Pre-Market IV Report September 19, 2025

Pre-Market IV Report September 19, 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: RGTI QBTS QS WBD CLSK INTC GRAB ASML APO SQNS INTW BNC QS METC BHVN INTC AIP NTLA TIC VKTX CLSK SHLS APO RGTI WBD CONY SCHL SNDK

Stocks expected to have increasing option volume: FDX UPS LEN DRI FDS JKS MU INTC

Movers

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 29; compared to its 52-week range of 26 to 66. Call put ratio 1 call to 1.2 puts.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 13; compared to its 52-week range of 10 to 43. Call put ratio 1.6 calls to 1 put.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 47. Call put ratio 1 call to 1.4 puts.

Russell 2000 Index (RUT) 30-day option implied volatility is at 21; compared to its 52-week range of 18 to 48. Call put ratio 1 call to 1 put.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 38; compared to its 52-week range of 30 to 83. Call put ratio 2.1 calls to 1 put on 158K contracts.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 40; compared to its 52-week range of 33 to 77 on 138K contracts as share price up 12.3%.

Flex LNG Ltd. (FLNG) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 51 with a focus on 2900 contracts of October 27 calls.

Darden Restaurants (DRI) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 48. Call put ratio 1 call to 1.5 puts as share price down 7.4%.

FactSet (FDS) 30-day option implied volatility is at 30; compared to its 52-week range of 17 to 41. Call put ratio 1 call to 3 puts with a focus on September 300 and 310 puts as share price down 8.1%.

Ellington Financial (EFC) 30-day option implied volatility is at 23; compared to its 52-week range of 14 to 47 with a focus on 15K contracts of October 12.50 puts.

Investors Title Co (TIC) 30-day option implied volatility is at 57; compared to its 52-week range of 26 to 81. Call put ratio 9.2 calls to 1 put with a focus on October 12.50 and 15 calls as share price up 21%.

Q2 Holdings (QTWO) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 70 with a focus on 3400 contracts of October 90 calls.

C. H. Robinson Worldwide (CHRW) 30-day option implied volatility is at 20; compared to its 52-week range of 18 to 58 with a focus on 2500 contracts of January 150 calls.

Options with decreasing option implied volatility: OPEN RH ADBE PCG EIX
Increasing unusual option volume: EWC CDLX ZVRA HPP UP BFLY LDI CBRL
Increasing unusual call option volume: CDLX HPP XLI BFLY ZVRA UP AS CNQ LDI
Increasing unusual put option volume: DLO EWC CBRL K GGAL FHN SNDK BAM
Popular stocks with increasing volume: INTC PLTR AMD MARA OPEN MSTR SNAP HOOD COIN MU SOFI
Active options: INTC NVDA TSLA PLTR AMD MARA OPEN MSTR AAPL AMZN SNAP HOOD COIN MU CLSK SOFI RGTI META BMNR NIO
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $62.90, natural gas mixed, gold at $3689