Pre-Market IV Report September 16, 2025

Pre-Market IV Report September 16, 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: RZLV OKLO CRCL LI PONY PSKY GRAB ASML TSLY RUM HOND LEU FSLY GRAB IREN

Stocks expected to have increasing option volume: GIS FDX LEN CBRL NVO PLAY WBTN STLD NVO BABA

Gold option IV amid above $3731 to a new record high into FOMC policy meeting

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 36; compared to its 52-week range of 29 to 50. Call put ratio 1 call to 1 put as gold above $3731 to a new record high.

Option IV for Uranium / nuclear stocks move higher

Energy Fuels (UUUU) 30-day option implied volatility is at 92; compared to its 52-week range of 51 to 98. Call put ratio 3.8 calls to 1 put.

enCore Energy (EU) 30-day option implied volatility is at 71; compared to its 52-week range of 52 to 103. Call put ratio 33 calls to 1 put with a focus on January 2, 3 and 4 calls.

Uranium Energy (UEC) 30-day option implied volatility is at 81; compared to its 52-week range of 51 to 82. Call put ratio 2.5 calls to 1 put as share price near upper end of range.

Cameco Corp. (CCJ) 30-day option implied volatility is at 49; compared to its 52-week range of 38 to 74. Call put ratio 1.8 calls to 1 put as share price near upper end of range.

Denison Mines (DNN) 30-day option implied volatility is at 68; compared to its 52-week range of 50 to 92 with a focus on 17000 contracts of October 2.5 calls.

Oklo Inc (OKLO) 30-day option implied volatility is at 103; compared to its 52-week range of 77 to 168. Call put ratio 2.8 calls to 1 put.

NuScale Power Corporation (SMR) 30-day option implied volatility is at 89; compared to its 52-week range of 74 to 148. Call put ratio 1 call to 1 put.

Centrus Energy (LEU) 30-day option implied volatility is at 90; compared to its 52-week range of 53 to 112. Call put ratio 3 calls to 1 put.

Straddle prices into quarter results

General Mills (GIS) September 50 straddle priced for a move of 5%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today.

FedEx (FDX) September 225 straddle priced for a move of 8%. Call put ratio 1 calls to 1.1 puts into the expected release of quarter results after the bell on September 17.

Lennar (LEN) September 133 straddle priced for a move of 6.5%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on September 17.

Darden Restaurants (DRI) September 212 straddle priced for a move of 6%. Call put ratio 1 call to 3.1 puts into the expected release of quarter results before the bell on September 17.

Cracker Barrel (CBLR) September 52.50 straddle priced for a move of 11%. call put ratio 2 calls to 1 put into the expected release of quarter results on September 17.

Movers

Open Text (OTEX) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 57 with a focus on 500 contracts of February 42.50 calls.

Builders FirstSource (BLDR) 30-day option implied volatility is at 47; compared to its 52-week range of 36 to 75. Call put ratio 3 calls to 1 put with a focus on September calls as share price down 1.7%.

Peloton (PTON) 30-day option implied volatility is at 68; compared to its 52-week range of 58 to 136 with a focus on a spreader of 1125 November 10 and 11 calls as share price up 7.2%.

Westlake Chemical (WLK) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 63 with a focus on 5200 contracts of October 75 puts.

Alaska Air Group (ALK) 30-day option implied volatility is at 48; compared to its 52-week range of 32 to 89. Call put ratio 1 call to 1.1 puts as share price down 6.2%.

Rumble (RUM) 30-day option implied volatility is at 74; compared to its 52-week range of 49 to 175 with a focus on 9300 contracts of September 8 calls.

Fastly, Inc. (FSLY) 30-day option implied volatility is at 63; compared to its 52-week range of 48 to 123 with a focus on 3600 contracts of October 10 weekly 9 calls as share price up 13.9%.

Aurora (AUR) 30-day option implied volatility is at 66; compared to its 52-week range of 57 to 131 with a focus on September and March 6 calls as share price up 3%.

Options with decreasing option implied volatility: ADBE CHWY EIX RK SDS ASST RBRK SATS PCG RH
Increasing unusual option volume: PLAY LDI ARES PLD REI ACVA FSLY LRN AJG ALDX
Increasing unusual call option volume: ARES PLAY LDI PLD IVV REI FSLY ACVA WIX GTM
Increasing unusual put option volume: BITF PLAY SNDK QURE FHN ATYR TAP IAG GRAB
Popular stocks with increasing volume: INTC SOFI PLTR ORCL AMD CRWV BABA HOOD
Active options: TSLA NVDA OPEN GOOGL AAPL INTC AMZN SOFI PLTR ORCL AMD GOOG WOLF CRWV META BABA IREN NIO HOOD OKLO
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $62.90, natural gas mixed, gold at $3732