Pre-Market IV Report April 30, 2025

Pre-Market IV Report April 30, 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: OKTA BHF BLCO VKTX LFMD HIMS OS ASAN HPK ABR LQDA VPG WU AMCR USO

Stocks expected to have increasing option volume: SMCI NVDA DELL HPE QCOM MU AMD INTC V SBUX BKNG MFLZ STX SNAP FSLR TENB CAT ADP YUM HUM GEHC WDC NCLH WING ETSY GLW LLY AAPL META AMZN VTR STLA QCOM CWH RDDT W QRVO CZR SMCI NVDA DELL FICO

Straddle prices into quarter results

Microsoft (MSFT) May 2 weekly 395 straddle priced for movement of 4.5% into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

Meta (META) May 2 weekly 550 straddle priced for movement of 7.5% into the expected release of quarter results today after the bell. Call put ratio 2.1 calls to 1 put with a focus on May calls.

Apple (AAPL) May 2 weekly 210 straddle priced for movement of 4.5% into the expected release of quarter results after the bell on May 1.

Amazon (AMZN) May 2 weekly 187.50 straddle priced for movement of 7.5% into the expected release of quarter results after the bell on May 1.

Eli Lilly (LLY) May 2 weekly 885 straddle priced for movement of 5.5% into the expected release of quarter results before the bell on May 1.

Mastercard (MA) May 2 weekly 540 straddle priced for movement of 4% into the expected release of quarter results before the bell on May 1.

McDonald’s (MCD) May 2 weekly 315 straddle priced for movement of 3.5% into the expected release of quarter results before the bell on May 1.

CVS Health (CVS) May 2 weekly 65 straddle priced for movement of 7.5% into the expected release of quarter results before the bell on May 1.

Airbnb (ABNB) May 2 weekly 125 straddle priced for movement of 8.5% into the expected release of quarter results after the bell on May 1.

Movers

Super Micro Computer (SMCI) 30-day option implied volatility is at 93; compared to its 52-week range of 60 to 217. Call put ratio 2.2 calls to 1 put with focus on May 2 weekly calls.

Hims & Hers Health, Inc. (HIMS) 30-day option implied volatility is at 130; compared to its 52-week range of 47 to 145. Call put ratio 1.8 calls to 1 put on 406K contracts as share price up 24%.

Crane Company (CR) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 81. Call put ratio 18 calls to 1 put with a focus on May 160 calls as share price up 4.9%.

Kinder Morgan (KMI) 30-day option implied volatility is at 28; compared to its 52-week range of 11 to 50. Call put ratio 71 calls to 1 put on 99K contracts with a focus on May 27, May 29 and June 20 calls.

Spotify (SPOT) 30-day option implied volatility is at 44; compared to its 52-week range of 28 to 84. Call put ratio 1 call to 1 put on 90K contracts.

PACCAR (PCAR) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 68. Call put ratio 1 call to 3.8 puts with a focus on 1500 contracts of May 80 puts.

NXP Semiconductors (NXPI) 30-day option implied volatility is at 41; compared to its 52-week range of 25 to 82. Call put ratio 1.5 calls to 1 put as share price down 6.5%.

Zillow (Z) 30-day option implied volatility is at 61; compared to its 52-week range of 35 to 87. Call put ratio 15 calls to 1 put with a focus on May 2 weekly 69 and 70 calls as share price up 2%.

Vishay Precision Group (VPG) 30-day option implied volatility is at 78; compared to its 52-week range of 29 to 101. Call put ratio 12.2 calls to 1 put with a focus on 2800 contracts of December 30 calls as share price up 18%.

HSBC Holdings (HSBC) 30-day option implied volatility is at 24; compared to its 52-week range of 15 to 55. Call put ratio 1.7 calls to 1 put on active options volume of 8700 contracts as share price up 2.4%.

Options with decreasing option implied volatility: SWTX HTZ LTBR VRNA TSLL SMMT ENPH TAL DPST
Increasing unusual option volume: AMCR WW OMEX CYH LEG DAN CVI LFMD XLB NEO WNS
Increasing unusual call option volume: WW AMCR OMEX BHF XLB ATI LFMD NEO AVTR
Increasing unusual put option volume: SLG WU SABR XLB WGS WW URNM TER MAT
Popular stocks with increasing volume: SOFI SNAP PLTR MSTR PFE F INTC AMD PYPL HOOD WOLF SMCI
Active options: TSLA NVDA SOFI SNAP PLTR HIMS AAPL AMZN MSTR PFE F INTC META GOOGL AMD PYPL HOOD MARA WOLF SMCI
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $59.90, natural gas mixed, gold at $3293