Pre-Market IV Report October 24, 2025

Pre-Market IV Report October 24, 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: GAP SQNS PTRN BIOA SOC GHRS NKTR ITGR ETHZ AVXL CRSR GSAT COMM STAA TIC GME IMPP PTLO INCY BRR BIZD

Stocks expected to have increasing option volume: PG HCA GD ITW BAH INTC F DECK NEM SAM TGT ALK SMCI NSC

Movers

Oracle (ORCL) 30-day option implied volatility is at 45; compared to its 52-week range of 23 to 66. Call put ratio 2 calls to 1 put into capital fund raising.

lululemon athletica (LULU) 30-day option implied volatility is at 43; compared to its 52-week range of 28 to 75 with a focus on January 320 and 350 puts.

Super Micro Computer (SMCI) 30-day option implied volatility is at 83; compared to its 52-week range of 52 to 217. Call put ratio 2.3 calls to 1 put with a focus on short duration calls.

Sweetgreen (SG) 30-day option implied volatility is at 115; compared to its 52-week range of 59 to 118. Call put ratio 6.6 calls to 1 put with a focus on October 24 weekly 8 calls.

Clover Health Investments (CLOV) 30-day option implied volatility is at 95; compared to its 52-week range of 46 to 139. Call put ratio 8.2 calls to 1 put with a focus on January 3 calls.

Krispy Kreme (DNUT) 30-day option implied volatility is at 177; compared to its 52-week range of 28 to 249. Call put ratio 3.9 calls to 1 put with a focus on October 31 weekly 5 calls.

Viking Therapeutics (VKTX) 30-day option implied volatility is at 84; compared to its 52-week range of 60 to 169. Call put ratio 5.4 calls to 1 put with a focus on January 50 calls as share price up 9%.

Waters Corp. (WAT) 30-day option implied volatility is at 41; compared to its 52-week range of 23 to 55 with a focus on May options.

PENN Entertainment (PENN) 30-day option implied volatility is at 55; compared to its 52-week range of 40 to 90. Call put ratio 2.1 calls to 1 put as share price up 2.9%.

Williams Cos. (WMB) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 54 with a focus on 6700 contracts of November 55 puts.

Corsair Gaming (CRSR) 30-day option implied volatility is at 91; compared to its 52-week range of 36 to 101 with a focus on November 12.50 calls as share price up 5.7%.

PepsiCo (PEP) 30-day option implied volatility is at 19; compared to its 52-week range of 16 to 36. Call put ratio 15.1 calls to 1 put with a focus on as spreader of January 160 and 170 calls.

GXO Logistics, Inc. (GXO) 30-day option implied volatility is at 44; compared to its 52-week range of 26 to 79 with focus on 2500 contracts of November 55 calls.

Straddle prices into quarter results

Welltower (WELL) November 175 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on October 27.

NXP Semiconductors (NXPI) October 31 weekly 220 straddle priced for a move of 7% into the expected release of quarter results after the bell on October 27.

Options with decreasing option implied volatility: ARCT DPST NVST KYIV SMMT FWRD REPL WBD LAC PPTA ALLY AGQ SVM NFLX LUV SLV DOW AAL DOW AXP TFC DHR ELV EH LVS CSX APH COH

Increasing unusual option volume: BYND CRSR FITB TOI RIG AVDL RXT NOK TEN

Increasing unusual call option volume: NOK TEN DAR LION BYND CRSR FITB TOI RIG AVDL RXT NOK TEN

Increasing unusual put option volume: FITB BYND TSCO DOC SYY ARR MOH GD CRML

Popular stocks with increasing volume: BYND INTC SMCI PLTR MSTR SOFI HOOD

Active options: TSLA NVDA BYND INTC SMCI AMD RGTI AAPL AMZN SOUN PLTR MSTR SOFI OPEN MARA META NFLX HOOD QUBT IREN

Global S&P Futures mixed in premarket, Nikkei up 1.3%, DAX mixed, WTI Crude oil recently at $61.73, natural gas mixed, gold at $4081