Pre-Market IV Report October 29, 2025

Pre-Market IV Report October 29, 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: AVXL NOK TSLQ ANF GME NTAP ZM OGN NUVB VIR GPCR WRD ERIC FORD FIP ALLT AXL AUR CCJ ARE TSLY PHG HPE

Stocks expected to have increasing option volume: BA CAT VZ CVS FI GEHC CTSH VRSK KHC UTHR FTV CNC V BKNG MDLZ EA STX TER ENPH CAKE CZR LRN VRNS

Straddle prices into quarter results, FOMC and China headlines

Apple (AAPL) October 31 weekly 270 straddle priced for a move of 4%. Call put ratio 2.8 calls to 1 put into the expected release of quarter results after the bell on October 30.

Amazon (AMZN) October 31 weekly 230 straddle priced for a move of 6.5%. Call put ratio 2.5 calls to1 put into the expected release of quarter results after the bell on October 30.

Strategy (MSTR) October 31 weekly 285 straddle priced for a move of 5.5%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on October 30.

Reddit (RDDT) October 31 weekly 212.50 straddle priced for a move of 14%. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on October 30.

Movers

NVIDIA (NVDA) 30-day option implied volatility is at 50; compared to its 52-week range of 32 to 75. Call put ratio 3.1 calls to 1 put as share price above $207 in premarket.

Bank of America (BAC) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 61. Call put ratio 2.3 calls to 1 put into investor meeting November 5th.

Nokia (NOK) 30-day option implied volatility is at 104; compared to its 52-week range of 18 to 104. Call put ratio 5.1 calls to 1 put amid sharp rally.

Elanco Animal Health (ELAN) 30-day option implied volatility is at 47; compared to its 52-week range of 30 to 76 with a focus on 4800 contracts of January 20 puts.

Avantor (AVTR) 30-day option implied volatility is at 70; compared to its 52-week range of 28 to 69. Call put ratio 1.9 calls to 1 put as share price down 1.5%.

Vanda Pharmaceuticals (VNDA) 30-day option implied volatility is at 71; compared to its 52-week range of 39 to 95 with a focus on 2300 contracts of January 6 calls.

Leggett & Platt (LEG) 30-day option implied volatility is at 50; compared to its 52-week range of 27 to 83 with a focus on 20K contracts of November 12.50 calls.

United Microelectronics (UMC) 30-day option implied volatility is at 40; compared to its 52-week range of 17 to 65 with a focus on November 8 calls.

Options with decreasing option implied volatility: ARCT RNA GGAL SQNS YPF CFLT DECK FUN
Increasing unusual option volume: EWC AVTR ERIC NOK GTES STT BYND ASST
Increasing unusual call option volume: ERIC AVTR GTES NOK STT ASST BYND CDZI
Increasing unusual put option volume: NOK AMKR EWC RSP SYY OGN GFS BYND NXE NAKA
Popular stocks with increasing volume: SOFI INTC NOK PYPL PLTR UNH MSTR UPS QCOM
Active options: NVDA TSLA SOFI INTC NOK PYPL AMD AMZN AAPL PLTR MSFT UNH WULF OPEN GOOGL MSTR META UPS QCOM CORZ
Global S&P Futures mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $59.95, natural gas mixed, gold at $4032