Pre-Market IV Report April 25, 2025

Pre-Market IV Report April 25, 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: CONY HTZ CLBR LGFB INSM CX ARW

Stocks expected to have increasing option volume: GOOG GOOGL CHTR SLB TMUS INTC ABBV HCA AON CL PSX AN SKX GES SWTX GILD VRSN BYD RSG HIG SAM

Chinaa option IV amid President Trump messaging

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 25; compared to its 52-week range of 14 to 84. Call put ratio 9.8 calls to 1 put with a focus on May 26.50 calls.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 44; compared to its 52-week range of 25 to 76. Call put ratio 4.5 calls to 1 put with a focus on June calls.

UP Fintech Holding Limited (TIGR) 30-day option implied volatility is at 76; compared to its 52-week range of 36 to 214. Call put ratio 1 call to 1.7 puts with a focus on May puts.

Straddle prices into quarter results

Waste Management (WM) May 230 straddle priced for movement of 5.5% into the expected release of quarter results today after the bell on April 28.

NXP Semiconductors (NXPI) May 2 weekly 195 straddle priced for movement of 8% into the expected release of quarter results after the bell on April 28.

Nucor (NUE) May 2 weekly 115 straddle priced for movement of 6% into the expected release of quarter results after the bell on April 28.

Domino’s Pizza (DPZ) May 2 weekly 490 straddle priced for movement of 7% into the expected release of quarter results before the bell on April 28.

F5 (FFIV) May 270 straddle priced for movement of 11% into the expected release of quarter results after the bell on April 28.

Movers

Newell Brands (NWL) 30-day option implied volatility is at 98; compared to its 52-week range of 32 to 106 with a focus on May 5, June 5 and June 6 calls as share price up 4.1%.

Alkami Technology, Inc. (ALKT) 30-day option implied volatility is at 58; compared to its 52-week range of 24 to 74 with a focus on 1500 contracts of May 25 puts.

Fortrea (FTRE) 30-day option implied volatility is at 98; compared to its 52-week range of 37 to 125 with a spreader of 1500 contracts of December 7.5 and December 17.50 calls.

Informatica (INFA) 30-day option implied volatility is at 61; compared to its 52-week range of 30 to 70 with a spreader of 1K contracts of December 20 and 22.50 calls as share price up 4.4%.

XP Inc. (XP) 30-day option implied volatility is at 45; compared to its 52-week range of 31 to 81. Call put ratio 2.8 calls to 1 put with amid a spreader of 1500 contracts of June 18 and 20 calls as share price up 2.2%.

SpringWorks Therapeutics Inc. (SWTX) 30-day option implied volatility is at 98; compared to its 52-week range of 46 to 178. Call put ratio 2.2 calls to 1 put on 35K contracts.

Guess? (GES) 30-day option implied volatility is at 62; compared to its 52-week range of 28 to 87. Call put ratio 1 call to 6.6 puts on 24K contracts.

Options with decreasing option implied volatility: HOLO NNOX LTBR VRNA DFS MBLY TAL ENPH VKTX VRT
Increasing unusual option volume: CZ AZUL SHLS METC GES INSM VIST XPOF
Increasing unusual call option volume: SHLS CX METC EWC INSM AZUL COUR BHVN
Increasing unusual put option volume: GES AZUL INSM TAL TMC OWL CHTR KDP
Popular stocks with increasing volume: INTC HOOD MSTR AI MU AVGO SOFI AAL
Active options: NVDA TSLA PLTR AAPL INTC AMZN GOOGL NFLX AMD HOOD MSTR AI META MU AVGO GOOG SOFI MSFT AAL
Global S&P Futures mixed in premarket, Nikkei up 1.9%, DAX mixed, WTI Crude oil recently at $62.48, natural gas mixed, gold at $3309