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Daily IV Report

Pre-Market IV Report September 22, 2025

Pre-Market IV Report September 22, 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: OKLO RGTI NNE QBTS […]

By Market Rebellion · September 22, 2025
Pre-Market IV Report September 22, 2025

Pre-Market IV Report September 22, 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: OKLO RGTI NNE QBTS QUBT SMR QS PONY BHF VKTX CONY INTC DXCM ASML

Stocks expected to have increasing option volume: MU AZO CTAS ACN COST INFY SFIX IONQ QUBT QBTS RGTI ARGT RILY BHF

Movers

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 34; compared to its 52-week range of 29 to 50. Call put ratio 2.2 calls to 1 put as gold at $3758.

Russell 2000 Index (RUT) 30-day option implied volatility is at 19; compared to its 52-week range of 18 to 48. Call put ratio 1 call to 1.7 puts on active volume of 104K contracts with a focus on October 3 weekly 2325 puts as share price at record high.

Straddle prices into quarter results

Micron Technology (MU) September 26 weekly straddle priced for a move of 9%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on September 23 after the bell.

Quantum computing option IV amid rally

Rigetti Computing (RGTI) 30-day option implied volatility is at 133; compared to its 52-week range of 74 to 229 on active option volume of 632K contracts with a focus on September 26 weekly options.

IONQ Inc (IONQ) 30-day option implied volatility is at 101; compared to its 52-week range of 61 to 146 on 212K contracts.

D-Wave Quantum (QBTS) 30-day option implied volatility is at 123; compared to its 52-week range of 76 to 255. Call put ratio 2 calls to 1 put.

Quantum Computing Inc (QUBT) 30-day option implied volatility is at 131; compared to its 52-week range of 20 to 332. Call put ratio 2.5 calls to 1 put.

Movers

Infosys Limited (INFY) 30-day option implied volatility is at 48; compared to its 52-week range of 21 to 48. Call put ratio 1 call to 2 puts amid Visa headlines.

Cognizant (CTSH) 30-day option implied volatility is at 35; compared to its 52-week range of 19 to 57. Call put ratio 1 call to 5.3 puts with a focus on October 60 and 65 puts as share price down 5.2%.

Accenture (ACN) 30-day option implied volatility is at 46; compared to its 52-week range of 18 to 45 into expected release of quarter results on September 25.

Pony AI (PONY) 30-day option implied volatility is at 96; compared to its 52-week range of 63 to 200. Call put ratio 5.3 calls to 1 put with a focus on November 40 calls.

Scholastic Corp (SCHL) 30-day option implied volatility is at 48; compared to its 52-week range of 24 to 86 on active option volume of 2900 contracts.

Vipshop Holdings (VIPS) 30-day option implied volatility is at 34; compared to its 52-wek range of 33 to 73 with a focus on October 18 puts.

NextDecade (NEXT) 30-day option implied volatility is at 68; compared to its 52-week range of 48 to 115 on 13K contracts.

Brighthouse Financial (BHF) 30-day option implied volatility is at 83; compared to its 52-week range of 26 to 83 on active volume of 72K contracts amid wide price movement.

Faraday Future Intelligent Electric (FFAI) 30-day option implied volatility is at 130; compared to its 52-week range of 108 to 370. Call put ratio 2.9 calls to 1 put with a focus on September 26 weekly calls.

Global Xftse Argentina 20 Etf (ARGT) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 55 amid currency headlines.

Turkcell Iletisim Hizmetleri A.S. (TKC) 30-day option implied volatility is at 42; compared to its 52-week range of 24 to 81 amid headlines.

Options with decreasing option implied volatility: EIX FDX GIS
Increasing unusual option volume: CDLX INFY ORLA SRRK KBWB LDI BHF
Increasing unusual call option volume: GGAL CDLX INFY GSRT SRRK UP LDI OPAD
Increasing unusual put option volume: INFY BHF SNDK CRON PTLO CBRL BITF K DXCM XRX MLTX
Popular stocks with increasing volume: INTC MSTR PLTR SOFI MSTR SMCI CRWV HOOD COIN ORCL MU
Active options: TSLA AAPL NVDA INTC OPEN MSTR PLTR SOFI MSTR AMD AMZN SMCI OKLO RGTI CRWV META HOOD COIN ORCL MU
Global S&P Futures mixed to lower in premarket, Nikkei up, DAX mixed, WTI Crude oil recently at $62.60, natural gas mixed, gold at $3758