Pre-Market IV Report April 23, 2025

Pre-Market IV Report April 23, 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: ROST TSLY HTZ REAL SNDX PTCT CONY ESI RXST NOK GNW ULTY BITO

Stocks expected to have increasing option volume: TSLA PM T TMO BSX BA GEV GD TDY ISRG CB COF STLD ENPH PEGA RRC OKLO ENPH VRT CHKP URI DFS NSC ORLY LRCX GEV CME TXN NEE NOW
Option IV amid President Trump messaging

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 46; compared to its 52-week range of 25 to 66.

Uber (UBER) 30-day option implied volatility is at 53; compared to its 52-week range of 29 to 68. Call put ratio 1.4 calls to 1 put into Tesla (TSLA) quarter results.

Oklo Inc (OKLO) 30-day option implied volatility is at 104; compared to its 52-week range of 65 to 246. Call put ratio 1.9 calls to 1 put into Sam Altman Stepping Down as Oklo Chairman.

Equifax (EFX) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 59. Call put ratio 1 call to 8.1 puts with a focus on May 210 and 230 puts as share price up 13.8%.

3M Co. (MMM) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 62 amid a spreader of May 150 calls, June 155 calls, May 130 puts, June 115 puts and June 100 puts.

Herc Holdings (HRI) 30-day option implied volatility is at 60; compared to its 52-week range of 31 to 92. Call put ratio 1.9 calls to 1 put as share price down 6.1%.

Grupo Financiero Galicia Sa (GGAL) 30-day option implied volatility is at 59; compared to its 52-week range of 48 to 87 with a focus on a buyer of 3700 contracts of May 70 calls.

Urban Outfitters (URBN) 30-day option implied volatility is at 59; compared to its 52-week range of 28 to 82. Call put ratio 1 call to 19 puts with a focus on a buyer of 2150 contracts of June 47 puts.

Avery Dennison (AVY) 30-day option implied volatility is at 32; compared to its 52-week range of 14 to 42 with a focus on 1K contracts of May 175 calls as share price up 2.9%.

Beam Therapeutics Inc. (BEAM) 30-day option implied volatility is at 82; compared to its 52-week range of 52 to 106 with a focus on 10K contracts of August 20 puts.

Ultragenyx Pharma (RARE) 30-day option implied volatility is at 65; compared to its 52-week range of 38 to 95. Call put ratio 1.6 calls to 1 put with a focus on a spreader of 1K contracts of July 30 puts, July 40 calls and July 50 calls.

Straddle prices into quarter results

Alphabet (GOOGL) April 25 weekly 155 straddle priced for movement of 6% into the expected release of quarter results after the bell on April 24.

Proctor & Gamble (PG) April 25 weekly 167.50 straddle priced for movement of 4% into the expected release of quarter results before the bell on April 24.

T-Mobile (TMUS) April 25 weekly 260 straddle priced for movement of 6% into the expected release of quarter results after the bell on April 24.

Merck (MRK) April 25 weekly 79 straddle priced for movement of 7.5% into the expected release of quarter results before the bell on April 24. Call put ratio 2.2 calls to 1 put into quarter results.

Pepsico (PEP) April 25 weekly 143 straddle priced for movement of 3.5% into the expected release of quarter results before the bell on April 24.

Comcast (CMCSA) April 25 weekly 34 straddle priced for movement of 7% into the expected release of quarter results before the bell on April 24. Call put ratio 4.1 calls to 1 put.

Intel (INTC) April 25 weekly 19.50 straddle priced for movement of 8.5% into the expected release of quarter results after the bell on April 24. Call put ratio 3.5 calls to 1 put with a focus on June calls.

Freeport McMoran (FCX) April 25 weekly 34 straddle priced for movement of 6% into the expected release of quarter results before the bell on April 24. Call put ratio 3.4 calls to 1 put with a focus on May 2 weekly 38 and May 30 weekly 40 calls.

VeriSign (VRSN) May 250 straddle priced for movement of 6% into the expected release of quarter results after the bell on April 24.

Southwest Airlines (LUV) April 25 weekly 24.50 straddle priced for movement of 8% into the expected release of quarter results before the bell on April 24.

Options with decreasing option implied volatility: NMAX HOLO MNMD KODK DFS NFLX ALLY OZK CHAU LLY SYF MMM PHM GE FIS PLD ACI SCHW
Increasing unusual option volume: AMKR NG ETNB HST PPL UGI SNDX BHVN HTZ BECN
Increasing unusual call option volume: NG HTZ PPL BHVN HDB PAGS HMC TALK ABAT TE COUR
Increasing unusual put option volume: BEAM AMKR TAN YUMC SMMT HTZ TMC EAT RIG SDS STT
Popular stocks with increasing volume: COIN INTC HOOD NKE SOFI GME BABA HTZ PFE
Active options: NVDA TSLA MSTR AAPL AMZN PLTR MARA META NFLX AMD COIN INTC HOOD NKE SOFI GME BABA HTZ GOOGL PFE
Global S&P Futures up in premarket, Nikkei up 1.8%, DAX up 3%, WTI Crude oil recently at $64.70, natural gas up 1.5%, gold at $3340