Pre-Market IV Report April 28, 2025

Pre-Market IV Report April 28, 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: SMMT NVAX CSIQ SPIR BNTX SGRY BITO CAVA ODFL DHT ASHR DNB UBSI EGBN

Stocks expected to have increasing option volume: NVDA PFE WM NXPI NUE DPZ FFIV SPOT AMZN MSFT AAPL META MRNA

Gold stocks option implied volatility as gold below $3296

SPDR Gold Trust (GLD) 30-day option implied volatility is at 22; compared to its 52-week range of 14 to 27. Call put ratio 1 call to 1 put as gold trades above $3296.

Straddle prices into quarter results

Visa (V) May 2 weekly 335 straddle priced for movement of 6% into the expected release of quarter results after the bell on April 29.

Booking Holdings (BKNG) May 2 weekly 4840 straddle priced for movement of 7.5% into the expected release of quarter results after the bell on April 29.

Coca-Cola (KO) May 2 weekly 72 straddle priced for movement of 4% into the expected release of quarter results before the bell on April 29.

Honeywell (HON) May 2 weekly 200 straddle priced for movement of 5.5% into the expected release of quarter results before the bell on April 29.

Pfizer (PFE) May 2 weekly 23 straddle priced for movement of 5% into the expected release of quarter results before the bell on April 29.

Spotify (SPOT) May 2 weekly 620 straddle priced for movement of 12.5% into the expected release of quarter results before the bell on April 29.

American Tower (AMT) May 2 weekly straddle priced for movement of % into the expected release of quarter results before the bell on April 29.

Altria (MO) May 2 weekly straddle priced for movement of % into the expected release of quarter results before the bell on April 29.

Starbucks (SBUX) May 2 weekly 83 straddle priced for movement of 10% into the expected release of quarter results after the bell on April 29.

PayPal (PYPL) May 2 weekly 65 straddle priced for movement of 8% into the expected release of quarter results before the bell on April 29. Call put ratio 4.6 calls to 1 put with a focus on January 70 and 100 calls.

General Motors (GM) May 2 weekly 47 straddle priced for movement of 6.5% into the expected release of quarter results before the bell on April 29.

Snap (SNAP) May 2 weekly 8.5 straddle priced for movement of 17% into the expected release of quarter results after the bell on April 29. Call put ratio 2.5 calls to 1 put.

Option IV amid amid movers

NVIDIA (NVDA) 30-day option implied volatility is at 48 compared to its 52-week range of 34 to 89. Call put ratio 1.8 calls to 1 put.

SpringWorks Therapeutics Inc. (SWTX) 30-day option implied volatility is at 40; compared to its 52-week range of 40 to 178 amid active options volume of 61K contracts.

Biohaven Pharma (BHVN) 30-day option implied volatility is at 119; compared to its 52-week range of 56 to 166. Call put ratio 2 call to 1 put with a focus on May calls.

Summit Therapeutics (SMMT) 30-day option implied volatility is at 132; compared to its 52-week range of 70 to 203 amid active options volume of 49K contracts.

Boston Beer Co. (SAM) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 58. Call put ratio 6.4 calls to 1 put.

Frontline (FRO) 30-day option implied volatility is at 44; compared to its 52-week range of 33 to 73. Call put ratio 16.2 calls to 1 put on with a focus on August 18 calls.

Digital Realty Trust (DLR) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 59 with a focus on September 140 puts.

Select Medical Holdings (SEM) 30-day option implied volatility is at 68; compared to its 52-week range of 19 to 85 with a focus on a spreader of May 15 and 17.50 calls.

Canadian Solar (CSIQ) 30-day option implied volatility is at 92; compared to its 52-week range of 47 to 97 with a focus on May 2 weekly options.

Progress Software Corporation (PRGS) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 52 with a focus on 2300 contracts of September 57.50 calls.

Options with decreasing option implied volatility: HTZ HOLO SWTZ LTBR VRNA TAL VKTX DFS
Increasing unusual option volume: SHLS OMEX MUB ICLN AZUL EWC CX PRCH AVTR
Increasing unusual call option volume: AZUL SHLS PRCH CX DAR COUR AS CBRE DJX
Increasing unusual put option volume: EWC AZUL SMMT GGAL XME TMC TMUS FLNC BYND NVAX
Popular stocks with increasing volume: MSTR INTC HOOD SOFI MARA SMCI AVGO COIN MU NFLX
Active options: TSLA NVDA PLTR GOOGL MSTR INTC AAPL AMZN META GOOG AMD CORZ HOOD SOFI MARA SMCI AVGO COIN MU NFLX
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $62.93, natural gas mixed, gold at $3296