Pre-Market IV Report September 18, 2025

Pre-Market IV Report September 18, 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 RZLV QBTS WBD IONQ BIDU GRAB ASML HOLX FWRD RICK QURE SGHC QBTS NKTR STOK GRRR BIDU RGTI NVTS DXCM ACMR SEI XPER ACAD SSYS

Stocks expected to have increasing option volume: FDX LEN CBRL DRI HOLX OPEN RUN RCAT NUE CLF NVO CLF

Movers

Broadcom (AVGO) 30-day option implied volatility is at 40; compared to its 52-week range of 35 to 74. Call put ratio 1.5 calls to 1 put amid wide price movement.

Novo Nordisk (NVO) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 69. Call put ratio 3.2 calls to 1 put into publishes results from OASIS 4 trial of Wegovy in NEJM.

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 29; compared to its 52-week range of 25 to 64. Call put ratio 1.7 calls to 1 put.

Viking Therapeutics (VKTX) 30-day option implied volatility is at 60; compared to its 52-week range of 60 to 169. Call put ratio 5 calls to 1 put with a focus on November 25 and 37.50 calls.

Fox Corporation (FOX) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 54.

Nexstar Media (NXST) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 56.

Newsmax (NMAX) 30-day option implied volatility is at 69; compared to its 52-week range of 66 to 273. Call put ratio 3.9 calls to 1 put.

Hologic (HOLX) 30-day option implied volatility is at 67; compared to its 52-week range of 19 to 67. Call put ratio 2.2 calls to 1 put into Bloomberg report of PE interest.

Lyft (LYFT) 30-day option implied volatility is at 55; compared to its 52-week range of 41 to 106. Call put ratio 2.6 calls to 1 put as share price up 13.5%.

Luminar Technologies (LAZR) 30-day option implied volatility is at 71; compared to its 52-week range of 71 to 149. Call put ratio 9.2 calls to 1 put with a focus on September and October calls as share price up 11.6%.

Grab Holdings (GRAB) 30-day option implied volatility is at 55; compared to its 52-week range of 28 to 108. Call put ratio 7.3 calls to 1 put with a focus on October 10 weekly 6.5 and January 10 calls as share price down 4.6%.

Arbor Realty Trust (ABR) 30-day option implied volatility is at 32; compared to its 52-week range of 24 to 68 with a focus on 22K contracts of September 26 weekly 12 calls.

Cinemark Holdings (CNK) 30-day option implied volatility is at 37; compared to its 52-week range of 30 to 55 with a focus on 10800 contracts of January 24 puts.

DexCom (DXCM) 30-day option implied volatility is at 39; compared to its 52-week range of 28 to 77 on active option volume of 24K contracts.

Straddle prices into quarter results

FedEx (FDX) September 225 straddle priced for a move of 8%. Call put ratio 1 call to 1.5 puts into the expected release of quarter results today after the bell.

Lennar Corp. (LEN) September 133 straddle priced for a move of 6.5%. Call put ratio 1.5. calls to 1 put into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: SQNS RH ADBE PCG KR CONY
Increasing unusual option volume: BBD DHT LDI BLDP ROIV ACAD UP LAZR HOLX NAT INFY
Increasing unusual call option volume: BLDP LDI BBD UP ROIV LAZR NAT XP URGN NUVB
Increasing unusual put option volume: AU SNDK INFY ZTS CBRL FLG BITF QURE GLXY LAZR WIX PLAY
Popular stocks with increasing volume: AMD SNAP LYFT NIO ORCL JD SOFI BABA AVGO UBER MSTR
Active options: NVDA OPEN TSLA PLTR AAPL SNAP LYFT AMD AMZN NIO ORCL JD RGTI SOFI BABA AVGO UBER MARA MSTR GLXY
Global S&P Futures up in premarket, Nikkei up 1%, DAX up 1%, WTI Crude oil recently at $63.80, natural gas mixed, gold at $3706