Pre-Market IV Report April 22, 2025

Pre-Market IV Report April 22, 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: TSLY HTZ USAR MLGO SEZL LABU KSS PTCT TSLL TSLQ CRMD UDOW LABD TZA TECL CVLT SMCX ACHC TRMD

Stocks expected to have increasing option volume: TSLA GE VZ RTX DHR LMT ELV NOC MMM KMB CRWV

Straddle prices into quarter results

Telsa (TSLA) April 25 weekly 227.50 straddle priced for movement of 11% into the expected release of quarter results today after the bell on April 22. Call put ratio 1 call to 1.2 puts.

Philip Morris (PM) April 25 weekly 162 straddle priced for movement of 7% into the expected release of quarter results before the bell on April 23. Call put ratio 1.8 calls to 1 put.

IBM (IBM) April 25 weekly 237.50 straddle priced for movement of 7.5% into the expected release of quarter results after the bell on April 23. Call put ratio 1 call to 1.5 puts.

AT&T (T) April 25 weekly 26 straddle priced for movement of 8% into the expected release of quarter results before the bell on April 23. Call put ratio 1 call to 2 puts.

ServiceNow (NOW) April 25 weekly 755 straddle priced for movement of 9.5 % into the expected release of quarter results after the bell on April 23. Call put ratio 4 calls to 1 put.

Texas Instruments (TXN) April 25 weekly 145 straddle priced for movement of 7% into the expected release of quarter results after the bell on April 23. Call put ratio 2.6 calls to 1 put.

Boeing (BA) April 25 weekly 160 straddle priced for movement of 7% into the expected release of quarter results before the bell on April 23. Call put ratio 1 call to 1 put.

GE Vernova (GEV) April 25 weekly 312.50 straddle priced for movement of 12% into the expected release of quarter results before the bell on April 23.

Chipotle (CMG) April 25 weekly 46.50 straddle priced for movement of 9% into the expected release of quarter results after the bell on April 23. Call put ratio 1 call to 1.9 puts.

Movers

Gold stocks option implied volatility as gold above $3466

SPDR Gold Trust (GLD) 30-day option implied volatility is at 27; compared to its 52-week range of 14 to 27. Call put ratio 1 call to 1 put as gold trades above $3466.

Barrick Gold (GOLD) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 54. Call put ratio 2.6 calls to 1 put as gold above $3466.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 21; compared to its 52-week range of 11 to 25. Call put ratio 1 call to 1 put with a focus on a spreader of 10K contracts May 84 and 85 puts.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 43; compared to its 52-week range of 21 to 48. Call put ratio 4.1 calls to 1 put with a focus on May 39 and 39 calls as share price up.

Options with decreasing option implied volatility: HOLO NMAX PLCE YANG CWEB CYTK DFS PDD FUTU KWEB CONY KODK OZK
Increasing unusual option volume: CG MGA SEAT EDU FND NTGR SNDK MTZ HTZ UDN
Increasing unusual call option volume: MGA SEAT CG XLI SNDK NTGR HTZ JNPR GPC BHVN
Increasing unusual put option volume: CG MGA EDU FND KMB UUP HTZ MP PAYX TXRH OKE EH SPHR
Popular stocks with increasing volume: INTC TSM SOFI GME SMCI MGA HOOD CG
Active options: NVDA TSLA AAPL AMZN PLTR MSTR AMD NFLX META INTC TSM GOOGL SOFI MARA GME SMCI MGA MSFT HOOD CG
Global S&P Futures up in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $63.90, natural gas mixed, gold at $3466