.

Cleveland-Cliffs (CLF) 30-day option implied volatility is at 69; compared to its 52-week range of 49 to 108. 230K contracts trade as share price up 17%.

Freshworks Inc (FRSH) 30-day option implied volatility is at 67; compared to its 52-week range of 34 to 83 with a focus on 7200 contracts of January 25 2027 calls.

Astera Labs (ALAB) 30-day option implied volatility is at 107; compared to its 52-week range of 56 to 129. Call put ratio 1.4 calls to 1 put on 17K contracts.

Progressive Corp. (PGR) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 50. Call put ratio 1.9 calls to 1 put as share price down 2.5%.

Campbell Soup (CPB) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 39. Call put ratio 1 call to 3.6 puts with a focus on 6900 contracts of November 28 puts.

Replimune (REPL) 30-day option implied volatility is at 131; compared to its 52-week range of 47 to 182. Call put ratio 1.2 calls to 1 put as share price up 105%.

Genuine Parts (GPC) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 49. Call put ratio 3.3 calls to 1 put with a focus on November 135 calls.

Stanley Black & Decker (SWK) 30-day option implied volatility is at 47; compared to its 52-week range of 26 to 82. Call put ratio 11 calls to 1 put with a focus on November 72.5 and 82.50 calls.

Options with decreasing option implied volatility: OMER ETHZ BHF CONY CRMD HPE ALLY INFY ASML ACI BCE BK ABT PLD JNJ FEZ EA
Increasing unusual option volume: BYND CAN ADAP TMQ DCTH LBRT EXEL
Increasing unusual call option volume: BYND CAN TMQ LBRT EXEL CELC ACHV
Increasing unusual put option volume: REPL LBRT ARCT CRML BYND ABAT BITF EXEL