Pre-Market IV Report September 8, 2025

Pre-Market IV Report September 8, 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: SOC ATYR REPL KVUE CRMD NKE NLY JEPQ ASAN IOT GTLB PATH DOCU GAP CRDO LULU ZS AFRM S MRVL FL DELL M CRM HPE ULTA AEO

Stocks expected to have increasing option volume: ORCL HOOD APP EMR RKT Z KVUE

Gold option IV as gold at $3650

Newmont (NEM) 30-day option implied volatility is at 34; compared to its 52-week range of 27 to 60. Call put ratio 2.5 calls to 1 put as gold above $3650 to a new record high.

Straddle prices into quarter results

Oracle (ORCL) September 12 weekly 232 straddle priced for a move of 9%. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on September 9.

Movers

Graphic Packaging (GPK) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 55 with a focus on 900 contacts of October 20 calls.

Copart (CPRT) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 42. Call put ratio 1 call to 3.2 puts.

Leonardo DRS (DRS) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 68. Call put ratio 1 call to 6.2 puts with a focus on October 40 puts.

Embecta (EMBC) 30-day option implied volatility is at 52; compared to its 52-week range of 35 to 89 with a focus on October 17.5 calls.

Mohawk Industries (MHK) 30-day option implied volatility is at 34; compared to its 52-week range of 30 to 60 with a focus on September 140 calls.

The Buckle (BKE) 30-day option implied volatility is at 28; compared to its 52-week range of 25 to 71 with a focus on 1K contracts of March 65 calls.

Option implied volatility for movers

AppLovin (APP) 30-day option implied volatility is at 59; compared to its 52-week range of 44 to 142. Call put ratio 1.7 calls to 1 put into join S&P 500 at open on 9/22.

Robinhood (HOOD) 30-day option implied volatility is at 62; compared to its 52-week range of 50 to 120. Call put ratio 2.4 calls to 1 put into joining S&P 500 at open on 9/22.

Emerson Electric (EMR) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 62. Call put ratio 3.1`calls to 1 put into joining S&P 500 at open on 9/22.

Rocket Companies (RKT) 30-day option implied volatility is at 73; compared to its 52-week range of 45 to 103. Call put ratio 5.6 calls to 1 put.

Zillow (Z) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 73 with a focus on 11K contracts of September 5 weekly 90 calls.

Kenvue (KVUE) 30-day option implied volatility is at 50; compared to its 52-week range of 18 to 59. Call put ratio 1.6 calls to 1 put after report RFK Jr. will link Tylenol to Autism.

Rocket Lab USA, Inc. (RKLB) 30-day option implied volatility is at 76; compared to its 52-week range of 67 to 124.

Option implied volatility for Home-Building Stocks

Toll Brothers (TOL) 30-day option implied volatility is at 31; compared to its 52-week range of 30 to 63. Call put ratio 1.3 calls to 1 put as share price up 1.4%.

Beazer Homes (BZH) 30-day option implied volatility is at 41; compared to its 52-week range of 37 to 80. Call put ratio 1 call to 1.5 puts as share price up 1.5%.

Lennar (LEN) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 59. Call put ratio 1.4 calls to 1 put as share price up 3%.

PulteGroup (PHM) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 59. Call put ratio 1.2 calls to 1 put as share price up 2.2%.

D.R. Horton (DHI) 30-day option implied volatility is at 32; compared to its 52-week range of 27 to 64. Call put ratio 1 call to 1 put as share price up 2.9%.

Whirlpool (WHR) 30-day option implied volatility is at 35; compared to its 52-week range of 26 to 66. Call put ratio 2.1 calls to 1 put as share price up 3.2%.

Generac Holdings (GNRC) 30-day option implied volatility is at 32; compared to its 52-week range of 27 to 72. Call put ratio 1.9 calls to 1 put as share price up 1.7%.

Home Depot (HD) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 50. Call put ratio 2.3 calls to 1 put with a focus on September 12 weekly calls as share price up 1.3%.

Lowe’s Cos. (LOW) 30-day option implied volatility is at 20; compared to its 52-week range of 18 to 53. Call put ratio 2 calls to 1 put as share price up 1.9%.

Sherwin Williams (SHW) 30-day option implied volatility is at 20; compared to its 52-week range of 17 to 46. Call put ratio 2.2 calls to 1 put as share price up 2.7%.

Ishares U.S. Home Construction Etf (ITB) 30-day option implied volatility is at 28; compared to its 52-week range of25 to 55. Call put ratio 1.5 calls to 1 put as share price up 2.2%.

Options with decreasing option implied volatility: ASAN IOT GTLB PATH DOCU GAP CRDO LULU ZS AFRM MRVL S FL DELL
Increasing unusual option volume: XLB LDI XLI OPAD ALTS
Increasing unusual call option volume: XLI XLB LDI ALTS OPAD NEON QURE BILL UTHR
Increasing unusual put option volume: XLB CHGG SLDP XLI GLXY INFY KVUE
Popular stocks with increasing volume: AVGO PLTR AMD MSTR HOOD LULU MSFT AMZN SOFI COIN INTC
Active options: TSLA NVDA OPEN AVGO PLTR AMD AAPL MSTR HOOD GOOGL LULU MSFT LULU AMZN SOFI COIN MARA INTC UNH GOOG U
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $63, natural gas up 1%, gold at $3651