Pre-Market IV Report April 17, 2025

Pre-Market IV Report April 17, 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: ASTS X WMT ETHU GLL BUR VRNA ACHC CSTS TECl NUGT SVIX GRPN UGL TRMB SDS WHF SWKS NWSA CRUS SIL WMT URI ARKK BLK SE DG SPHB GLW GOLD HD UBS CSCO PANW SH

Stocks expected to have increasing option volume: AXP NFLX TSLA AMD NVDA CSX LVS CFG AA OZK VFS TSM UNH TFS KMI HBAN FITB MMC BX ALLY STT DHI MMC AXP SCHW

Straddle prices into quarter results

Netflix (NFLX) April 960 straddle priced for movement of 9% into the expected release of quarter results today after the bell.

Comerica (CMA) April 25 weekly 53 straddle priced for movement of 8% into the expected release of quarter results before the bell on April 21. Call put ratio 1 call to 2.7 puts.

Zions Bancorp (ZION) May 45 straddle priced for movement of 10% into the expected release of quarter results after the bell on April 21. Call put ratio 1 call to 2.5 puts.

Telsa (TSLA) April 25 weekly 242 straddle priced for movement of 12% into the expected release of quarter results after the bell on April 22.

Movers

SPDR Gold Trust (GLD) 30-day option implied volatility is at 25; compared to its 52-week range of 14 to 25. Call put ratio 2.2 calls to 1 put as gold trades $3337.

United Airlines (UAL) 30-day option implied volatility is at 64; compared to its 52-week range of 33 to 105. Call put ratio 1.3 calls to 1 put with a focus on June 70 calls.

Travelers (TRV) 30-day option implied volatility is at 25; compared to its 52-week range of 13 to 59. Call put ratio 1 call to 1.1 puts as share price up 2.2%.

Keurig Dr Pepper Inc. (KDP) 30-day option implied volatility is at 27; compared to its 52-week range of 13 to 37. Call put ratio 23 calls to 1 put with a focus on October 37 and 40 calls.

J.B. Hunt Transport Services (JBHT) 30-day option implied volatility is at 42; compared to its 52-week range of 21 to 65. Call put ratio 1 call to 1 put on active option volume of 10K contracts as share price down 7.9%.

Novavax (NVAX) 30-day option implied volatility is at 104; compared to its 52-week range of 61 to 173. Call put ratio 1 call to 1.9 puts with a focus on 16500 contracts of December 2 puts purchased for 48c.

MP Materials (MP) 30-day option implied volatility is at 86; compared to its 52-week range of 47 to 90. Call put ratio 2.1 calls to 1 put on 74K contracts compared to its 90-day average of 4K contracts.
UGI Corp. (UGI) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 74. Call put ratio 1 call to 2.2 puts as share price up 2.1%.

Live Nation Entertainment (LYV) 30-day option implied volatility is at 46; compared to its 52-week range of 23 to 61. Call put ratio 1 call to 13 puts with a focus on a spreader of May 105 and 120 puts.

Sprott Inc (SII) 30-day option implied volatility is at 44; compared to its 52-week range of 19 to 58. Call put ratio 16.7 calls to 1 put with a focus on Auguust 55 and 60 calls as share price up 7.2%.

Options with decreasing option implied volatility: NMAX YANG YINN PLCE RDFN CWEB TZA CHAU FUTU IEP GLNG KODK KMX KWEB STZ FXI WBA
Increasing unusual option volume: HST JBHT VWO FTI METC MP WGO SOLV HTZ
Increasing unusual call option volume: VTRS HTZ HDB MP TSLY IGT FTI HMY OMC EXC
Increasing unusual put option volume: MP IAU ASPN WGO FIVN SNDK YETI LQD
Popular stocks with increasing volume: MSTR INTC HOOD TSM BABA SMCI AVGO BAC MU GME
Active options: NVDA TSLA AAPL PLTR AMZN AMD META MSTR INTC HOOD GOOGL TSM BABA SMCI MSFT AVGO BAC MU GME MARA
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $63, natural gas mixed, gold at $3337