Pre-Market IV Report April 15, 2025

Pre-Market IV Report April 15, 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: KODK LFVN MP ML ALMS

Stocks expected to have increasing option volume: BAC C PNC USB BX FDX NFLX RKLB ASAN ON ALGM

Netflix (NFLX) 30-day option implied volatility is at 53; compared to its 52-week range of 21 to 71. Call put ratio 1.6 calls to 1 put into headlines and quarter results.

Boeing (BA) 30-day option implied volatility is at 50; compared to its 52-week range of 27 to 75. Call put ratio 1.4 calls to 1 put into China tariff headlines.

Straddle prices into quarter results

United Airlines (UAL) April 66 straddle priced for movement of 11% into the expected release of quarter results today after the bell.

ASML Holding (ASML) April 672.50 straddle priced for movement of 7% into the expected release of quarter results before the bell on April 16.

Abbott Laboratories (ABT) April 127 straddle priced for movement of 5.5% into the expected release of quarter results before the bell on April 16.

Prologis (PLD) April 100 straddle priced for movement of 7.5% into the expected release of quarter results before the bell on April 16.

U.S. Bancorp (USB) April 38 straddle priced for movement of 6.5% into the expected release of quarter results before the bell on April 16.

Travelers (TRV) April 250 straddle priced for movement of 6.5% into the expected release of quarter results before the bell on April 16.

CSX Corp (CSX) April 28 straddle priced for movement of 5% into the expected release of quarter results after the bell on April 16.

Las Vegas Sands (LVS) April 32 straddle priced for movement of 7% into the expected release of quarter results on April 16.

Citizens Financial (CFG) April straddle priced for movement of % into the expected release of quarter results before the bell on April 16.

Alcoa (AA) April 25 straddle priced for movement of 9.5% into the expected release of quarter results after the bell on April 16.

Bank of OZK (OZK) April 37.50 straddle priced for movement of 9% into the expected release of quarter results after the bell on April 16.

Movers

Atlassian (TEAM) 30-day option implied volatility is at 76; compared to its 52-week range of 29 to 100. Call put ratio 1 call to 3.5 puts with a focus on April 290 and 310 puts as share price up 1.4%.

Mueller Water Products, Inc. (MWA) 30-day option implied volatility is at 54; compared to its 52-week range of 18 to 63 with a focus on 2K contracts of August 25 calls.

Marriott (MAR) 30-day option implied volatility is at 44; compared to its 52-week range of 17 to 69. Call put ratio 1 call to 1.9 puts with a focus on April puts.

Burford Capital (BUR) 30-day option implied volatility is at 57; compared to its 52-week range of 23 to 76 with a focus on June and January 12.5 calls.

Tidewater (TDW) 30-day option implied volatility is at 77; compared to its 52-week range of 34 to 98 with a focus on January 30 calls as share price down 4.3%.

Sandisk (SNDK) 30-day option implied volatility is at 96; compared to its 52-week range of 48 to 120 with a focus on 7400 contracts of June 35 calls.

Allegro MicroSystems (ALGM) 30-day option implied volatility is at 81; compared to its 52-week range of 35 to 95. Call put ratio 1 call to 18 puts with a focus on spreader of April 22.50 puts and August 17.50 puts into onsemi (ON) has announced the termination of its efforts to acquire Allegro MicroSystems and withdrawn its all-cash proposal of $35.10 per share.

Options with decreasing option implied volatility: TECL NMAX SPXS TECL SOXS YINN MSTZ SOXL TZA
Increasing unusual option volume: ALGM HUYA TMC AKRO MP ERIC SNDK GALT UDN FXY AZUL EWT
Increasing unusual call option volume: VIVI TMC FXY UDN AKRO SNDK BJ ERIC HNRG GOGL
Increasing unusual put option volume: MP AZUL PAYX ACI EWT TEVA IAU GFI SDS
Popular stocks with increasing volume: INTC BABA F MSTR GME MU NIO SMCI HOOD SOFI
Active options: NVDA AAPL TSLA PLTR AMZN META INTC BABA AMD F MSTR GOOGL GME MU NIO MARA SMCI HOOD MSFT SOFI
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1.3%, WTI Crude oil recently at $61.50, natural gas mixed, gold at $3345