Pre-Market IV Report October 31, 2025

Pre-Market IV Report October 31, 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: REPL BHVN SMLR WU ANF AMCR NOK BBY NTAP GHRS NUAI TGEN MTSR DPRO ARDX TH RYAM DXCM MESO GSAT ATEC GCI SSSS IMVT LENZ LYB MRNA FRWD

Stocks expected to have increasing option volume: AAPL AMZN GILD SYK COIN NET SYK EW WDC RKT TEAM RDDT DXCM FSLR ZG TWLO ILMN ROKU AXOM CVX CL ABBV LUMN ADP PAYX SVV CHTR GDDY NFLX WBD COLM RIOT

Straddle prices into quarter results

ExxonMobil (XOM) October 115 weekly 116 straddle priced for a move of 2.5%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today before the bell.

AbbVie (ABBV) October 31 weekly 230 straddle priced for a move of 4%. Call put ratio 1 call to 1 put into the expected release of quarter results today before the bell.

Chevron (CVX) October 31 weekly 155 straddle priced for a move of 3%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today before the bell.

Palantir (PLTR) November 7 weekly 195 straddle priced for a move of 11%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on November 3.

Vertex Pharma (VRTX) November 7 weekly 420 straddle priced for a move of 9%. Call put ratio 1 call to 1.9 puts into the expected release of quarter results after the bell on November 3.

Ares Management (ARES) November 150 straddle priced for a move of 9%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on November 3.

Hims & Hers Health, Inc. (HIMS) November 7 weekly 44 straddle priced for a move of 17%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on November 3.

AMD (AMD) November 7 weekly 255 straddle priced for a move of 5.5%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on November 4.

Movers

Warner Bros. Discovery (WBD) 30-day option implied volatility is at 49; compared to its 52-week range of 38 to 82. Call put ratio 3.8 calls to 1 put with a focus on January 22.50 calls.

Cardinal Health (CAH) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 54. Call put ratio 3.4 calls to 1 put as share price up.

DexCom (DXCM) 30-day option implied volatility is at 73; compared to its 52-week range of 28 to 76. Call put ratio 3.2 calls to 1 put with a focus on October 31 weekly 75 and 80 calls.

Amcor plc (AMCR) 30-day option implied volatility is at 39; compared to its 52-week range of 15 to 42 with a focus on 5800 contracts of December 8 puts.

Delek US Holdings (DK) 30-day option implied volatility is at 68; compared to its 52-week range of 39 to 96 with a focus on 10K contracts of November 40 calls.

Roivant Sciences (ROIV) 30-day option implied volatility is at 48; compared to its 52-week range of 28 to 71. Call put ratio 12 calls to 1 put with a focus on December 20 and January 16 calls.

Clearwater Analytics Holdings, Inc. (CWAN) 30-day option implied volatility is at 55; compared to its 52-week range of 24 to 88 with a focus on 11700 contracts of November 20 calls.

Moderna (MRNA) 30-day option implied volatility is at 88; compared to its 52-week range of 54 to 104. Call put ratio 4.2 calls to 1 put as share price up 17.4%.

AST SpaceMobile (ASTS) 30-day option implied volatility is at 116; compared to its 52-week range of 76 to 158. Call put ratio 1.3 calls to 1 put.

GlobalStar (GSAT) 30-day option implied volatility is at 85; compared to its 52-week range of 46 to 135. Call put ratio 6.7 calls to 1 put with a focus on November calls as share price up.

Options with decreasing option implied volatility: RNA GGAL SOC SQNS WOLF YPF UUUU CFLT CVNA DECK ENPH TMDX CROX AAP RBLX ETSY BBBY W VFC
Increasing unusual option volume: BBD PAGP MTSR LKQ LRN AON NVST GSAT FI BORR BAX FMC
Increasing unusual call option volume: BBD PAGP LKQ FLWS LRN FMC DK BORR FI FLB APLS MS
Increasing unusual put option volume: AMCR BAX IP NOK VSAT SFM FI FND CI QLD VG
Popular stocks with increasing volume: PLTR CMG SOFI MSTRAVGO ORCL INTC
Active options: META TSLA GOOGL MSFT AAPL AMZN AMD PLTR GOOG CMG SOFI MSTR CORZ AVGO BMNR ORCL OPEN INTC SOUN
Global S&P Futures up in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $60.40, natural gas up 3%, gold at $4031