Pre-Market IV Report October 28, 2025

Pre-Market IV Report October 28, 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: NTLA ETHZ AVXL ANF GME DGXX GSIT NTLA SMLR CDTX HUN RZLT PEPG VWAV ANF QURE AMBA BL COMP BRKR BRR QCOM OCGN FFIV

Stocks expected to have increasing option volume: UNH RCL SHW ECL GLW UPS PYPL REGN LH THC VFC CDNS FFIV UHS CFLT BBBY WHR FTAI NXPI SOLS KMX WM CR BAM CCJ

Option volume mover

Brookfield Asset Management (BAM) 30-day option implied volatility is at 34; compared to its 52-week range 23 to 65. Call put ratio 62.3 calls to 1 put with a focus on November 55 calls into Cameco (CCJ), Brookfield Asset Management and U.S. government enter nuclear power pact.

Cameco Corp. (CCJ) 30-day option implied volatility is at 58; compared to its 52-week range 38 to 74. Call put ratio 1 call to 1.1 put into Cameco Brookfield Asset Management (BAM) and U.S. government enter nuclear power pact.

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

Microsoft (MSFT) October 31 weekly 532.50 straddle priced for a move of 5%. Call put ratio 2.4 calls to 1 put into the expected release of quarter results after the bell on October 29.

Alphabet (GOOG) October 31 weekly 270 straddle priced for a move of 6%. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on October 29.

Meta Platforms (META) October 31 weekly 750 straddle priced for a move of 7%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on October 29.

ServiceNow (NOW) October 31 weekly 945 straddle priced for a move of 8.5%. Call put ratio 1 call to 1.3 puts into the expected release of quarter results after the bell on October 29.

Movers

Strategy (MSTR) 30-day option implied volatility is at 58; compared to its 52-week range of 44 to 220. Call put ratio 1.6 calls to 1 put.

Amazon (AMZN) 30-day option implied volatility is at 40; compared to its 52-week range of 23 to 63. Call put ratio 2.1 calls to 1 put as share price up 1.4%.

Keurig Dr Pepper Inc. (KDP) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 37. Call put ratio 6 calls to 1 put with a focus on January 28, 31, 32 and 33 calls as share price up 7.6%.

Five Below (FIVE) 30-day option implied volatility is at 47; compared to its 52-week range of 36 to 105. Call put ratio 3.4 calls to 1 put as share price up 2.7%.

Compass (COMP) 30-day option implied volatility is at 79; compared to its 52-week range of 46 to 102 with a focus on November 8 and 9 calls.

Roper Technologies (ROP) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 36. Call put ratio 1 call to 3.9 puts with a focus on November 430 and 440 puts.

Harley-Davidson (HOG) 30-day option implied volatility is at 50; compared to its 52-week range of 30 to 79 with a focus on February 35 calls as share price down 4.9%.

Amrize (AMRZ) 30-day option implied volatility is at 47; compared to its 52-week range of 25 to 51. Call put ratio 1 call to 7 puts with a focus on 2K contracts of April 45 puts.

Huntsman (HUN) 30-day option implied volatility is at 87; compared to its 52-week range of 27 to 76 with a focus on 47K contracts of November 10 puts.

Cresud Sa (CRESY) 30-day option implied volatility is at 62; compared to its 52-week range of 31 to 98 with a focus on 1500 contracts of November 10 calls as share price up 24.6%.

Tenet Healthcare (THC) 30-day option implied volatility is at 46; compared to its 52-week range of 27 to 67. Call put ratio 17.3 calls to 1 put with a focus on a spreader of November 230 and 240 calls.

Options with decreasing option implied volatility: RNA ARCT GGAL SQNS NKTR DECK YPF AGQ WBD ISRG DOW KVUE VRT INTC SVM MBLY UGL LUV MMM TXN APH FLG LVS
Increasing unusual option volume: ASST CODI BYND HUN IMVT TVTX TMQ GLL IRBT BAM
Increasing unusual call option volume: HUN ASST CODI BYND GLL REPL LAR ALIT TMQ BAM
Increasing unusual put option volume: OGN BYND CRML PII EWY IRBT GGAL NTLA POET NXPI
Popular stocks with increasing volume: INTC BYND SOFI QCOM HOOD MSTR PYPL
Active options: NVDA TSLA INTC AMD BYND PLTR SOFI QCOM AAPL AMZN UUUU OPEN GOOGL HOOD MSTR META SMCI MSFT BULL PYPL
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $60.15, natural gas down 4.5%, gold at $3917