Pre-Market IV Report October 22, 2025

Pre-Market IV Report October 22, 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 FUN GAP KYIV TGT ARCT ETHZ AVDL FLWS GRRR LENZ

Stocks expected to have increasing option volume: NFLX TMO T FUN GEV BSX VRT HLT TDY TXN COF CB MAT BMT CB WAL DKNG ACI HAL

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 49; compared to its 52-week range of 29 to 50. Call put ratio 1.1 calls to 1 put as gold at $4100.

Beyond Meat (BYND) 30-day option implied volatility is at 404; compared to its 52-week range of 76 to 700. Call put ratio 2.9 calls to 1 put amid wide share price movement.

Straddle prices into quarter results

Tesla (TSLA) October 24 weekly 442 straddle priced for a move of 8%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.

IBM (IBM) October 24 weekly 282.50 straddle priced for a move of 7% into the expected release of quarter results after the bell on October 22.

T-Mobile (TMUS) October 24 weekly 230 straddle priced for a move of 4%. Call put ratio 2.2 calls to 1 put into the expected release of quarter results before the bell on October 23.

Intel (INTC) October 24 weekly 38 straddle priced for a move of 11% into the expected release of quarter results after the bell on October 23. Call put ratio 2.5 calls to 1 put.

Movers

Nebius Group (NBIS) 30-day option implied volatility is at 108; compared to its 52-week range of 65 to 136. Call put ratio 3.4 calls to 1 put with a focus on October 24 weekly 160 calls.

CoreWeave (CRWV) 30-day option implied volatility is at 96; compared to its 52-week range of 67 to 157. Call put ratio 2.9 calls to 1 put with a focus on October 24 weekly 90 puts.

Peloton (PTON) 30-day option implied volatility is at 91; compared to its 52-week range of 58 to 136 with a focus on October 24 weekly and December 9 calls as share price up 5.3%.

Philip Morris International (PM) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 45. Call put ratio 1.1 calls to 1 put as share price down 4.4%.

Cleveland-Cliffs (CLF) 30-day option implied volatility is at 69; compared to its 52-week range of 49 to 198. Call put ratio 1.6 calls to 1 put as share price down 16.5%.

Ingersoll-Rand (IR) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 63 with a focus on 2K contracts of 75 puts.

Hess Midstream Partners LP (HESM) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 49 on 3K contracts of November 35 calls.

Levi (LEVI) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 88. Call put ratio 3.6 calls to 1 put as share price down 2.6%.

Bruker (BRKR) 30-day option implied volatility is at 69; compared to its 52-week range of 32 to 77 with a focus on 2K of March 30 calls.

Core Scientific (CORZ) 30-day option implied volatility is at 100; compared to its 52-week range of 61 to 127. Call put ratio 6.3 calls to 1 put as share price up 3.1%.

Hologic (HOLX) 30-day option implied volatility is at 6; compared to its 52-week range of 19 to 67. Call put ratio 1.4 calls to 1 put after acquired by Blackstone & TPG for $18.3B.

Vizsla Silver (VZLA) 30-day option implied volatility is at 70; compared to its 52-week range of 23 to 98 with a focus on November 5 calls as share price down 11.8%.

Expand Energy Corporation (EXE) 30-day option implied volatility is at 36; compared to its 52-week range of 22to 51. Call put ratio 2.2 calls to 1 put as share price down 1%.    
  
Options with decreasing option implied volatility: OMER CRML LAC TSLQ LAES SMMT BHF WBD REPL STUB
Increasing unusual option volume: BYND REI AVDL GLL MAT BRR HOLX
Increasing unusual call option volume: BYND AVDL REI GLL LEVI BRR ALC ACHV
Increasing unusual put option volume: BYND LAZR EXK ARCT OGN ZION CRML
Popular stocks with increasing volume:: BYND PLT WBD GM SOFI CRWV ORCL MSTR F KO
Active options: BYND NVDA AAPL AMZN GOOGL AMD PLTR GOOG WBD GM CORZ SOFI CLOV CRWV OPEN ORCL MSTR F KO IREN
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $58.10, natural gas mixed, gold at $4063