Pre-Market IV Report April 11, 2025

Pre-Market IV Report April 11, 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: TECL AAOI CWEB VAL DVN GLNG APA PDD AA COP CVE ALAB BABA TIGR LYB CHAU LYFT FUTU KODK KWEB NE AFRM OIH EXPE BTU VTRS LI TEVA EL GDS PCT FANG TMV TRIP NUGT SLB TMF BBIO SWKS TPR JETS PBR XPEV GRPN AGNC AKAM MGNI

Stocks expected to have increasing option volume: BLK JPM WFC BK WFC C USB PNC ASAN CRL HOG

Gold option IV as gold trends higher

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 47; compared to its 52-week range of 28 to 50. Call put ratio 1.7 calls to 1 put as gold trades $3248.

Option IV

Alibaba (BABA) 30-day option implied volatility is at 73; compared to its 52-week range of 27 to 73. Call put ratio 1.1 calls to 1 put.

NetEase (NTES) 30-day option implied volatility is at 54; compared to its 52-week range of 29 to 68. Call put ratio 1 call to 1.7 puts.

PDD (PDD) 30-day option implied volatility is at 77; compared to its 52-week range of 31 to 77. Call put ratio 1 call to 2.8 puts.

Nio (NIO) 30-day option implied volatility is at 94; compared to its 52-week range of 61 to 110. Call put ratio 2.2 calls to 1 put amid wide price movement.

Baidu (BIDU) 30-day option implied volatility is at ; compared to its 52-week range of
JD.com (JD) 30-day option implied volatility is at 69; compared to its 52-week range of 34 to 80. Call put ratio 1.2 calls to 1 put.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 37; compared to its 52-week range of 14 to 84. Call put ratio 1 call to 1 put.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 70; compared to its 52-week range of 25 to 76. Call put ratio 1.9 calls to 1 put with a focus on May 33 and 34 calls.

UP Fintech Holding Limited (TIGR) 30-day option implied volatility is at 95; compared to its 52-week range of 36 to 214. Call put ratio 4.6 calls to 1 put with a focus on April 6 calls.

Option IV

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 48; compared to its 52-week range of 21 to 48. Call put ratio 2.6 calls to 1 put with a focus on May calls.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 25; compared to its 52-week range of 11 to 25. Call put ratio 1.4 calls to 1 put with a focus on May options.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 17; compared to its 52-week range of 4 to 18. Call put ratio 1 call to 1.7 puts with a focus on September puts.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 15; compared to its 52-week range of 3 to 18. Call put ratio 1 call to 6.6 puts with a focus on April 72 and 75 puts.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 15; compared to its 52-week range of 6 to 15. Call put ratio 1 call to 3.5 puts with a focus on April puts.

Straddle prices into quarter results

Goldman Sachs (GS) April straddle priced for movement of 9% into the expected release of quarter results before the bell on April 14. Call put ratio 1 call to 1.7 puts.

Movers

Keros Therapeutics (KROS) 30-day option implied volatility is at 71; compared to its 52-week range of 57 to 121. Call put ratio 1 call to 1.1 puts as share price up 20%.

The Lovesac Company (LOVE) 30-day option implied volatility is at 84; compared to its 52-week range of 43 to 120. Call put ratio 2.1 calls to 1 put as share price up 11.1%.

Byrna Technologies Inc. (BYRN) 30-day option implied volatility is at 86; compared to its 52-week range of 43 to 115. Call put ratio 19 calls to 1 put as share price 9.7%.

CarMax (KMX) 30-day option implied volatility is at 54; compared to its 52-week range of 26 to 83. Call put ratio 1 call to 1 put on active option volume of 35K contracts compared to its 90-day average of 2K contracts.

Visteon (VC) 30-day option implied volatility is at 57; compared to its 52-week range of 25 to 59 as share price down 9.5%.

Infosys Limited (INFY) 30-day option implied volatility is at 47; compared to its 52-week range of 17 to 70 with a focus on 8K contracts of June 17 puts.

Atlas Crest Investment Corp (ACIC) 30-day option implied volatility is at 56; compared to its 52-week range of 39 to 82. Call put ratio 1.6 calls to 1 put with a focus on November 14 calls.

Philips (PHG) 30-day option implied volatility is at 45; compared to its 52-week range of 19 to 54. Call put ratio 1 call to 8 puts with a focus on 3900 contracts of October 18 puts as share price down 5%.

Discover Financial Services (DFS) 30-day option implied volatility is at 81; compared to its 52-week range of 19 to 91. April 140, May 125 and May 155 puts active as share price down 7.5%.

Lucid Group (LCID) 30-day option implied volatility is at 89; compared to its 52-week range of 59 to 132 into acquires select facilities, assets from Nikola bankruptcy relief. Call put ratio 1.5 calls to 1 put.

Charles River Laboratories (CRL) 30-day option implied volatility is at 73; compared to its 52-week range of 28 to 77. Call put ratio 1 call to 7.9 puts into the FDA reducing animal testing presents. Option volume of 1200 contracts compares to 90-day average of 104 contracts.

Inotiv Inc. (NOTV) 30-day option implied volatility is at 164; compared to its 52-week range of 53 to 220. Call put ratio 1 call to 3.4 puts into the FDA reducing animal testing presents. Option volume of 1300 contracts compares to 90-day average of 144 contracts.

Options with decreasing option implied volatility: STZ X
Increasing unusual option volume: INFY BLDE KMX WEN BIRK UDN VTRS DFS IMVT
Increasing unusual call option volume: VTRS KMX MAR BJ IAG DBI FEZ BYRN BAX
Increasing unusual put option volume: WEN INFY BIRK GGAL DFS APA OGN KMX AZUL BMRN
Popular stocks with increasing volume: INTC MSTR GME BABA BAC HOOD NKE GOOGL AVGO WMT MU AAL
Active options: NVDA TSLA AAPL AMD PLTR AMZN META INTC MSTR GME BABA BAC HOOD APA NKE GOOGL AVGO WMT MU AAL
Global S&P Futures lower in premarket, Nikkei down 3%, DAX down 1.4%, WTI Crude oil recently at $60.44, natural gas mixed, gold at $3248