Pre-Market IV Report September 24, 2025

Pre-Market IV Report September 24, 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 SMMT QBTS OKLO QUBT QS FLNC EXK YPF CONY DXCM DECK FI NFLX IBM BSX HOND PRAX ACAD CYBN BKKT PRME RDW POET NB TDOC ATAI LCID LBRT RFIL CMBT CRNX AUR WOR HAL LB PCOR SDC GUSH EGO TSLY SVM MLKN BITO

Stocks expected to have increasing option volume: MU AZO CTAS ACN COST SFIX LAC

Movement

Alibaba (BABA) 30-day option implied volatility is at 43; compared to its 52-week range of 31 to 73. Call put ratio 2.5 calls to 1 put as share price trades up before the bell.

Lithium Americas Corp (LAC) 30-day option implied volatility is at 76; compared to its 52-week range of 51 to 120. Call put ratio 5.5 calls to 1.1 puts amid headlines.

McKesson (MCK) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 44. Call put ratio 1.8 calls to 1 put as share price up 6.8%.

Primerica (PRI) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 49 with a focus on March 280 calls as share price up 5.2%.

On Holding AG (ONON) 30-day option implied volatility is at 41; compared to its 52-week range of 34 to 86 with a focus on spreader of 1400 contracts of October 45 and 46.50 calls.

AutoZone (AZO) 30-day option implied volatility is at 23; compared to its 52-week range of 19 to 42 with a focus on January calls.

Perimeter Solutions (PRM) 30-day option implied volatility is at 48; compared to its 52-week range of 30 to 79 with a focus on 4800 contracts of October 25 calls.

CSX Corp. (CSX) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 52. Call put ratio 19.3 calls to 1 put with a focus on a spreader of 20,639 contracts of February 35 and 40 calls.

Baker Hughes Company (BKR) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 68. Call put ratio 7.6 calls to 1 put with a focus on September 65 and March 60 calls as share price up 3.8%.

Straddle prices into quarter results

Cintas (CTAS) September 26 weekly 200 straddle priced for a move of 5.5%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.

KB Home (KBH) September 26 weekly straddle priced for a move of %. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Worthington Steel (WS) September 26 weekly straddle priced for a move of %. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Stich Fix (SFIX) September 26 weekly 5.5 straddle priced for a move of 15%. Call put ratio 1 call to 3.4 puts into the expected release of quarter results today after the bell.

Costco (COST) September 26 weekly 945 straddle priced for a move of 3.5%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results on September 25 after the bell.

Accenture (ACN) September 26 weekly 235 straddle priced for a move of 7.5%. Call put ratio 1 call to 1 put into the expected release of quarter results on September 25 before the bell.

Jabil (JBL) September 230 straddle priced for a move of 13%. Call put ratio 1 call to 1 put into the expected release of quarter results on September 25 before the bell.

CarMax (KMX) September 26 weekly 57.50 straddle priced for a move of 11%. Call put ratio 2.4 calls to 1 put into the expected release of quarter results on September 25 before the bell.

BlackBerry (BB) September 26 weekly 4.5 straddle priced for a move of 13%. Call put ratio 2.5 calls to 1 put into the expected release of quarter results on September 25 before the bell.

Options with decreasing option implied volatility: SOC VOR PLCE FDX BHF APO LEN GIS
Increasing unusual option volume: SAVA EWC MTUM UTHR HYLN TTI K WSC CABA REI YMM
Increasing unusual call option volume: UTHR SAVA HYLN TTI CABA REI LBRT AACT PLG DDD SPCE
Increasing unusual put option volume: K EWC UAMY SNDK UTHR BITF XP PL RITM BN KVUE
Popular stocks with increasing volume: MU ORCL KVUE SNAP UNH TSM
Active options: NVDA OPEN TSLA AMZN AAPL INTC PLTR PLUG SOUN AMD BBAI MU ORCL KVUE SNAP UNH MARA META TSM CLSK
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $63.70, natural gas mixed, gold at $3800