Pre-Market IV Report April 1, 2025

Pre-Market IV Report April 1, 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: CLS SOFI TEAM BHC TEAM PINS CVNA RKT BILL NET SHOP UAA PYPL QCOM ANET SBUX VRS ETN F DKNG RBLX TWLO DASH UPS MO MA ABBV MNST CAT MSFT AMGN BKNG GOOG AMZN GOOGL

Stocks expected to have increasing option volume: PVH GRRR RCAT CRWV RH

Option IV for 2X ETFs:

GraniteShares 2x Long NVDA Daily ETF (NVDL) 30-day option implied volatility is at 94; compared to its 52-week range of 65 to 188. Call put ratio 2.4 calls to 1 put.

GraniteShares 2x Short NVDA Daily ETF (NVD) 30-day option implied volatility is at 99; compared to its 52-week range of 74 to 171. Call put ratio 4.2 calls to 1 put amid wide price movement.

GraniteShares 1x Short AMD Daily ETF (AMDS) 30-day option implied volatility is at 51; compared to its 52-week range of 20 to 162 amid light option volume.

GraniteShares 2x Long AAPL Daily ETF (AAPB) 30-day option implied volatility is at 54; compared to its 52-week range of 37 to 70. Call put ratio 10 calls to 1 put.

GraniteShares 2x Long COIN Daily ETF (CONL) 30-day option implied volatility is at 141; compared to its 52-week range of 114. Call put ratio 2.4 calls to 1 put amid wide price movement.

GraniteShares 2x Long META Daily ETF (FBL) 30-day option implied volatility is at 82; compared to its 52-week range of 37 to 156. Call put ratio 8.5 calls to 1 put.

GraniteShares 2x Long BABA Daily ETF (BABX) 30-day option implied volatility is at 91; compared to its 52-week range of 29 to 114. Call put ratio 7 calls to 1 put.

Direxion Daily TSLA Bull 1.5X (TSLL) 30-day option implied volatility is at 150; compared to its 52-week range of 80 to 176. Call put ratio 1.5 calls to 1 put.

Direxion Daily TSLA Bear 1X Shares (TSLS) 30-day option implied volatility is at 74; compared to its 52-week range of 40 to 91. Call put ratio 57 calls to 1 put.

Straddle prices into quarter results

RH (RH) March 28 weekly 235 straddle priced for movement of 17.5% into the expected release of quarter results after the bell on April 2. Call put ratio 1.3 calls to 1 put.

BlackBerry (BB) March 28 weekly 3.50 straddle priced for movement of 15% into the expected release of quarter results before the bell on April 2. Call put ratio 4.9 calls to 1 put.

Movers

SPDR S&P Biotech ETF (XBI) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 38. Call put ratio 1 call to 1.4 puts as share price down.

Corcept Therapeutics (CORT) 30-day option implied volatility is at 95; compared to its 52-week range of 43 to 193 with a focus on April 110 calls and April 80 puts as share price up 95%.

PNC Financial Services (PNC) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 343. Call put ratio 1 call to 4.3 puts with a focus on April 170 and 175 puts as share price up 1.8%.

Innovative Industrial Properties Inc. (IIPR) 30-day option implied volatility is at 42; compared to its 52-week range of 23 to 48 with a focus on December 50 puts and April calls as share price down 11%.

U.S. Steel (X) 30-day option implied volatility is at 82; compared to its 52-week range of 30 to 116. Call put ratio 1.1 calls to 1 put with a focus on June calls and puts as share price down 1.9%.

Toyota Motor (TM) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 39. Call put ratio 1 call to 5 puts with a focus on 1100 contracts of July 160 puts.

Hasbro (HAS) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 62. Call put ratio 1.3 calls to 1 put with a focus on 1550 contracts of May 60 calls.

Atlassian (TEAM) 30-day option implied volatility is at 68; compared to its 52-week range of 29 to 69. Call put ratio 13.3 calls to 1 put with a focus on a spreader of May 240 and 250 calls as share price down 3.7%.

ASML Holdings (ASML) 30-day option implied volatility is at 46; compared to its 52-week range of 28 to 53.

Marvell Technology (MRVL) 30-day option implied volatility is at 58; compared to its 52-week range of 35 to 80.

Options with decreasing option implied volatility: DLTR LULU CHWY
Increasing unusual option volume: ADT HUYA UMC MCHI TRMB FND HES PCVX XLI
Increasing unusual call option volume: UMC XLI MCHI HLF KVUE DT ULCC NTRA CORT EVLV FEZ PVH
Increasing unusual put option volume: HES MCHI FND NXE UAA CORT XLI RKT WOLF TIGR
Popular stocks with increasing volume: MSTR AMD INTC HOOD NIO AVGO SMCI SOFI MU
Active options: NVDA TSLA AMZN PLTR AAPL META MSTR AMD INTC HOOD GOOGL NIO MSFT AVGO SMCI SOFI GOOG MARA MU
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $71, natural gas mixed, gold at $3160