Daily IV Report
Pre-Market IV Report October 3, 2025
Pre-Market IV Report October 3, 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: VOR SNAP TEAM TWLO […]
Pre-Market IV Report October 3, 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: VOR SNAP TEAM TWLO KODK ALGN RBLX WDC CHTR ETSY CONY FTAI PYPL EL MELI CMG META UPS BKNG
Stocks expected to have increasing option volume: XOM CVX BP OXY
WTI crude near low end of range into OPEC meeting
Chevron (CVX) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 58. Call put ratio 2 calls to 1 put as WTI crude trades $60.70.
AG stock option IV amid Trump mulls U.S. farmers bailout headlines
Archer Daniels (ADM) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 57. Call put ratio 1.5 calls to 1 put amid Trump mulls bailout of $10B or more for U.S. farmers, WSJ reports.
Bunge (BG) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 57. Call put ratio 3.5 calls to 1 put amid Trump mulls bailout of $10B or more for U.S. farmers, WSJ reports.
CF Industries (CF) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 163. Call put ratio 16 calls to 1 put amid Trump mulls bailout of $10B or more for U.S. farmers, WSJ reports.
Compass Minerals (CMP) 30-day option implied volatility is at 48; compared to its 52-week range of32 to 102. Call put ratio 92 calls to 1 put amid Trump mulls bailout of $10B or more for U.S. farmers, WSJ reports.
Intrepid Potash (IPI) 30-day option implied volatility is at 51; compared to its 52-week range of 35 to 71. Call put ratio 3.8 calls to 1 put amid Trump mulls bailout of $10B or more for U.S. farmers, WSJ reports.
Mosaic (MOS) 30-day option implied volatility is at 37; compared to its 52-week range of 27 to 64. Call put ratio 6.6 calls to 1 put amid Trump mulls bailout of $10B or more for U.S. farmers, WSJ reports.
Movers
Ferrari N.V (RACE) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 54. Call put ratio 1.4 calls to 1 put as share price down 1.9%.
Lyft (LYFT) 30-day option implied volatility is at 59; compared to its 52-week range of 41 to 106. Call put ratio 7.9 calls to 1 put with a focus on October 3 weekly 24 calls as share price up 3%.
USA Rare Earth (USAR) 30-day option implied volatility is at 145; compared to its 52-week range of 99 to 221. Call put ratio 6.3 calls to 1 put with on 130K contracts as share price up 23%.
Bloom Energy Corp. (BE) 30-day option implied volatility is at 119; compared to its 52-week range of 60 to124. Call put ratio 2.3 calls to 1 put with a focus on October weekly options.
Edison Int’l (EIX) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 83. Call put ratio 1.7 calls to 1 put as share price down 3.4%.
Targa Resources (TRGP) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 74. Call put ratio 1 call to 13.4 puts with a focus on 1546 contracts of October 160 puts.
Bicycle Therapeutics Plc (BCYC) 30-day option implied volatility is at 82; compared to its 52-week range of 46 to 149 with a focus on 3300 contracts of March 10 calls.
Photronics, Inc. (PLAB) 30-day option implied volatility is at 48; compared to its 52-week range of 24 to 67. Call put ratio 17 calls to 1 put with a focus on November, December and March 25 calls as share price up 4.8%.
Aptiv (APTV) 30-day option implied volatility is at 36; compared to its 52-week range of 30 to 72. Call put ratio 22 calls to 1 put with a focus on 3K contracts of March 120 calls.
Options with decreasing option implied volatility: WOLF MLTX LAC QURE SQNS EA NKE LI HUM CAG COST
Increasing unusual option volume: MRP CTVA RVPH GDRX ETNB MLTX MGA
Increasing unusual call option volume: MRP MLTX MGA GGAL BTI CTVA
Increasing unusual put option volume: SEI LAC K EXEL SNDK SCHD BYND PL
Popular stocks with increasing volume: INTC RKT COIN RGTI HOOD MARA SMCI BABA SOFI
Active options: TSLA NVDA AMD INTC MSTR AAPL OPEN AMZN PLTR RKT COIN RGTI HOOD MARA SMCI BABA MSFT META SOFI SOUN
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX lower, WTI Crude oil recently at $60.70, natural gas mixed, gold at $3886
