Pre-Market IV Report April 24, 2025

Pre-Market IV Report April 24, 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: TGT HTZ SNOW ROST TJX PAYO PRCT DAVA VSTM CLBR MAIN OGN WBA FE

Stocks expected to have increasing option volume: PG MRK UNP PEP CMCSA FI BMY KDP LHX KDP TSCO LUV TXT MBLY HAS AAL IBM NOW TXN LRCX ORLY CMG DGS EW URI MOH LVS ALK FCX WHR NEM IMAX JACK

Straddle prices into quarter results

Alphabet (GOOGL) April 25 weekly 157.50 straddle priced for movement of 6.5% into the expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put.

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

Intel (INTC) April 25 weekly 20.50 straddle priced for movement of 8.5% into the expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put.

AbbVie (ABBV) April 25 weekly 177.50 straddle priced for movement of 5.5% into the expected release of quarter results before the bell on April 25.

Charter Communications (CHTR) April 25 weekly 337.50 straddle priced for movement of 11.5% into the expected release of quarter results before the bell on April 25.

Schlumberger (SLB) April 25 weekly 34 straddle priced for movement of 7% into the expected release of quarter results before the bell on April 25.

Option IV amid President Trump messaging

General Motors (GM) 30-day option implied volatility is at 45; compared to its 52-week range of 21 to 70. Call put ratio 1 call to 1.1 puts amid tariff headlines.

Ford Motor (F) 30-day option implied volatility is at 49; compared to its 52-week range of 23 to 68. Call put ratio 1.6 calls to 1 put amid wide price movement.

Stellantis (STLA) 30-day option implied volatility is at 56; compared to its 52-week range of 24 to 86. Call put ratio 1 call to 1 put amid wide price movement.

Movers

Target (TGT) 30-day option implied volatility is at 59; compared to its 52-week range of 19 to 65. Call put ratio 2.1 calls to 1 put amid wide price movement.

Hertz Global (HTZ) 30-day option implied volatility is at 180; compared to its 52-week range of 64 to 227. Call put ratio 1 call to 1.2 puts amid wide price movement.

Bristol-Myers Squibb (BMY) 30-day option implied volatility is at 39; compared to its 52-week range of 20 to 55. Call put ratio 1 call to 1.2 puts on 38K contracts into the expected release of quarter results before the bell on April 24.

Packaging Corp. (PKG) 30-day option implied volatility is at 31; compared to its 52-week range of 15 to 49. Call pt ratio 1 call to 12 puts with a focus on 503 contracts of May 175 puts.

eXp World Holdings Inc. (EXPI) 30-day option implied volatility is at 62; compared to its 52-week range of 49 to 100. Call put ratio 1 call to 7 puts with a focus on 2200 contracts of September 10 puts.

James Hardie Industries (JHX) 30-day option implied volatility is at 51; compared to its 52-week range of 24 to 80 with a focus on 2500 contracts of May 25 calls as share price up.

Corcept Therapeutics (CORT) 30-day option implied volatility is at 72; compared to its 52-week range of 43 to 193. Call put ratio 20 calls to 1 put with a focus on May 75 calls and June 80 calls as share price up.

Payoneer Global Inc. (PAYO) 30-day option implied volatility is at 91; compared to its 52-week range of 29 to 98 with a focus on 10K contracts of May 6 calls as share price up 5.4%.

Options with decreasing option implied volatility: NNOX HOLO NMAX LTBR DFS NFLX COF OZK MMM TMO BSX PM
Increasing unusual option volume: MCHI DNB DAN VYM CWAN AZUL PRCT RMD RPD ATI
Increasing unusual call option volume: DNB MAT CBRE NG XLI TAL FNGR WU CORT SMMT PPL
Increasing unusual put option volume: AZUL MCHI INVZ BXP D EDU KMB CWH IRBT SPHR OGN VSCO EW FIVN
Popular stocks with increasing volume: MSTR INTC HOOD COIN SOFI SMCI BA AAL BABA SNAP BAC
Active options: TSLA NVDA PLTR AMZN AAPL MSTR META AMD INTC HOOD COIN SOFI SMCI GOOGL BA MARA AAL BABA SNAP BAC
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $62.50, natural gas mixed, gold at $3348