Pre-Market IV Report April 14, 2025

Pre-Market IV Report April 14, 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: RXRX NVAX TMV TMF MNST NDAQ NEM PBR TBT MRK MSFT IAU TLT GLD LQD UUP

Stocks expected to have increasing option volume: GS BAC C PNC USB BX FDX NFLX

Straddle prices into quarter results

Johnson & Johnson (JNJ) April 150 straddle priced for movement of 4% into the expected release of quarter results before the bell on April 15.

Bank of America (BAC) April 36 straddle priced for movement of 6.5% into the expected release of quarter results before the bell on April 15.

Citigroup (C) April 62 straddle priced for movement of 6.5% into the expected release of quarter results before the bell on April 15.

PNC Financial (PNC) April 150 straddle priced for movement of 7% into the expected release of quarter results before the bell on April 15.

America Movil (AMX) April straddle priced for movement of % into the expected release of quarter results before the bell on April 15.

United Airlines (UAL) April 66 straddle priced for movement of 13.5% into the expected release of quarter results after the bell on April 15.

Option IV

Apple (AAPL) 30-day option implied volatility is at 50; compared to its 52-week range of 16 to 65. Call put ratio 1 call to 1.5 puts into share price up before the bell.

NVIDIA (NVDA) 30-day option implied volatility is at 58; compared to its 52-week range of 34 to 89. Call put ratio 1.7 calls to 1 into share price up before the bell.

Microsoft (MSFT) 30-day option implied volatility is at 37; compared to its 52-week range of 16 to 50. Call put ratio 1.8 calls to 1 put in share price up before the bell.

Amazon (AMZN) 30-day option implied volatility is at 51; compared to its 52-week range of 22 to 64. Call put ratio 1.8 calls to 1 put.

Meta Platforms (META) 30-day option implied volatility is at 58; compared to its 52-week range of 25 to 68. Call put ratio 1.5 calls to 1 put.

Alphabet (GOOG) 30-day option implied volatility is at 45; compared to its 52-week range of 21 to 56. Call put ratio 1.4 calls to 1 put.

Broadcom (AVGO) 30-day option implied volatility is at 58; compared to its 52-week range of 34 to 74. Call put ratio 2 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 84; compared to its 52-week range of 40 to 105. Call put ratio 1.2 call to 1 put amid wide price movement.

Netflix (NFLX) 30-day option implied volatility is at 57; compared to its 52-week range of 21 to 71. Call put ratio 1.5 calls to 1 put.

AMD (AMD) 30-day option implied volatility is at 71; compared to its 52-week range of 35 to 87. Call put ratio 1.8 calls to 1 put amid wide price movement.

Options with decreasing option implied volatility: NUGT NMAX X RH AEHR PLAY XP FTAI
Increasing unusual option volume: LEVI PAYO AMCR TAL WEAT ALIT FXE UDN
Increasing unusual call option volume: AMCR WEAT UDN KROS ALIT FXY TBCH
Increasing unusual put option volume: LEVI TAL BILI AZUL KROS IEF
Popular stocks with increasing volume: MSTR INTC BABA PLTR GME COIN HOOD SMCI AAL
Active options: NVDA TSLA AAPL MSTR AMD AMZN INTC BABA PLTR META GME MARA COIN HOOD GOOGL SMCI AVGO MSFT GOLD AAL
Global S&P Futures higher in premarket, Nikkei up 1%, DAX up 2%, WTI Crude oil recently at $62, natural gas down 1.3%, gold at $3237