Pre-Market IV Report April 8, 2025

Pre-Market IV Report April 8, 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 NFE DPST FAS CWEB PTON AFRM CPRI APP NEXT TTD NVDL W TNA GAP FUTU RKLB ALAB EL SMR CVNA CFLT MU

Stocks expected to have increasing option volume: SPY QQQ RUT IWM ARKK NVDA TSLA GOOG AMZN AVGO MRVL GME LEVI X

Tech leaders option IV at high end of range amid Treasury’s sell off

Apple (AAPL) 30-day option implied volatility is at 58; compared to its 52-week range of 16 to 58. Call put ratio 1.1 calls to 1 put amid wide price movement.

NVIDIA (NVDA) 30-day option implied volatility is at 73; compared to its 52-week range of 34 to 89. Call put ratio 1.4 calls to 1 put amid wide price movement.

Microsoft (MSFT) 30-day option implied volatility is at 45; compared to its 52-week range of 16 to 45. Call put ratio 1.6 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 1.6 calls to 1 put.

Meta Platforms (META) 30-day option implied volatility is at 67; compared to its 52-week range of 25 to 67. Call put ratio 1.3 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 72; compared to its 52-week range of 34 to 72. Call put ratio 1.2 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 98; compared to its 52-week range of 40 to 98. Call put ratio 1 call to 1 put.

Netflix (NFLX) 30-day option implied volatility is at 67; compared to its 52-week range of 21 to 68. Call put ratio 1 call to 1 put.

AMD (AMD) 30-day option implied volatility is at 80; compared to its 52-week range of 35 to 80. Call put ratio 1 call to 1 put.

Strategy (MSTR) 30-day option implied volatility is at 106; compared to its 52-week range of 70 to 220. Call put ratio 1.4 calls to 1 put as Bitcoin trades $79K.

Straddle prices into quarter results

Cal-Maine Foods (CALM) April 95 straddle priced for movement of 11% into the expected release of quarter results today after the bell on April 8.

Constellation Brands (STZ) April 11 weekly 172.50 straddle priced for movement of 11% into the expected release of quarter results after the bell on April 9.

Delta Air Lines (DAL) April 11 weekly 37.50 straddle priced for movement of 13% into the expected release of quarter results before the bell on April 9.

Movers

Dollar Tree (DLTR) 30-day option implied volatility is at 63; compared to its 52-week range of 24 to 88. Call put ratio 1 call to 1.1 puts as share price up 8.2%.

Five Below (FIVE) 30-day option implied volatility is at 105; compared to its 52-week range of 28 to 97. Call put ratio 1 call to 1 put as share price up 7.3%.

Alamos Gold (AGI) 30-day option implied volatility is at 55; compared to its 52-week range of 30 to 83. Call put ratio 6 calls to 1 put with a focus on April 25 and 26 calls.

Starbucks (SBUX) 30-day option implied volatility is at 62; compared to its 52-week range of 19 to 59. Call put ratio 1 call to 1 put as share price down 3.3%.

PACCAR (PCAR) 30-day option implied volatility is at 52; compared to its 52-week range of 18 to 68. Call put ratio 1 call to 3.18 puts with a focus on April 85 puts as share price down 3.2%.

Franklin BSP Realty Trust, Inc. (FBRT) 30-day option implied volatility is at 42; compared to its 52-week range of 17 to 73 with a focus on September 1K contracts of September 13 calls.

Eldorado Gold (EGO) 30-day option implied volatility is at 60; compared to its 52-week range of 34 to 84. Call put ratio 1 call to 5.5 puts with a focus on May 16 and July 11 puts.

NOV Inc (NOV) 30-day option implied volatility is at 67; compared to its 52-week range of 25 to 77 with a spreader of 10K contracts of May 16 and Augst 16 calls.

Evercore (EVR) 30-day option implied volatility is at 82; compared to its 52-week range of 20 to 75. Call put ratio 1 call to 3.8 puts with a focus on 1500 contracts of April 130 puts.

Options with decreasing option implied volatility: LW
Increasing unusual option volume: TER SEI NOV SLM LEVI WWW ZTO LSPD FEZ
Increasing unusual call option volume: LSPD PRMB FEZ EDU LEVI HNRG ZTS GPN
Increasing unusual put option volume: SLM CAH LEVI PAYX GGAL EGO GLNG
Popular stocks with increasing volume: PLTR BABA MSTR INTC PFE SOFI BAC AVGO GME HOOD SMCI MU
Active options: NVDA TSLA AAPL AMZN PLTR AMD BABA MSTR GOOGL META INTC PFE SOFI BAC MSFT AVGO GME HOOD SMCI MU
Global S&P Futures up in premarket, Nikkei up 6%, DAX up 1.4%, WTI Crude oil recently at $60.70, natural gas mixed, gold at $3011