Pre-Market IV Report September 23, 2025

Pre-Market IV Report September 23, 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 CIFR QUBT SMMT QBTS SMLR NNE EXK YPF CONY DXCM PATH DECK FI IBM BSX

Stocks expected to have increasing option volume: MU AZO CTAS ACN COST INFY SFIX FLY ARGT

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 38; compared to its 52-week range of 29 to 50. Call put ratio 2.3 calls to 1 put as gold at $3814.

Straddle prices into quarter results

Micron Technology (MU) September 26 weekly straddle priced for a move of 9.5%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results today after the bell.

Costco (COST) September 26 weekly 945 straddle priced for a move of 3%. Call put ratio 1 call to 1 put into the expected release of quarter results on September 25 after the bell.

Movers

Kenvue (KVUE) 30-day option implied volatility is at 52; compared to its 52-week range of 18 to 52. Call put ratio 1 call to 1.1 puts with a focus on November calls and puts.

FactSet (FDS) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 41. Call put ratio 2 calls to 1 put as share price up 2.2%.

Applied Materials (AMAT) 30-day option implied volatility is at 41; compared to its 52-week range of 28 to 71. Call put ratio 1.8 calls to 1 put as share price up 5.4%.

UiPath Inc. (PATH) 30-day option implied volatility is at 53; compared to its 52-week range of 34 to 94 with a focus on 45K contracts of September 26 weekly 13 calls as share price up 10.5%.

Inspire Medical Systems (INSP) 30-day option implied volatility is at 56; compared to its 52-week range of 44 to 89. Call put ratio 2.1 calls to 1 put as share price down 1.1%.

Crocs (CROX) 30-day option implied volatility is at 45; compared to its 52-week range of 34 to 90. Call put ratio 1.4 calls to 1 put as share price down 3%.

Ds Torm Sp Adr (TRMD) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 70. Call put ratio 1 call to 12.5 puts with a focus on 2600 contracts of October 20 puts.

Tyson Foods (TSN) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 41 with a focus on 10700 contracts of October 55 calls.

Amneal Pharmaceuticals (AMRX) 30-day option implied volatility is at 44; compared to its 52-week range of 29 to 95 with a focus on 3500 contracts of October 10 calls.

Unusual Machines (UMAC) 30-day option implied volatility is at 124; compared to its 52-week range of 92 to 170. Call put ratio 4.5 calls to 1 put with a focus on October calls.

Options with decreasing option implied volatility: VOR FDX GIS
Increasing unusual option volume:: LU UP ARBE SRRK RVPH AS LDI
Increasing unusual call option volume: ARBE LU UP NOK LDI AMKR SRRK CDLK AS SEI
Increasing unusual put option volume: OHI KVUE SNDK SEI COMP XP LW SLDP
Popular stocks with increasing volume: INTC CRWV SOFI SNAP ORCL PLTR SMCI NIO GME AAL
Active options: NVDA AAPL TSLA OPEN INTC CRWV SOFI AMD SNAP AMZN ORCL PLTR GOOGL SMCI NIO GME BMNR RGTI PLUG AAL
Global S&P Futures mixed in premarket, Nikkei up, DAX mixed, WTI Crude oil recently at $62.60, natural gas mixed, gold at $3817