Pre-Market IV Report April 10, 2025

Pre-Market IV Report April 10, 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: AFRM CPRI APP SMMT LABU UPST CWEB YINN GRPN CLMT TIGR VAL DPST IEP APA TRIP RDFN MNMD DVN FTNT U BABA ET UPRO KSS OXY PZZA VFC WBD LI LYB STNE GPN TEVA PLTR PENN TER STX PDD JD JPE DD PAA HPQ GEHC

Stocks expected to have increasing option volume: X JPM WFC C GS MS BAC USB STZ

Straddle prices into quarter results

JPMorgan (JPM) April 11 weekly 235 straddle priced for movement of 5.5% into the expected release of quarter results before the bell on April 11.

Wells Fargo (WFC) April 11 weekly 66 straddle priced for movement of 7% into the expected release of quarter results before the bell on April 11.

BlackRock (BLK) April 11 weekly 900 straddle priced for movement of 5.5% into the expected release of quarter results before the bell on April 11.

BNY Mellon (BK) April 11 weekly 80 straddle priced for movement of 11% into the expected release of quarter results before the bell on April 11. Call put ratio 2.3 calls to 1 put.

Fastenal (FAST) April 77.50 straddle priced for movement of 9% into the expected release of quarter results before the bell on April 11.

Option IV amid wide price movement

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 27; compared to its 52-week range of 10 to 43. Call put ratio 1 call to 1.1 puts amid wide price movement.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 31; compared to its 52-week range of 14 to 47. Call put ratio 1 call to 1 put amid wide price movement.

Walmart (WMT) 30-day option implied volatility is at 30; compared to its 52-week range of 13 to 50 with a focus on April weekly puts.

Delta Air Lines (DAL) 30-day option implied volatility is at 58; compared to its 52-week range of 28 to 89. Call put ratio 1.6 calls to 1 put.

U.S. Steel (X) 30-day option implied volatility is at 58; compared to its 52-week range of 30 to 116. Call put ratio 1.2 calls to 1 put into share price lower before the bell.

UP Fintech Holding Limited (TIGR) 30-day option implied volatility is at 93; compared to its 52-week range of 36 to 214 with a focus on April 7 calls.

Neogen Corp. (NEOG) 30-day option implied volatility is at 78; compared to its 52-week range of 28 to 102. Call put ratio 3 calls to 1 put with a focus on April, May and July 5 calls.

Bloom Energy Corp. (BE) 30-day option implied volatility is at 91; compared to its 52-week range of 51 to 277 with a focus on April 11 weekly calls.

DXC Technology (DXC) 30-day option implied volatility is at 65; compared to its 52-week range of 28 to 80 with a focus on June 15 puts.

Teva Pharma (TEVA) 30-day option implied volatility is at 59; compared to its 52-week range of 28 to 68. Call put ratio 1 call to 1.9 puts with a focus on 32K contracts of April 12.50 puts.

Sandridge Energy (SD) 30-day option implied volatility is at 44; compared to its 52-week range of 21 to 63 with a focus on May 10 calls.

Singularity Future Technology (SINO) 30-day option implied volatility is at 80; compared to its 52-week range of 39 to 217 with a focus on 2900 contracts of April 55 puts.

Options with decreasing option implied volatility: CRWV AEHR X LW PARA
Increasing unusual option volume: HUN IQV BALL IEF PSX DAN APPN ASTL ETNB XLI
Increasing unusual call option volume: XLI IEF PSX KMX JCI XLB LEVI RSI DAN IAU
Increasing unusual put option volume: TAN PSX ARDX AZUL IQ NXT FIVN VIK AGI TBT XLB
Popular stocks with increasing volume: INTC MSTR BABA PFE BAC HOOD AVGO SOFI SMCI MU F
Active options: NVDA TSLA AAPL PLTR AMZN AMD INTC MSTR META BABA PFE BAC HOOD AVGO SOFI GOOGL SMCI MU F MSFT
Global S&P Futures lower in premarket, Nikkei down 9%, DAX up 5.4%, WTI Crude oil recently at $60, natural gas down 3%, gold at $3128