Pre-Market IV Report April 7, 2025

Pre-Market IV Report April 7, 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: TECL LABU W FTAI NKE VFC YANG RBLX SHAK INOD UPST RKT PDYN SHOP DELL YINN SOFI TTD SOUN CRDO ZETA APP GAP SMR TEAM RH NNE AR U CVE LUNR DD SOC ROKU TRIP DVN LYFT PSX RBRK CLS DDOG WDC SNAP STX LYFT DVN

Stocks expected to have increasing option volume: SPY QQQ RUT IWM ARKK NVDA TSLA GOOG AMZN

Option IV as the selloff intensified at the Asia opening: Chinese yuan weakens, US stock futures point to a further 5% decline

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 38; compared to its 52-week range of 10 to 38. Call put ratio 1 call to 1.6 puts as share price down.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 43; compared to its 52-week range of 14 to 43. Call put ratio 1 call to 1.1 puts.

Russell 2000 Index (RUT) 30-day option implied volatility is at 42; compared to its 52-week range of 16 to 42. Call put ratio 1 call to 1.9 puts as share price down.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 74; compared to its 52-week range of 27 to 74. Call put ratio 2.5 calls to 1 put amid wide price movement.

Apple (AAPL) 30-day option implied volatility is at 54; compared to its 52-week range of 16 to 54. Call put ratio 1 call to 1 put amid wide price movement.

NVIDIA (NVDA) 30-day option implied volatility is at 70; compared to its 52-week range of 34 to 89. Call put ratio 1.3 calls to 1 put amid wide price movement.

Microsoft (MSFT) 30-day option implied volatility is at 30; compared to its 52-week range of 16 to 35. Call put ratio 1.25 calls to 1 put amid price movement.

Amazon (AMZN) 30-day option implied volatility is at 60; compared to its 52-week range of 22 to 60. Call put ratio 1.4 calls to 1 put.

Meta Platforms (META) 30-day option implied volatility is at 57; compared to its 52-week range of 25 to 57. Call put ratio 1.1 calls to 1 put.

Alphabet (GOOG) 30-day option implied volatility is at 55; compared to its 52-week range of 21 to 56. Call put ratio 1.4 calls to 1 put.

Broadcom (AVGO) 30-day option implied volatility is at 70; compared to its 52-week range of 34 to 70. Call put ratio 1.2 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 92; compared to its 52-week range of 40 to 92. Call put ratio 1 call to 1.2 put.

Netflix (NFLX) 30-day option implied volatility is at 68; compared to its 52-week range of 21 to 68. Call put ratio 1.1 calls to 1 put.

AMD (AMD) 30-day option implied volatility is at 7; compared to its 52-week range of 35 to 64. Call put ratio 1.1 calls to 1 put.

Strategy (MSTR) 30-day option implied volatility is at 96; compared to its 52-week range of 70 to 220. Call put ratio 1.4 calls to 1 put as Bitcoin trades below $77K.

Coinbase (COIN) 30-day option implied volatility is at 90; compared to its 52-week range of 60 to 97. Call put ratio 2.7 calls to 1 put as Bitcoin trades below $77K.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 43; compared to its 52-week range of 28 to 43. Call put ratio 1 call to 1 put as gold trades $3048.

United States Oil Fund (USO) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 51. Call put ratio 1 call to 1.4 puts as WTI crude trades $59.70.

Proshares Ultra Dj-ubs Crude Oil (UCO) 30-day option implied volatility is at 68; compared to its 52-week range of 35 to 83. Call put ratio 2.6 calls to 1 put as WTI crude trades $59.70.

Straddle prices into quarter results

Levi Strauss (LEVI) April 14 straddle priced for movement of 16%. Call put ratio 1 call to 1.6 puts into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: LW
Increasing unusual option volume: SNDK IEF DBI GOGL SABR KNX DAN XLI HUYA AM
Increasing unusual call option volume: IEF DBI SNDK SABR GOGL KNX XLI DBRG BAX PVH XLB SN
Increasing unusual put option volume: AM PAA PACB NE CAH IBB TAN IRM WU EQNR NTNX XLI VICI
Popular stocks with increasing volume: PLTR INTC MSTR NKE HOOD BABA MU SMCI BAC SOFI GME AVGO
Active options: NVDA TSLA AAPL AMZN PLTR AMD INTC MSTR META NKE HOOD BABA MU SMCI BAC GOOGL SOFI MSFT GME AVGO
Global S&P Futures lower in premarket, Nikkei down 7.8%, DAX down 6%, WTI Crude oil recently at $59.20, natural gas down 2.9%, gold at $3045