Pre-Market IV Report September 11, 2025

Pre-Market IV Report September 11, 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 ATYR SOC NKTR NLY SWBI SLNO BNC PEW TRVI OXM AVGX BLZE SGHC PALL NEXT TTD MANU GOOS

Stocks expected to have increasing option volume: ORCL NVDA AVGO ADBE FIG KR RH OPEN

Oracle (ORCL) September 12 weekly call option implied volatility is at 97, September is at 65; compared to its 52-week range of 21 to 66. Call put ratio 1 call to 1.1 puts.

Nvidia (NVDA) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 75. Call put ratio 2 calls to 1 put.

Arista Networks (ANET) 30-day option implied volatility is at 47; compared to its 52-week range of 31 to 88. Call put ratio 2.5 calls to 1 put on 92K contracts as share price near record high.

Straddle prices into quarter results

Adobe (ADBE) September 12 weekly 355 straddle priced for a move of 9.5%. Call put ratio 1.9 calls to 1 put the expected release of quarter results today after the bell.

Kroger (KR) September 12 weekly 67 straddle priced for a move of 6.5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today before the bell.

RH (RH) September 12 weekly 227.50 straddle priced for a move of 13.5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Option IV into Morgan Stanley 13th Annual Laguna Conference

Delta Air Lines (DAL) 30-day option implied volatility is at 45; compared to its 52-week range of 31 to 89. Call put ratio 1.6 calls to 1 put.

United Airlines (UAL) 30-day option implied volatility is at 45; compared to its 52-week range of 39 to 105. Call put ratio 1.4 calls to 1 into Morgan Stanley 13th Annual Laguna Conference.

Southwest Airlines (LUV) 30-day option implied volatility is at 39; compared to its 52-week range of 28 to 77. Call put ratio 1 call to 1.3 puts into Morgan Stanley 13th Annual Laguna Conference.

American Airlines (AAL) 30-day option implied volatility is at 47; compared to its 52-week range of 34 to 95. Call put ratio 1 call to 1 put into Morgan Stanley 13th Annual Laguna Conference.

Movers

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 47 with a focus on a spreader of 100K contracts of December 57 and June 60 calls.

Cencora (COR) 30-day option implied volatility is at 24; compared to its 52-week range of 15 to 37 with a focus on 2900 contracts of November 320 calls.

Hess Midstream Partners LP (HESM) 30-day option implied volatility is at 23; compared to its 52-week range of 18 to 49 with a focus on a spreader of 5K contracts of October 38 and 39 puts as share price down 3.2%.

Healthcare Realty Trust (HR) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 45. Call put ratio 1 call to 9.2 puts with a focus on 5300 contracts of October 17.50 puts.

Options with decreasing option implied volatility: SATS ASAN PL RBRK IOT GTLB CHPT LULU CRDO DOCU AEO AI HPE
Increasing unusual option volume: GGAL SNPS HESM SHOT SLNO LDI COOP
Increasing unusual call option volume: GGAP SNPS INFY SWBI SPHR LDI HLF CIVI XME MOD NVDY
Increasing unusual put option volume: LYV SNPS GLXY ORCL ASST RBRK BITF UAA IBB
Popular stocks with increasing volume: ORCL PLTR AVGO CRWV AMD GME HOOD SMCI SOFI MSTR
Active options: NVDA TSLA AAPL ORCL PLTR AVGO CRWV AMD GME HOOD OPEN AMZN SMCI NIO IREN GOOGL SOFI MSTR GLXY WULF
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $63.40, natural gas mixed, gold at $3657