Pre-Market IV Report April 4, 2025

Pre-Market IV Report April 4, 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: W RBLX CPRI NET SOFI DPST SNAP CVNA ENVX PINS TNA BILL VFC TWLO LMND TEAM FSLY SHOP TECL HOOD RDFN NFLX DELL CLF PYPL KSS ZI HPQ MSTY SPOT UPS ASPN INTC RKT LYFT SBUX MRNA UPST ON EL ROKU DKNG DECK CROX STX NXPI WBD APA GAP FLG RCL SYF NKE ILMN MRVL ABR KKR AMD SWKS
Stocks expected to have increasing option volume: SPY QQQ RUT APP

Option IV amid tariff headlines and into March employment report

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 26; compared to its 52-week range of 10 to 29. Call put ratio 1 call to 1.5 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 31; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 1.2 puts.

Russell 2000 Index (RUT) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 37. Call put ratio 1 call to 1.8 puts.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 56; compared to its 52-week range of 27 to 59. Call put ratio 1 calls to 1.6 puts.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 33; compared to its 52-week range of 28 to 40. Call put ratio 1.7 calls to 1 put as gold trades $3112.

United States Oil Fund (USO) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 51. Call put ratio 1 call to 1.8 puts as WTI crude trades $64.80.

Proshares Ultra Dj-ubs Crude Oil (UCO) 30-day option implied volatility is at 52; compared to its 52-week range of 35 to 83. Call put ratio 2.6 calls to 1 put as WTI crude trades $64.80.

Movers

AppLovin (APP) 30-day option implied volatility is at 104; compared to its 52-week range of 38 to 104. Call put ratio 1 call to 1.2 puts into confirms intent to buy TikTok.

TJX Cos. (TJX) 30-day option implied volatility is at 25; compared to its 52-week range of 14 to 33. Call put ratio 1.2 calls to 1 put with focus on April calls.

Goodyear Tire (GT) 30-day option implied volatility is at 63; compared to its 52-week range of 26 to 80. Call put ratio 10.2 calls to 1 put on 43K contracts.

Parker-Hannifin (PH) 30-day option implied volatility is at 44; compared to its 52-week range of 15 to 48. Call put ratio 1 call to 4.5 puts.

RH (RH) 30-day option implied volatility is at 91; compared to its 52-week range of 36 to 100. Call put ratio 1 call to 1.1 puts.

Tronox (TROX) 30-day option implied volatility is at 67; compared to its 52-week range of 28 to 67. Call put ratio 16.3 calls to 1 put with a focus on December 8 and 10 calls.

RxSight (RXST) 30-day option implied volatility is at 90; compared to its 52-week range of 42 to 171. Call put ratio 1 call to 40 puts with a focus on September 15 puts.

Arcus Biosciences (RCUS) 30-day option implied volatility is at 83; compared to its 52-week range of 42 to 143. Call put ratio 78 calls to 1 put with a focus on December 10 calls.

Ferrari N.V (RACE) 30-day option implied volatility is at 37; compared to its 52-week range of 19 to 37. Call put ratio 1 calls to 17.3 puts with a focus on May and June 370 puts.

Cboe Global Markets (CBOE) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 29. Call put ratio 1.7 calls to 1 put.

Straddle prices into quarter results

Levi Strauss (LEVI) April 14 straddle priced for movement of 15% into the expected release of quarter results after the bell on April 7.

Options with decreasing option implied volatility: LW GME
Increasing unusual option volume: SN HUYA SNDK UAA TRMB SMG DBI GEL ICLN KBE ALDX CNK FL RH GT SONO IJH RACE
Increasing unusual call option volume: SMG ICLN GT CNK SONO RH SN KBE ALDX VSCO KROS
Increasing unusual put option volume: UAA SN FL SABR PR KBE CAH JEPQ RACE SRPT SWK RH LOGI NE ESTC GES SKX TAN
Popular stocks with increasing volume: PLTR NKE HOOD LCID MU BAC INTC MSTR BABA AVGO SOFI
Active options: NVDA TSLA AAPL AMZN META PLTR NKE HOOD LCID AMD MU BAC INTC MSTR GOOGL BABA AVGO MSFT SOFI
Global S&P Futures down lower in premarket, Nikkei down 2.5%, DAX down 2%, WTI Crude oil recently at $64.60, natural gas down 1.2%, gold at $3112