Pre-Market IV Report April 9, 2025

Pre-Market IV Report April 9, 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 YINN NFE DPST UPRO LABU CWEB TSLZ TNA UPST TSLL PTON APP AFRM ZI VFC WB SMST W SDS ALB NVDL TTD ALAB CONL LYFT NVDX GAP APA KSS DVN VAL M SMMT MRVL DD CPRI KKR INOD U MCHP VSCO OXY FIVE FUTU BBY BILL ENVX AA SWK HPQ COHR SOC FL LYB PII MAT HOG USO LULU AA ADM CSIQ DECK DLTR RCUS XLY FTNT XHB KKR RPD SWK ACLS STLA CAVA A KWEB OIH STM TXN KTOS LOW OI LRCX

Stocks expected to have increasing option volume: AAPL NVDA TSLA AMZN MSFT STZ BTU DAL AAL LUV UAL ALGT JBLU JPM WFC C GS MS BAC USB PFE

Option IV increases as China has set its currency at its weakest since 2007

Apple (AAPL) 30-day option implied volatility is at 65; compared to its 52-week range of 16 to 65. Call put ratio 1 call to 1.1 puts amid sharp sell off.

Alibaba (BABA) 30-day option implied volatility is at 73; compared to its 52-week range of 27 to 73. Call put ratio 1.2 calls to 1 put amid China currency movement.

JD.com (JD) 30-day option implied volatility is at 77; compared to its 52-week range of 34 to 80. Call put ratio 1.7 calls to 1 put.

Pinduoduo (PDD) 30-day option implied volatility is at 74; compared to its 52-week range of 31 to 74. Call put ratio 1 call to 1.4 puts amid China currency movement.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 23; compared to its 52-week range of 11 to 23. Call put ratio 1.4 calls to 1 put on active option volume of 1M contracts.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 44; compared to its 52-week range of 21 to 44. Call put ratio 1 call to 1.1 puts.

NVIDIA (NVDA) 30-day option implied volatility is at 75; compared to its 52-week range of 34 to 89. Call put ratio 1.2 calls to 1 put amid wide price movement.

Microsoft (MSFT) 30-day option implied volatility is at 50; compared to its 52-week range of 16 to 50. Call put ratio 1.3 calls to 1 put amid price movement.

Amazon (AMZN) 30-day option implied volatility is at 64; compared to its 52-week range of 22 to 64. Call put ratio 1.6 calls to 1 put.

Meta Platforms (META) 30-day option implied volatility is at 68; compared to its 52-week range of 25 to 68. Call put ratio 1.1 calls to 1 put.

Alphabet (GOOG) 30-day option implied volatility is at 57; compared to its 52-week range of 21 to 56. Call put ratio 1.5 calls to 1 put.

Broadcom (AVGO) 30-day option implied volatility is at 74; compared to its 52-week range of 34 to 74. Call put ratio 1.3 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 105; compared to its 52-week range of 40 to 105. Call put ratio 1 call to 1 put amid wide price movement.

Netflix (NFLX) 30-day option implied volatility is at 71; compared to its 52-week range of 21 to 71. Call put ratio 1 call to 1 put.

AMD (AMD) 30-day option implied volatility is at 87; compared to its 52-week range of 35 to 87. Call put ratio 1 call to 1 put amid wide price movement.

Strategy (MSTR) 30-day option implied volatility is at 119; compared to its 52-week range of 70 to 220. Call put ratio 1 call to 1.2 put as Bitcoin trades $78K.

Coinbase (COIN) 30-day option implied volatility is at 100; compared to its 52-week range of 60 to 100. Call put ratio 1.2 calls to 1 put as Bitcoin trades below $78K.

Movers

Wells Fargo (WFC) 30-day option implied volatility is at 65; compared to its 52-week range of 19 to 61. Call put ratio 1 call to 1.2 puts as share price down 1.6% into quarter results.

Ross Stores (ROST) 30-day option implied volatility is at 45; compared to its 52-week range of 15 to 45. Call put ratio 1.1 calls to 1 put as share price down 1.8%.

RPM International (RPM) 30-day option implied volatility is at 48; compared to its 52-week range of 14 to 99. Call put ratio 1 call to 1.9 puts as share price down 9.6%.

Alcoa (AA) 30-day option implied volatility is at 100; compared to its 52-week range of 41 to 91. Call put ratio 1.1 calls to 1 put as share price down 9.8%.

Freeport-McMoran (FCX) 30-day option implied volatility is at 83; compared to its 52-week range of 32 to 83. Call put ratio 1.1 calls to 1 put.

Middleby Corp (MIDD) 30-day option implied volatility is at 57; compared to its 52-week range of 21 to 60 with a focus on 1K contracts of September 125 puts.

Coursera Inc. (COUR) 30-day option implied volatility is at 71; compared to its 52-week range of 28 to 104 with a focus on 3800 contracts of January 7 calls as share price down 1.8%.

Alliance Resource Partners (ARLP) 30-day option implied volatility is at 48; compared to its 52-week range of 15 to 69. Call put ratio 7.2 calls to 1 with a focus on May and September 30 calls as share price up 4.8%.

Humana (HUM) 30-day option implied volatility is at 78; compared to its 52-week range of 24 to 95. Call put ratio 2.3 calls to 1 put as share price up 9.8%.

Straddle prices into quarter results

JPMorgan (JPM) April 11 weekly 215 straddle priced for movement of 7% into the expected release of quarter results before the bell on April 11.

Wells Fargo (WFC) April 11 weekly 62 straddle priced for movement of 7% into the expected release of quarter results before the bell on April 11.

BlackRock (BLK) April 11 weekly 815 straddle priced for movement of 7% into the expected release of quarter results before the bell on April 11.

BNY Mellon (BK) April 11 weekly 73 straddle priced for movement of 11% into the expected release of quarter results before the bell on April 11.

Options with decreasing option implied volatility:
Increasing unusual option volume: PFF TBCH ICLN TAL VIST LEVI ADT TALK HBI XLB
Increasing unusual call option volume: HBI TBCH AMBC LEVI XLB TAL JETS EWY COUR NEXT
Increasing unusual put option volume: IAU ARRY NN LEVI GPN NWL COR AR XLB GGAL TXRH
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 lower in premarket, Nikkei down 4%, DAX down 2.9%, WTI Crude oil recently at $57.27, natural gas mixed, gold at $3060