Pre-Market IV Report September 25, 2025

Pre-Market IV Report September 25, 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: LAC SQNS SMMT RGTI LQDA FLNC BULL EXK INTC DECK YPF CONY NFLX FI FCX IBM GM ISRG NOW WU ZVRA BHF SOC INNM RIOT EH VNET STUB GT LI SNX FCX FUL BTU SRAD SCS JBS TPB ABR LIT BABA CPER BEKE RGEN GM AXON K GM UTI NTR HTHT FOLD INTC

Stocks expected to have increasing option volume: ACN COST JBL KMX BB KBH SFIX FUL KBH LAC LEU OPEN

Movers

Alibaba (BABA) 30-day option implied volatility is at 48; compared to its 52-week range of 31 to 73. Call put ratio 2.8 calls to 1 put.

Freeport-McMoran (FCX) 30-day option implied volatility is at 48; compared to its 52-week range of 32 to 83. Call put ratio 1.6 calls to 1 put.

Salesforce (CRM) 30-day option implied volatility is at 32; compared to its 52-week range of 24 to 58. Call put ratio 1.9 calls to 1 put into Dream Force October 14, 2025.

Straddle prices into quarter results

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

Accenture (ACN) September 26 weekly 240 straddle priced for a move of 7.5%. Call put ratio 1.3 call to 1 put into the expected release of quarter results today 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 today.

CarMax (KMX) September 26 weekly 57.50 straddle priced for a move of 11%. Call put ratio 2.5 calls to 1 put into the expected release of quarter results today.

BlackBerry (BB) September 26 weekly 4.5 straddle priced for a move of 13%. Call put ratio 2.8 calls to 1 put into the expected release of quarter results today.

Movement

Lithium Americas Corp (LAC) 30-day option implied volatility is at 188; compared to its 52-week range of 51 to 120. Call put ratio 4.9 calls to 1 put with a focus on October 5.5 calls as share price up 91%.

enCore Energy (EU) 30-day option implied volatility is at 90; compared to its 52-week range of 52 to 103 with a focus on a spreader of 10K contracts of November and April 4 calls.

Arbor Realty Trust (ABR) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 68 with a focus on 45K contracts of September 26 weekly 12.50 calls.

FuelCell Energy (FCEL) 30-day option implied volatility is at 111; compared to its 52-week range of 21 to 217. Call put ratio 1 call to 2 puts with a focus on January 0.5 calls and September 26 weekly 8 puts.

Sanmina (SANM) 30-day option implied volatility is at 40; compared to its 52-week range of 23 to 58 with a focus on a spreader of 2700 contracts of October 100 and 110 puts as share price down 3%.

Agra option IV

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 59. Call put ratio 240 calls to 1 put with a focus on January 4 and 5 calls wheat near low end of range.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 15; compared to its 52-week range of 15 to 26. Call put ratio 1.9 calls to 1 put.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 17; compared to its 52-week range of 13 to 28 with a focus on November and February 23 calls. Corn

Options with decreasing option implied volatility: VOR NKTR FDX UUP
Increasing unusual option volume: LAC IE QURE LRMR HOUS UP SHLS CDLX ROIV SFIX ACAD
Increasing unusual call option volume: LAC IE LRMR CDLX ROIV HOUS UP SHLS ERO QURE AS
Increasing unusual put option volume: QURE LAC SNDK K SRAD KD GLXY PSEC BAX BN FCEL KBH
Popular stocks with increasing volume: INTC BABA MU BABA AMD JD MRVL CRWV MSTR HOOD
Active options: TSLA NVDA OPEN INTC AAPL AMZN BABA MU BABA AMD PLTR IREN RGTI JD RIOT LAC MRVL CRWV MSTR HOOD MARA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $64.61, natural gas mixed, gold at $3781