Pre-Market IV Report September 17, 2025

Pre-Market IV Report September 17, 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: BBAI WBD PSKY LI GRAB APO ASML RICK ARCT WBTN HOND MESO EXK SGHC FIGR DAR NEOG APO BIDU RGR NVDY BASE

Stocks expected to have increasing option volume: JPM MS BAC PNC GS USB C WFC GIS FDX LEN CBRL DRI GDX RICK GE

Option IV into FOMC policy meeting

Market Vectors Gold Miners ETF (GDX) 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 at $3705.

NVIDIA (NVDA) 30-day option implied volatility is at 35; compared to its 52-week range of 32 to 75. Call put ratio 1.7 calls to 1 put.

GE Aerospace (GE) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 65. Call put ratio 2.5 calls to 1 put as share price trends higher.

China option IV into FOMC policy decision

Alibaba (BABA) 30-day option implied volatility is at 47; compared to its 52-week range of 27 to 73. Call put ratio 3.4 calls to 1 put with a focus on November and January calls.

JD.com (JD) 30-day option implied volatility is at 47; compared to its 52-week range of 33 to 80. Call put ratio 7.4 calls to 1 put with a focus on January 32.50 calls.

Pinduoduo (PDD) 30-day option implied volatility is at 34; compared to its 52-week range of 30 to 77. Call put ratio 2.8 calls to 1 put with a focus on October calls.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 23; compared to its 52-week range of 15 to 84. Call put ratio 5 calls to 1 put with a focus on September and January calls.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 76. Call put ratio 3.7 calls to 1 put with a focus on October calls.

Straddle prices into quarter results

FedEx (FDX) September 227.50 straddle priced for a move of 8%. Call put ratio 1 calls to 1 put into the expected release of quarter results after the bell on September 17.

Lennar Corp. (LEN) September 133 straddle priced for a move of 7%. call put ratio 1.5. Calls to 1 put into the expected release of quarter results after the bell on September 17.

Darden Restaurants (DRI) September 210 straddle priced for a move of 6%. Call put ratio 1 calls to 1 put into the expected release of quarter results before the bell on September 17.

Cracker Barrel (CBLR) September 50 straddle priced for a move of 10%. call put ratio 1 calls to 1.7 puts into the expected release of quarter results on September 17.

Movers

RCI Hospitality Holdings (RICK) 30-day option implied volatility is at 71; compared to its 52-week range of 33 to 71. Call put ratio 1 call to 17.5 puts amid share price sell off.

Bloom Energy Corp. (BE) 30-day option implied volatility is at 96; compared to its 52-week range of 61 to 110. Call put ratio 2.6 calls to 1 put amid sharp rally.

Live Nation Entertainment (LYV) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 61. Call put ratio 1.6 calls to 1 put with a focus on January 185 calls as share price down 1.5%.

Ferguson plc (FERG) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 48. Call put ratio 2.1 calls to 1 put with a focus on September and October 230 calls as share price up 5.7%.

WEBTOON Entertainment (WBTN) 30-day option implied volatility is at 96; compared to its 52-week range of 33 to 164 amid active option volume of 13K contracts as share price up 36%.

BigBear.ai (BBAI) 30-day option implied volatility is at 117; compared to its 52-week range of 82 to 216. Call put ratio 11.9 calls to 1 put with a focus on October 6.5 calls as share price down 15%.

Dave & Buster’s Entertainment (PLAY) 30-day option implied volatility is at 67; compared to its 52-week range of 42 to 135 with a focus on September calls and puts as share price down 16.9%.

Avadel Pharma (AVDL) 30-day option implied volatility is at 56; compared to its 52-week range of 45 to 106 with a focus on 5K contracts of October 12.50 puts.

HII (HII) 30-day option implied volatility is at 26; compared to its 52-week range of 21 to 56 with a focus on a spreader of December 220 and 250 puts.

Ambarella (AMBA) 30-day option implied volatility is at 40; compared to its 52-week range of 35 to 89 with a focus on a spreader of 2235 September 85, October 85 and October 95 calls.

Edwards Lifesciences (EW) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 53 with a focus on 5900 contracts of January 85 calls.

Options with decreasing option implied volatility: PCG RBRK RNA AVAV RH ADBE CHWY EIX KR
Increasing unusual option volume: EWC WRBY PLAY LDI VIPS GOSS CDLX CMA ALTS
Increasing unusual call option volume: LDI CMA PLAY CDLX GOSS ALTS NICE AMKR
Increasing unusual put option volume: EWC BITF PLAY PSEC BHC SNDK SEI JEPQ NICE
Popular stocks with increasing volume: ORCL JD BABA SOFI INTC WBD
Active options: TSLA AAPL NVDA OPEN ORCL AMZN WOLF BBAI MARA JD BABA SOFI BITF INTC WBD META GME GOOGL NIO
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $64, natural gas mixed, gold at $3699