Pre-Market IV Report September 15, 2025

Pre-Market IV Report September 15, 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 WBD APLD PSKY LI JD MPW NFLX WBD BMNR LI TSLQ TSLT GMRE MPW TSLR TSLL SBET SLNO BNTX RGTI IONQ JAMF LUNR TSLA

Stocks expected to have increasing option volume: NVDA MSFT FDX CTVA FFAI SHW IONQ

NVIDIA (NVDA) 30-day option implied volatility into China says violated anticompetition law.

NVIDIA (NVDA) 30-day option implied volatility is at 32; compared to its 52-week range of 32 to 75. Call put ratio 1.8 calls to 1 put into China says violated anticompetition law.

Alibaba (BABA) 30-day option implied volatility is at 45; compared to its 52-week range of 27 to 73. Call put ratio 2.6 calls to 1 put with focus on February calls.

Warner Bros. Discovery (WBD) 30-day option implied volatility is at 77; compared to its 52-week range of 38 to 82. Call put ratio 2.2 calls to 1 put amid reports of Paramount (PSKY) takeover interest.

Paramount (PSKY) 30-day option implied volatility is at 78; compared to its 52-week range of 45 to 97. Call put ratio 1.7 calls to 1 put.

Quantum stocks option IV

Rigetti Computing (RGTI) 30-day option implied volatility is at 90; compared to its 52-week range of 74 to 229. Call put ratio 1.4 calls to 1 put with a focus on September 12 weekly 16 calls.

D-Wave Quantum (QBTS) 30-day option implied volatility is at 83; compared to its 52-week range of 76 to 255. Call put ratio 4.2 calls to 1 put as share price up.

Quantum Computing Inc (QUBT) 30-day option implied volatility is at 90; compared to its 52-week range of 20 to 332. Call put ratio 6.2 calls to 1 put with a focus on September 12 weekly 17 calls.

IONQ Inc (IONQ) 30-day option implied volatility is at 87; compared to its 52-week range of 61 to 146. Call put ratio 1.5 calls to 1 put.

Movement

Rivian Automotive (RIVN) 30-day option implied volatility is at 61; compared to its 52-week range of 46 to 101. Call put ratio 2.9 calls to 1 put with a focus on September 10, September 15 calls and November 16 calls.

Vor Biopharma (VOR) 30-day option implied volatility is at 109; compared to its 52-week range of 80 to 235. Call put ratio 1 call to 2.4 puts.

Kindly MD (NAKA) 30-day option implied volatility is at 190. Call put ratio 2.9 calls to 1 put with a focus on September 2.5 calls.

Sherwin-Williams (SHW) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 46. Call put ratio 4.2 calls to 1 put.

Straddle prices into quarter results

General Mills (GIS) September 50 straddle priced for a move of 5%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results on September 16.

Options with decreasing option implied volatility: ATYR SATS RBRK PL RNA RH AVAV SMMT GME ADBE CHWY PCG KR SDS
Increasing unusual option volume: CCI TKO VLY TROW MO LDI CVE BCE ARCC SLNO
Increasing unusual call option volume: TKO CCI TROW MO VLY CVE LDI ARCC BCE BANC
Increasing unusual put option volume: CHGG WBD SNDK BITF INFY BNTX ORCL ATYR SNPS ARCC
Popular stocks with increasing volume: ORCL RGTI PLTR WBD HOOD JD CRWV SMCI MU ADBE UNH
Active options: TSLA OPEN NVDA AAPL ORCL RGTI PLTR WBD AMZN MSFT IONQ HOOD JD CRWV SMCI MU ADBE UNH
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $62.90, natural gas mixed, gold at $3674