Pre-Market IV Report October 6, 2025

Pre-Market IV Report October 6, 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 BHF SNDK TEAM TWLO ETSY ALGN CVNA RBLX WDC CHTR SHAK TSLY CART META PYPL DKNG EXPE MELI PINS BKNG UPS BUD CCX ANRO ABEO UPXI QUBT MRAM BHF NKTR BTDR CLPT RUM SNDK NEXT TAC PLCE BTU GSM PBA TRIP

Stocks expected to have increasing option volume: PEP DAL STZ MKC GM F CRML DELL COIN MSTR PLTR MU FLY EWQ EWJ

Dell Technologies (DELL) 30-day option implied volatility is at 44; compared to its 52-week range of 32 to 87. Call put ratio 1.3 calls to 1 put into an investor meeting on October 7.

Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 17; compared to its 52-week range of 15 to 40. Call put ratio 19 calls to 1 puts with a focus on October 10 weekly 83 and 84 calls amid new leadership.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 50. Call put ratio 1.8 calls to 1 put as gold trends higher.

Strategy (MSTR) 30-day option implied volatility is at 59; compared to its 52-week range of 44 to 220. Call put ratio 2.5 calls to 1 put as Bitcoin trends higher.

Movers

Ford Motor (F) 30-day option implied volatility is at 39; compared to its 52-week range of 24 to 68. Call put ratio 6.3 calls to 1 put amid Trump tax relief speculation.

General Motors (GM) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 70. Call put ratio 3 calls to 1 put amid Trump tax relief speculation.

Stellantis (STLA) 30-day option implied volatility is at 44; compared to its 52-week range of 32 to 86. Call put ratio 7.8 calls to 1 put amid Trump tax relief speculation.

Toyota Motor (TM) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 51. Call put ratio 3.3 calls to 1 put.

Honda Motor (HMC) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 49. Call put ratio 5.8 calls to 1 put.

Las Vegas Sands (LVS) 30-day option implied volatility is at 45; compared to its 52-week range of 26 to 79. Call put ratio 1 call to 1 put as share price down.

MGM Resorts (MGM) 30-day option implied volatility is at 47; compared to its 52-week range of 28 to 81. Call put ratio 1 call to 1.6 puts.

Caesars Entertainment (CZR) 30-day option implied volatility is at 56; compared to its 52-week range of 36 to 87. Call put ratio 3.2 calls to 1 put.

Wynn Resorts Ltd (WYNN) 30-day option implied volatility is at 45; compared to its 52-week range of 28 to 79. Call put ratio 1 call to 1.2 puts as share price down.

PENN Entertainment (PENN) 30-day option implied volatility is at 47; compared to its 52-week range of 40 to 90. Call put ratio 9.4 calls to 1 put with a focus on October calls.

Melco Resorts & Entertainment (MLCO) 30-day option implied volatility is at 55; compared to its 52-week range of 37 to 95. Call put ratio 1 call to 14 puts with a focus on October 8 puts.

Rare earth option IV as share prices move up

Lithium Americas (LAC) 30-day option implied volatility is at 132; compared to its 52-week range of 51 to 184. Call put ratio 3.6 calls to 1 put with a focus on upside October calls as share price up.

MP Materials (MP) 30-day option implied volatility is at 79; compared to its 52-week range of 44 to 90. Call put ratio 1.1 calls to 1 put with a focus on November 55 calls as share price up.

USA Rare Earth (USAR) 30-day option implied volatility is at 143; compared to its 52-week range of 98 to 221. Call put ratio 3.6 calls to 1 put with a focus on short duration October options.

Critical Metals (CRML) 30-day option implied volatility is at 135; compared to its 52-week range of 21 to 183. Call put ratio 2.5 calls to 1 put as share price up before the bell.

Ramaco Resources, Inc. (METC) 30-day option implied volatility is at 112; compared to its 52-week range of 45 to 112. Call put ratio 1 call to 1.3 puts.

Firefly Aerospace (FLY) 30-day option implied volatility is at 84; compared to its 52-week range of 67 to 99. Call put ratio 5.4 calls to 1 put.

LENZ Therapeutics, Inc. (LENZ) 30-day option implied volatility is at 82; compared to its 52-week range of 23 to 179. Call put ratio 4.3 calls to 1 put with a focus on January calls.

Wingstop (WING) 30-day option implied volatility is at 59; compared to its 52-week range of 33 to 76. Call put ratio 2.4 calls to 1 put amid price movement.

Rocket Companies (RKT) 30-day option implied volatility is at 72; compared to its 52-week range of 45 to 103.

Quantum Computing Inc (QUBT) 30-day option implied volatility is at 125; compared to its 52-week range of 20 to 333. Call put ratio 1.7 calls to 1 put amid wide price movement.

Alberstson (ACI) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 86. Call put ratio 10.9 calls to 1 put with a focus on November 17 calls into the expected release of quarter results before the bell on October 14.

iRobot Corp. (IRBT) 30-day option implied volatility is at 121; compared to its 52-week range of 74 to 160. Call put ratio 3 calls to 1 put with a focus on October 10 weekly 5.5 calls.

Plug Power (PLUG) 30-day option implied volatility is at 155; compared to its 52-week range of 74 to 161. Call put ratio 6.2 calls to 1 put with a focus on October 2 and January 5 calls.

Compass (COMP) 30-day option implied volatility is at 69; compared to its 52-week range of 46 to 102. Call put ratio 1 call to 3.2 puts with a focus on 60K contracts of November 6 puts.

NewAmsterdam Pharma (NAMS) 30-day option implied volatility is at 79; compared to its 52-week range of 50 to 272 with a focus on a spreader of November 22.50 and 30 puts.

Ishares Msci France Etf (EWQ) 30-day option implied volatility is at 17; compared to its 52-week range of 17 to 45. Call put ratio 1 call to 1 put amid France political headlines.

Straddle prices into quarter results

Constellation Brands (STZ) October 10 weekly 140 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: MLTX WOLF EA NKE CAG
Increasing unusual option volume: OVID RVPH ARBE LAC BFLY GSM GGALA
Increasing unusual call option volume: OVID RVPH ARBE MLTX LAC BFLY BLDP PLUG
Increasing unusual put option volume: COMP LAC SNDK GGAL WOLF SEI BYND SOC
Popular stocks with increasing volume: INTC MSTR HOOD META SOUN SOFI MU UNH SNAP
Active options: TSLA NVDA PLTR AAPL OPEN PLUG INTC MSTR AMZN MARA AMD HOOD META SOUN SOFI MU QUBT UNH SNAP RGTI
Global S&P Futures mixed in premarket, Nikkei up 4.7%, DAX mixed, WTI Crude oil recently at $61.60, natural gas up 4.3%, gold at $3958