Pre-Market IV Report October 8, 2025

Pre-Market IV Report October 8, 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: POET SLDP BKSY WOLF RGTI BHF NB USAR QUBT AMDL AAOI NNE SG TTD UPST BROS FSLY LYFT ACHR DUOL ALAB FIG COHR APP EXPE ARM AFRM ANET ELF TRIP Z AMD PINS DKNG AVAV SHOP CELH FNT TOST XYZ DDOG KVUE SPOT TTWO TPR ABNB DBX FIS QCOM CPNG VRTX

Stocks expected to have increasing option volume: ORCL CRM PEP DAL AAL UAL LUV MKC LEVI

Oracle (ORCL) 30-day option implied volatility is at 53; compared to its 52-week range of 23 to 66. Call put ratio 1.4 calls to 1 put into AI World on October 13, 2025 in Las Vegas.

Salesforce (CRM) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 58. Call put ratio 2.8 calls to 1 put into Dream Force on October 14, 2025 in San Francisco.

AMD (AMD) 30-day option implied volatility is at 64; compared to its 52-week range of 35 to 87. Call put ratio 1.2 calls to 1 put as share price up before the bell.

NVIDIA (NVDA) 30-day option implied volatility is at 39; compared to its 52-week range of 32 to 75. Call put ratio 2.1 calls to 1 put as share price near upper end of range.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 39; compared to its 52-week range of 29 to 40. Call put ratio 1 call to 4.1 puts as gold above $4000.

Straddle prices into quarter results

Pepsico (PEP) October 10 weekly 141 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 9.

Delta (DAL) October 10 weekly straddle priced for a move of 6.5%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on October 9.

Levi Strauss (LEVI) October 24 straddle priced for a move of 12%. Call put ratio 1 call to 1.8 puts into the expected release of quarter results after the bell on October 9.

Tilray (TLRY) October 10 weekly 1.5 straddle priced for a move of 21%. Call put ratio 15.9 calls to 1 put into the expected release of quarter results before the bell on October 9.

Movers

Toll Brothers (TOL) 30-day option implied volatility is at 36; compared to its 52-week range of 30 to 63. Call put ratio 3.3 calls to 1 put with a focus on October 140 and 145 calls as share price down 5.3%.

Asana, Inc. (ASAN) 30-day option implied volatility is at 53; compared to its 52-week range of 42 to 113. Call put ratio 2.1 calls to 1 put with a focus on October 13 and January calls.

Netflix (NFLX) 30-day option implied volatility is at 43; compared to its 52-week range of 21 to 71. Call put ratio 1.4 calls to 1 put.

Dollar Tree (DLTR) 30-day option implied volatility is at 38; compared to its 52-week range of 28 to 88. Call put ratio 1 call to 1.8 puts.

Exelixis (EXEL) 30-day option implied volatility is at 50; compared to its 52-week range of 23 to 72. Call put ratio 1 call to 19 puts with a focus on 4K contracts of November 31 puts.

BGC Group (BGC) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 69. Call put ratio 23 calls to 1 put with a focus on 4K contracts of May 11 calls as share price up 2.1%.

CEA Industries (BNC) 30-day option implied volatility is at 133; compared to its 52-week range of 92 to 194. Call put ratio 27 calls to 1 put with a focus on November 15 and 20 calls as share price up 7.8%.

Global Payments (GPN) 30-day option implied volatility is at 44; compared to its 52-week range of 25 to 65. Call put ratio 11 calls to 1 put with a focus on 11K contracts of January 105 calls.

Options with decreasing option implied volatility: RZLV AEHR NKE CAG CMA
Increasing unusual option volume: RVPH TMQ TIGO LAR POET GSM XLI ACVA WWR FE SES
Increasing unusual call option volume: TMQ RVPH TIGO POET XLI ACVA CMA
Increasing unusual put option volume: FE XLI EWC ARES POET EXEL XP NB SN HTZ BUD
Popular stocks with increasing volume: SOFI PLTR INTC PYPL MSTR PCG KVUE RGTI SMCI SNAP ORCL
Active options: NVDA TSLA AMD SOFI PLTR INTC PYPL OPEN MSTR PCG AMZN KVUE RGTI AAPL IREN SMCI POET SNAP ORCL PLUG
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $62.50, natural gas mixed, gold at $4069