Pre-Market IV Report September 9, 2025

Pre-Market IV Report September 9, 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: REPL SOC NKTR CRMD NKE HUM KVUE CVS SOGP MCRB TRML ASYS QS BHVN MAMA BBAR AVO AACT BULL BUR CGNT OMI SAIL SG CWAN BNC CNI AMT TMUS CPNG LZ CMG CNM MFIC NTES

Stocks expected to have increasing option volume: AAPL ORCL CASY SNPS RBRK GME LE DELL DBI WOLF NBIS SMMT

Movement

Alibaba (BABA) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 73. Call put ratio 3.1 calls to 1 put.

Straddle prices into quarter results

Oracle (ORCL) September 12 weekly 237 straddle priced for a move of 9.5%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.

Synopsys (SNPS) September 610 straddle priced for a move of 6.5%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results today after the bell.

Rubrik (RBRK) September 95 straddle priced for a move of 17%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

GameStop (GME) September 12 weekly straddle priced for a move of 12%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on September 9.

Movers

EchoStar Corp. (SATS) 30-day option implied volatility is at 76; compared to its 52-week range of 48 to 163. Call put ratio 1 call to 1 put amid wide price movement.

Summit Therapeutics (SMMT) 30-day option implied volatility is at 80; compared to its 52-week range of 70 to 137. Call put ratio 1.9 calls to 1 put amid wide price movement.

Nebius Group (NBIS) 30-day option implied volatility is at 66; compared to its 52-week range of 64 to 136. Call put ratio 1.6 calls to 1 put into confirms multi-billion dollar pact with Microsoft (MSFT) for AI infrastructure.

Designer Brands (DBI) September 12 weekly 5 straddle priced for a move of 22%. call put ratio 3 calls to 1 put into the expected release of quarter results before the bell on September 9.

Chewy (CHWY) September 12 weekly 41.50 straddle priced for a move of 12%. Call put ratio 1.6 calls to put into the expected release of quarter results before the bell on September 10.

Embraer (ERJ) 30-day option implied volatility is at 40; compared to its 52-week range of 33 to 64. Call put ratio 12.4 calls to 1 put with a focus on 2100 contracts of September 65 calls as share price down 1.1%.

CN (CNI) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 44 with a focus on 3500 contracts of October 95 puts.

Tourmaline Bio (TRML) 30-day option implied volatility is at 125; compared to its 52-week range of 60 to 178 with a focus on 2600 contracts of September 30 calls as share price up 6.4%.

Core & Main, Inc (CNM) 30-day option implied volatility is at 49; compared to its 52-week range of 28 to 70. Call put ratio 4.4 calls to 1 put with a focus on 4300 contracts of October 67.50 calls.

Golar LNG (GLNG) 30-day option implied volatility is at 35; compared to its 52-week range of 31 to 92. Call put ratio 2.3 calls to 1 put as share price down 7%.

Options with decreasing option implied volatility: SATS ASAN IOT GTLB CRDO DOCU PATH LULU ZS PL NIO CRM AEO
Increasing unusual option volume: GGAL LDI SPG EWC INFY XP SAIL MAC OPAD ALKS KDP
Increasing unusual call option volume: LDI SPG XP GGAL SPHR KDP SAIL EWJ LION MOMO GSAT
Increasing unusual put option volume: INFY GGAL EWC PL SATS KDP YPF AES RBRK BBWI
Popular stocks with increasing volume: AMD AVGO PLTR MSTR SOFI JD BABA INTC CRWV UNH
Active options: NVDA TSLA OPEN HOOD AAPL AMD AVGO AMZN PLTR GOOGL MSTR SOFI JD RGTI BABA SOUN INTC QS CRWV UNH
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $62.80, natural gas up 1%, gold at $3688