Pre-Market IV Report October 27, 2025

Pre-Market IV Report October 27, 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: BHVN KYTX CRCG UMAC ETHZ OPEN AVXL IMNM ABTC FWRD COCO VWAV ACVA

Stocks expected to have increasing option volume: V UNH BKNG WELL NXPI NEU NVO CORZ ARGT

Straddle prices into quarter results, China talks and FOMC policy meeting

Visa (V) October 31 weekly 347.50 straddle priced for a move of 8% into the expected release of quarter results after the bell on October 28.

UnitedHealth Group (UNH) October 31 weekly 262.50 straddle priced for a move of 8.5%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell on October 28.

Movement

DraftKings (DKNG) 30-day option implied volatility is at 64; compared to its 52-week range of 34 to 87 with a focus on October 31 weekly 32 puts.

Intel (INTC) 30-day option implied volatility is at 58; compared to its 52-week range of 38 to 93. Call put ratio 2.2 calls to 1 put amid wide price movement.

Core Scientific (CORZ) 30-day option implied volatility is at 97; compared to its 52-week range of 61 to 127. Call put ratio 4.4 calls to 1 put with a focus on January 18 calls.

Ford Motor (F) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 68. Call put ratio 2.7 calls to 1 put amid price movement.

Cheesecake Factory (CAKE) 30-day option implied volatility is at 47; compared to its 52-week range of 28 to 74 with a focus on November 60 calls.

Deckers Brands (DECK) 30-day option implied volatility is at 42; compared to its 52-week range of 27 to 81. Call put ratio 1.2 calls to 1 put amid wide price movement.

Newmont (NEM) 30-day option implied volatility is at 45; compared to its 52-week range of 27 to 60. Call put ratio 1.7 calls as gold trends lower.

Five Below (FIVE) 30-day option implied volatility is at 45; compared to its 52-week range of 36 to 106. Call put ratio 1 call to 2.8 puts with a focus on November puts.

Cracker Barrel (CBRL) 30-day option implied volatility is at 53; compared to its 52-week range of 46 to 92.

Cadence Bancorporation (CADE) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 66 with a focus on November 40 calls.

Union Pacific (UNP) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 47. Call put ratio 3.3 calls to 1 put with a focus on 12500 contracts of March 260 calls.

Options with decreasing option implied volatility: KDK ARCT ACB TGEN SMMT REPL SVM WBD DPST WGMI
Increasing unusual option volume: BYND XLB TOI WOLF EWC AXL
Increasing unusual call option volume: BYND XLB TOI AXL XLI ASST
Increasing unusual put option volume: BYND WOLF XLB EWC EMN CAN LAZR
Popular stocks with increasing volume: BYND INTC SOFI F HOOD MSTR COIN IBM
Active options: TSLA NVDA BYND INTC AMD OPEN AAPL AMZN PLTR GOOGL SOFI F HOOD MSTR COIN META IBM CLOV PATH WULF
Global S&P Futures up in premarket, Nikkei up 2.4%, DAX mixed, WTI Crude oil recently at $60.80, natural gas mixed, gold at $4053