Pre-Market IV Report September 10, 2025

Pre-Market IV Report September 10, 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: ASST SOC NKTR HUM PESI NBIS ARCT CIFR SGHC PONY PCG APLD PTGX MEI CPRI UNHG HIPO COMP YYN IRDM NLY UNH MSGS GES

Stocks expected to have increasing option volume: ORCL SNPS RBRK GME LE NVDA AVGO SMCI PSKY

Oracle (ORCL) option IV. ORCL above $300 before the bell after outlook

Oracle (ORCL) September 12 weekly call option implied volatility is at 137, September is at 82; compared to its 52-week range of 21 to 66. Call put ratio 1.2 calls to 1 put into share price above $300 before the bell on outlook.

Nvidia (NVDA) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 75. Call put ratio 2.1 calls to 1 put.

Taiwan Semi (TSM) 30-day option implied volatility is at 31; compared to its 52-week range of 30 to 72. Call put ratio 1.5 calls to 1 put.

Broadcom (AVGO) 30-day option implied volatility is at 36; compared to its 52-week range of 35 to 74. Call put ratio 1.3 calls to 1 put.

CoreWeave (CRWV) 30-day option implied volatility is at 73; compared to its 52-week range of 67 to 157. Call put ratio 2.9 calls to 1 put as share price above $107 before the bell.

Dell Technologies (DELL) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 87. Call put ratio 1.3 calls to 1 put.

Super Micro Computer (SMCI) 30-day option implied volatility is at 56; compared to its 52-week range of 52 to 217. Call put ratio 2.6 calls to 1 put.

Microsoft (MSFT) 30-day option implied volatility is at 19; compared to its 52-week range of 16 to 50. Call put ratio 2.2 calls to 1 put.

Alphabet (GOOG) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 58. Call put ratio 1.1 calls to 1 put.

Amazon (AMZN) 30-day option implied volatility is at 25; compared to its 52-week range of 23 to 64. Call put ratio 1.9 calls to 1 put.

Salesforce (CRM) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 58. Call put ratio 2 calls to 1 put.

ServiceNow (NOW) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 76. Call put ratio 1.3 calls to 1 put.

Straddle prices into quarter results

Adobe (ADBE) September 12 weekly 355 straddle priced for a move of 8%. Call put ratio 1 call to 1 put the expected release of quarter results after the bell on September 11.

Kroger (KR) September 12 weekly 68 straddle priced for a move of 6%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results before the bell on September 11.

RH (RH) September 12 weekly 232 straddle priced for a move of 14%. call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on September 11.

Movers

UnitedHealth Group (UNH) 30-day option implied volatility is at 40; compared to its 52-week range of 21 to 75. Call put ratio 2.9 calls to 1 put as share price up 9.4%.

Nebius Group (NBIS) 30-day option implied volatility is at 85; compared to its 52-week range of 65 to 136. Call put ratio 1.5 calls to 1 put as share price up 50%.

Harmony Biosciences (HRMY) 30-day option implied volatility is at 101; compared to its 52-week range of 39 to 105. Call put ratio 3.7 calls to 1 put as share price down 5.6%.

lululemon athletica (LULU) 30-day option implied volatility is at 39; compared to its 52-week range of 29 to 75. Call put ratio 1 call to 1.1 puts as share price down 1.8%.

TripAdvisor (TRIP) 30-day option implied volatility is at 37; compared to its 52-week range of 36 to 88. Call put ratio 1.5 calls to 1 put on active option volume of 16K contracts.

Compass (COMP) 30-day option implied volatility is at 59; compared to its 52-week range of 46 to 102 with a focus on 24K contracts of September 9 puts.

Five Below (FIVE) 30-day option implied volatility is at 39; compared to its 52-week range of 36 to 105. Call put ratio 8 calls to 1 put with a focus on a spreader of October 145 and 160 calls as share price down 4.8%.

Millicom International Cellular (TIGO) 30-day option implied volatility is at 36; compared to its 52-week range of 27 to 81 with a focus 3950 contracts of April 35 puts as share price up 1%.

Options with decreasing option implied volatility: SATS PL ASAN CRDO IOT GTLB PATH LULU DOCU ZS CHPT LCID AI AEO CRM HPE CPRT DLTR
Increasing unusual option volume: VLY INFY OPK ALTS LDI GES ROIV TECK GGAL GSAT
Increasing unusual call option volume: VLY GES INFY OPK LDI TECK ROIV ALTS SOC GSAT SAIL WIX
Increasing unusual put option volume: GGAL FHN WEN PL TECK LYV RBRK KWEB TRIP IRM
Popular stocks with increasing volume: UNH PLTR AMD BABA JD HOOD AVGO
Active options: NVDA TSLA AAPL UNH PLTR AMD OPEN NBIS BABA JD HOOD CORZ WOLF CRWV GOOGL AVGO IREN AMZN SMCI RIOT
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $63.20, natural gas mixed, gold at $3684