Pre-Market IV Report April 29, 2025

Pre-Market IV Report April 29, 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: HOLO CLBR ARRY TVTX BBIO SMCX OKTA NVDL NEO LEG ANF CAPR MRVL S FL HPQ FFIV AHCO RBRK OPCH

Stocks expected to have increasing option volume: NUE V BKNG HON SBUX MDLZ SHW UPS PYPL GM GLW RCL KHC SYY SMCI FSLR SNAP PFE WM NXPI FFIV SPOT AMZN MSFT AAPL META MRNA FFIV CDNS UHS TER HLT LH THC EAT FOUR INCY JBLU CDNS NXPI

Straddle prices into quarter results

Microsoft (MSFT) May 2 weekly 390 straddle priced for movement of 5% into the expected release of quarter results after the bell on April 30.

Meta (META) May 2 weekly 550 straddle priced for movement of % into the expected release of quarter results after the bell on April 30. Call put ratio 1.9 calls to 1 put with a focus on May 565 calls.

Qualcomm (QCOM) May 2 weekly 148 straddle priced for movement of 7% into the expected release of quarter results after the bell on April 30.

Caterpillar (CAT) May 2 weekly 307 straddle priced for movement of 6% into the expected release of quarter results before the bell on April 30.

Robinhood (HOOD) May 2 weekly 49 straddle priced for movement of 13.5% into the expected release of quarter results after the bell on April 30.

Movers

iShares Silver Trust (SLV) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 40. Call put ratio 4.5 calls to 1 put with a focus on July 35, July 42, August 35 and August 42 calls.

Roper Technologies (ROP) 30-day option implied volatility is at 23; compared to its 52-week range of 14 to 54. Call put ratio 1 call to 1 put as share price down 2.4%.

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 39; compared to its 52-week range of 23 to 64 into expected release of quarter results before the bell on May 1.

eBay (EBAY) 30-day option implied volatility is at 41; compared to its 52-week range of 20 to 53. Call put ratio 1 call to 3.6 puts with a focus on May 2 weekly 66 and May 70 puts.

Option Care Health (OPCH) 30-day option implied volatility is at 54; compared to its 52-week range of 20 to 59 with a focus on 3200 contracts of June 32.50 calls.

Sony (SONY) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 57. Call put ratio 21 calls to 1 put with a focus on 6K contracts of May 26 calls.

Goodyear Tire (GT) 30-day option implied volatility is at 61; compared to its 52-week range of 26 to 80 with a focus on 6400 contracts of May 12 and 11200 contracts of May 13 calls.

Options with decreasing option implied volatility: SWTX HTZ LTBR TSLQ TSLL VRNA VRT DPST ENPH MBLY TECL VKTX
Increasing unusual option volume: OMEX ARRY FFIV PTC WW MUB FOUR SABR ODD CX
Increasing unusual call option volume: ARRY OMEX CNK GXO MAT CX GT THC HITI
Increasing unusual put option volume: SABR BEAM URNM FOUR ZTS MUB BBIO ADMA GH WGS AZUL
Popular stocks with increasing volume: INTC MSTR NIO HOOD SMCI AVGO PFE
Active options: TSLA NVDA SOFI PLTR INTC AAPL GOOGL MSTR AMZN META PLUG AMD NIO HOOD SMCI GOOG AVGO PFE MARA HIMS
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $61, natural gas mixed, gold at $3321