Pre-Market IV Report September 12, 2025

Pre-Market IV Report September 12, 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: NKTR ATYR CRCL PSKY KVUE JD OPAD RFIL ROIV CRCL PACS IMVT TRVI GDS WBD TROX KURA LION PL RRGB GEO SNDK MU JD NFLX CSGP BIDU ADTN MUB SKX ACVA HBI

Stocks expected to have increasing option volume: ADBE FIG RH WBD PSKY NFLX DIS CMCSA AMZN HOOD MSFT

Content company’s option IV after reports of Paramount (PSKY) takeover interest Warner Bros. Discovery (WBD)

Warner Bros. Discovery (WBD) 30-day option implied volatility is at 53; compared to its 52-week range of 38 to 82. Call put ratio 3.4 calls to 1 put after reports of Paramount (PSKY) takeover interest Warner Bros. Discovery.

Paramount (PSKY) 30-day option implied volatility is at 75; compared to its 52-week range of 45 to 97. Call put ratio 1.5 calls to 1 put after reports of Paramount takeover interest Warner Bros. Discovery (WBD).

Netflix (NFLX) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 71. Call put ratio 1.3 calls to 1 put.

Walt Disney (DIS) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 62. Call put ratio 1.1 calls to 1 put.

Comcast (CMCSA) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 48. Call put ratio 1 call to 2.8 puts.

Sony (SONY) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 57. Call put ratio 4.5 calls to 1 put.

Amazon (AMZN) 30-day option implied volatility is at 26; compared to its 52-week range of 23 to 64. Call put ratio 2.9 calls to 1 put.

Meta Platforms (META) 30-day option implied volatility is at 28; compared to its 52-week range of 25 to 68. Call put ratio 2 calls to 1.

Alphabet (GOOG) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 58. Call put ratio 1.4 calls to 1 put.

Movers

Red Cat Holdings Inc. (RCAT) 30-day option implied volatility is at 97; compared to its 52-week range of 87 to 252. Call put ratio 5.7 calls to 1 put with a focus on January 11 calls as share price up 31%.

The Lovesac Company (LOVE) 30-day option implied volatility is at 62; compared to its 52-week range of 43 to 120. Call put ratio 1 call to 1 put as share price down 14%.

Vipshop Holdings (VIPS) 30-day option implied volatility is at 35; compared to its 52-week range of 32 to 72. Call put ratio 1 call to 11.4 puts with a focus on 2200 contracts of September 18 puts.

Select Asset Inc Jc Penny Debenture 2007-1 Trust (JBS) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 52 with a focus on 13K contracts of January 17.50 calls.

Flagstar Bank (FLG) 30-day option implied volatility is at 32; compared to its 52-week range of 26 to 78. Call put ratio 17.3 calls to 1 put with a focus on 5200 contracts of January 20 2027 calls.

Weyerhaeuser (WY) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 52 with a focus on 13K contracts of October 29 calls.

Straddle prices into quarter results

General Mills (GIS) September 50 straddle priced for a move of 5%. Call put ratio 1 call to 1 put into the expected release of quarter results on September 16.

Options with decreasing option implied volatility: RBRK SATS RNA IOT PATH PL LULU DOCU LCID AVAV CPRT GME CHWY KR
Increasing unusual option volume: SHOO OPAD GFI FHN SNPS LDI SKX LION GOSS
Increasing unusual call option volume: SHOO GFI FHN OPAD LDI SNPS SPHR DKS LION FRO
Increasing unusual put option volume: XIFR SNPS CVE SNDK DJX FHN SVXY GGAL ACM BITF ORCL
Popular stocks with increasing volume: ORCL BABA AMD MU PLTR UNH HOOD JD MSTR AVGO SOFI INTC WBD
Active options: OPEN TSLA NVDA ORCL AAPL BABA AMD MU PLTR UNH HOOD AMZN JD MSTR AVGO GOOG SOFI INTC WBD MARA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $62.10, natural gas mixed, gold at $3689