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Daily IV Report

Pre-Market IV Report October 7, 2025

Pre-Market IV Report October 7, 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: WOLF SLDP CRML BHF […]

By Market Rebellion · October 7, 2025
Pre-Market IV Report October 7, 2025

Pre-Market IV Report October 7, 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: WOLF SLDP CRML BHF ACHR AMDL VOR BKSY DUOL TTD SG TWLO APP LYFT BROS AMD TEAM COHR PATH PINS TRIP DOCU QCOM FTNT DDOG CART DDOG SPOT BILL TOST TRIP CONY ARM

Stocks expected to have increasing option volume: PEP DAL STZ MKC GM F CRML DELL APP

Movers

AMD (AMD) 30-day option implied volatility is at 67; compared to its 52-week range of 35 to 87. Call put ratio 1.5 calls to 1 put as share price up before the bell.

NVIDIA (NVDA) 30-day option implied volatility is at 40; compared to its 52-week range of 32 to 75. Call put ratio 1.8 calls to 1 put as share price near upper end of range.

AppLovin (APP) 30-day option implied volatility is at 81; compared to its 52-week range of 52 to 142. Call put ratio 1.1 calls to 1 put after reports says data collection probed by SEC.

Dell Technologies (DELL) 30-day option implied volatility is at 47; compared to its 52-week range of 32 to 87. Call put ratio 1.8 calls to 1 put into an investor meeting on October 7.

Oracle (ORCL) 30-day option implied volatility is at 52; compared to its 52-week range of 23 to 66. Call put ratio 2.5 calls to 1 put into AI World on October 13, 2025 in Las Vegas.

Salesforce (CRM) 30-day option implied volatility is at 38; compared to its 52-week range of 24 to 58. Call put ratio 3.5 calls to 1 put into Dream Force on October 14, 2025 in San Francisco.

Ford Motor (F) 30-day option implied volatility is at 39; compared to its 52-week range of 24 to 68. Call put ratio 4.2 calls to 1 put amid headlines.

Quantum computing option IV

Rigetti Computing (RGTI) 30-day option implied volatility is at 139; compared to its 52-week range of 74 to 229 on active option volume of 324K contracts as share price up.

IONQ Inc (IONQ) 30-day option implied volatility is at 118; compared to its 52-week range of 70 to 146. Call put ratio 1.1 calls to 1 put on 153K contracts as share price up.

D-Wave Quantum (QBTS) 30-day option implied volatility is at 134; compared to its 52-week range of 76 to 255. Call put ratio 1.5 calls to 1 put as share price up.

Quantum Computing Inc (QUBT) 30-day option implied volatility is at 128; compared to its 52-week range of 20 to 332. Call put ratio 1.6 calls to 1 put with a focus on October 10 weekly 24 and 26 calls.

Movers

Booking Holdings (BKNG) 30-day option implied volatility is at 37; compared to its 52-week range of 18 to 59. Call put ratio 1.3 calls to 1 put.

Expedia (EXPE) 30-day option implied volatility is at 51; compared to its 52-week range of 25 to 82. Call put ratio 1.2 calls to 1 put.

TripAdvisor (TRIP) 30-day option implied volatility is at 63; compared to its 52-week range of 36 to 89. Call put ratio 2.2 calls to 1 put.

Brinker International (EAT) 30-day option implied volatility is at 52; compared to its 52-week range of to 37 to 99. Call put ratio 1 call to 4 puts with a focus on 1K contracts of May 115 puts.

Lumen Technologies (LUMN) 30-day option implied volatility is at 98; compared to its 52-week range of 53 to 119. Call put ratio 7.2 calls to 1 put with a focus on October 10 weekly 7 calls as share price up 9.9%.

Boston Beer Co. (SAM) 30-day option implied volatility is at 45; compared to its 52-week range of 27 to 58. Call put ratio 1 call to 1.4 puts with a focus on November 190 puts as share price down 3%.

Abercrombie & Fitch (ANF) 30-day option implied volatility is at 51; compared to its 52-week range of 44 to 94. Call put ratio 1 call to 1.3 puts as share price down 7%.

Tradeweb Markets (TW) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 152. Call put ratio 1 call to 4.3 puts as share price down 4.7%.

EverQuote (EVER) 30-day option implied volatility is at 56; compared to its 52-week range of 36 to 93. Call put ratio 30 calls to 1 put with a focus on 5K contracts of December 25 calls.

eHealth (EHTH) 30-day option implied volatility is at 94; compared to its 52-week range of 52 to 107 with a focus on 4700 contracts May 7.5 calls as share price up 18%.

Lightwave Logic, Inc. (LWLG) 30-day option implied volatility is at 143; compared to its 52-week range of 71 to 163. Call put ratio 19 calls to 1 put with a focus on 5800 contracts of December 2 calls.

Critical Metals (CRML) 30-day option implied volatility is at 203; compared to its 52-week range of 21 to 183. Call put ratio 1.8 calls to 1 put as share price up 50%.

Straddle prices into quarter results

McCormick (MKC) October 70 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 7.

Options with decreasing option implied volatility: RZLV MLTX NKE CAG
Increasing unusual option volume: CRML ARBK RVPH AMRZ LAR BRR KDP REI FBL MTUM
Increasing unusual call option volume: FBL ARBK RVPH CRML REI BFLY PSQH PLG CTVA MLTX
Increasing unusual put option volume: MTUM KDP SLDP FUN LAC BEN JEPI SNDK GDDY FBTC
Popular stocks with increasing volume: SOFI INTC OPEN PLTR SNAP MU MSTR SMCI HOOD
Active options: AMD NVDA TSLA SOFI AMZN AAPL INTC OPEN PLTR PLUG META ACHR SNAP BMNR IREN MU MARA MSTR SMCI HOOD
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $61.40, natural gas mixed, gold at $3976