Daily IV Report
Pre-Market IV Report October 30, 2025
Pre-Market IV Report October 30, 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 FI AVXL LUMN […]
Pre-Market IV Report October 30, 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 FI AVXL LUMN REPL ETHZ SMLR ANF HUN WU COMM BBY BURL NTAP ZM TERN CSIQ WVE VWAV DPST RCUS OS ICLN XPEV MTSR KVUE WRBY
Stocks expected to have increasing option volume: MSFT GOOG GOOGL META CVNA SBUX NOW EL RKT COIN MO BUD CMCSA MRK LLY GILD MA STLA HSY RDDT CI MSTR AMZN AAPL CMG WOLF TDOC EBAY RBLX BMY CAH QSR K BIIB SFM MGM BOOT BROS CLF
Straddle prices into quarter results
Apple (AAPL) October 31 weekly 270 straddle priced for a move of 4%. Call put ratio 3 calls to 1 put into the expected release of quarter results today after the bell.
Amazon (AMZN) October 31 weekly 230 straddle priced for a move of 6%. Call put ratio 2.9 calls to1 put into the expected release of quarter results today after the bell.
Reddit (RDDT) October 31 weekly 210 straddle priced for a move of 14%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.
ExxonMobil (XOM) October 31 weekly 116 straddle priced for a move of 3%. Call put ratio 2.5 calls to 1 put into the expected release of quarter results before the bell on October 31.
Movers
Bloom Energy Corp. (BE) 30-day option implied volatility is at 130; compared to its 52-week range of 60 to 146. Call put ratio 1.5 calls to 1 put as share price down 21%.
Western Union (WU) 30-day option implied volatility is at 57; compared to its 52-week range of 22 to 59 with a focus on 41K contracts of December 10 calls.
Carrier Global (CARR) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 62. Call put ratio 1.5 calls to 1 put as share price up 4.7%.
Fiserv (FI) 30-day option implied volatility is at 70; compared to its 52-week range of 17 to 58. Call put ratio 2.3 calls to 1 put as share price down.
Avantor (AVTR) 30-day option implied volatility is at 58; compared to its 52-week range of 28 to 71 with a focus on 53K contracts of November 10 puts as share price down 21%.
Church & Dwight (CHD) 30-day option implied volatility is at 29; compared to its 52-week range of 17 to 38 with a focus on 4700 contracts of November 75 puts.
Options with decreasing option implied volatility: RNA GGAL SQNS GGAL YPF CFLT SNDX DECK ENPH W VFC SOFI UPS ETSY CNC DOW REGN STM
Increasing unusual option volume: BBD AVTR ETNB BMO GTES WAY PCOR LERN FI WU WRBY
Increasing unusual call option volume: BBD GTES FI LRN WU ENTG UTHR NOK BUR
Increasing unusual put option volume: NOK POET AREC COMP GPN PTLO FI CSIQ IP
Popular stocks with increasing volume: SOFI INTC NOK PYPL FI MSTR AVGO BA
Active options: NVDA TSLA PLTR AMZN AAPL GOOGL SOFI AMD MSFT INTC NOK OPEN META PYPL FI GOOG MSTR AVGO BA BBD
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $60, natural gas mixed, gold at $4019
