Pre-Market IV Report April 3, 2025

Pre-Market IV Report April 3, 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: NET RBLX SNAP PINS RKT PARA TEAM RDGN SOFI BILL XYZ FSLY EL BITO PYPL SBUX TWLO ETSY ALGN LLY SHOP ABR BKNG UPS MGM QCOM AMZN AMGN GLW MNST MSFT MO MA ADP

Stocks expected to have increasing option volume: SPY QQQ RH LW CAG AYI

Option IV retailers amid Trump Tariffs

Walmart (WMT) 30-day option implied volatility is at 24; compared to its 52-week range of 13 to 33. Call put ratio 1.9 calls to 1 put amid Trump tariffs.

Target (TGT) 30-day option implied volatility is at 32; compared to its 52-week range of 19 to 52. Call put ratio 3.3 calls to 1 put amid Trump tariffs.

Dollar Tree (DLTR) 30-day option implied volatility is at 42; compared to its 52-week range of 23 to 88. Call put ratio 1.4 calls to 1 put amid Trump tariffs.

Nike (NKE) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 53. Call put ratio 1.5 calls to 1 put amid Trump tariffs.

Country ETF option implied volatility amid Trump Tariffs

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 26; compared to its 52-week range of 21 to 36. Call put ratio 1 call to 1.2 puts amid Trump tariffs.

Vanguard Ftse Europe Etf (VGK) 30-day option implied volatility is at 20; compared to its 52-week range of 11 to 52. Call put ratio 1 call to 10.7 puts amid Trump tariffs.

Ishares Msci Emerging Markets Etf (EEM) 30-day option implied volatility is at 17; compared to its 52-week range of 12 to 26. Call put ratio 1 call to 1.8 puts amid Trump tariffs.

Ishares Msci Chile Capped Etf (ECH) 30-day option implied volatility is at 18; compared to its 52-week range of 15 to 42 amid Trump tariffs.

Ishares Msci South Korea Capped Etf (EWY) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 66. Call put ratio 1 call to 3.3 puts amid Trump tariffs.

Ishares Msci Hong Kong Etf (EWH) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 72. Call put ratio 1 call to 1 put amid Trump tariffs.

Ishares Msci India Etf (INDA) 30-day option implied volatility is at 16; compared to its 52-week range of 12 to 44. Call put ratio 8.3 calls to 1 put amid Trump tariffs.

Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 20; compared to its 52-week range of 13 to 37. Call put ratio 1 call to 1.1 puts amid Trump tariffs.

iShares MSCI Turkey ETF (TUR) 30-day option implied volatility is at 37; compared to its 52-week range of 19 to 44. Call put ratio 1 call to 23 put amid Trump tariffs.

Ishares Msci Italy Capped Etf (EWI) 30-day option implied volatility is at 24; compared to its 52-week range of 13 to 32 amid Trump tariffs.

Ishares Msci Mexico Capped Etf (EWW) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 50. Call put ratio 1.6 calls to 1 put amid Trump tariffs.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 62. Call put ratio 1 call to 3.4 put amid Trump tariffs.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 22; compared to its 52-week range of 14 to 84. Call put ratio 2.3 calls to 1 put amid Trump tariffs.

Ishares Msci France Etf (EWQ) 30-day option implied volatility is at 23; compared to its 52-week range of 13 to 34. Call put ratio 25 calls to 1 put amid Trump tariffs.

iShares MSCI Spain Capped ETF (EWP) 30-day option implied volatility is at 21; compared to its 52-week range of 14 to 35. Call put ratio 1 call to 25 puts amid Trump tariffs.

Ishares Msci Germany Etf (EWG) 30-day option implied volatility is at 25; compared to its 52-week range of 13 to 29. Call put ratio 1 call to 2.1 puts amid Trump tariffs.

Movers

Petco Health and Wellness (WOOF) 30-day option implied volatility is at 67; compared to its 52-week range of 67 to 173. Call put ratio 7.7 calls to 1 put with a focus on 1300 contracts of April 3.5 calls and 1300 contracts of April 4 calls.

Mr. Cooper Group (COOP) 30-day option implied volatility is at 53; compared to its 52-week range of 21 to 147. Call put ratio 2.6 calls to 1 put with a focus on December 120 calls after the company agreed to be acquired by Rocket Companies (RKT).

Rocket Companies (RKT) 30-day option implied volatility is at 72; compared to its 52-week range of 43 to 77. Call put ratio 2.4 calls to 1 put with a focus on 14,500 contracts of March 15 calls.

Edgewise Therapeutics Inc. (EWTX) 30-day option implied volatility is at 97; compared to its 52-week range of 55 to 227. Call put ratio 1 call to 5.9 puts with a focus on April 20, April 21, April 22 and May 15 puts as share price down 21%.

Rivian Automotive (RIVN) 30-day option implied volatility is at 66; compared to its 52-week range of 57 to 106. Call put ratio 2.9 calls to 1 put with a focus on 10K contracts of May 14 calls.

Edison Int’l (EIX) 30-day option implied volatility is at 33; compared to its 52-week range of 15 to 83. Call put ratio 19 calls to 1 put with a focus on the simultaneous purchase of 7200 contracts of April 57.50 calls for 60c and a sale of 1,500 contracts of April 62.50 calls for $2.90.

IFF (IFF) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 67 with a focus on 5200 contracts of May 90 calls.

Scotts Miracle-Gro (SMG) 30-day option implied volatility is at 52; compared to its 52-week range of 30 to 59. Call put ratio 8.6 calls to 1 put with a focus on 4800 contracts of June 62.50 calls.

Options with decreasing option implied volatility: LULU WBA
Increasing unusual option volume: EWTX SLM HUYA IFF OLLI SMG GLBE EU VGK EC CAH
Increasing unusual call option volume: SLM OLLI PVH EC GXO GLBE SMG EU XRT JETS RKT
Increasing unusual put option volume: RKT CAH GT BXP IQ SRPT FI SWK FLG TBT WMB
Popular stocks with increasing volume: MSTR X AVGO AMD HOOD F INTC BABA SMCI RIVN GME SOFI
Active options: TSLA NVDA AMZN PLTR AAPL META MSTR X AVGO AMD HOOD F INTC MARA BABA SMCI GOOGL RIVN GME SOFI
Global S&P Futures down 2.3% in premarket, Nikkei down 2.5%, DAX down 1%, WTI Crude oil recently at $69, natural gas mixed, gold at $3150