Pre-Market IV Report February 11, 2025

Pre-Market IV Report February 11, 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: BBAI MNMD CAPR ASTS BKSY EH EDR IOT S DG ADBE IRBT ARVN VNET DAO ASAN GME REAL QURE OPFI SSSS IM S MIR FRPT ADBE CONY HNST

Stocks expected to have increasing option volume: PSX KO SHOP MAR HUM GFS AN VRTX LSCC AMKR ACLS COTY LZ VNO

Stocks expected to have increasing option volume: KO SHOP MAR HUM GFS AN VRTX LSCC AMKR ACLS COTY LZ VNO

Gold has hit an all-time high: above $2,900 for the first time as silver and copper bid into Jerome Powell testimony

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 32; compared to its 52-week range of 28 to 40 as gold has hit an all-time high: above $2,900.

iShares Gold Trust (IAU) 30-day option implied volatility is at 17; compared to its 52-week range of 10 to 23. Call put ratio 9.1 calls to 1 put with focus on March calls.

iShares Silver Trust (SLV) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 40. Call put ratio 2.6 calls to 1 put as share price near 13-year high.

Alcoa (AA) 30-day option implied volatility is at 47; compared to its 52-week range of 41 to 61 on active option volume of 22K contracts amid Trump tariffs.

Freeport-McMoran (FCX) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 48. Call put ratio 2.1 calls to 1 put amid share price near 4-year low.

U.S. Steel (X) 30-day option implied volatility is at 57; compared to its 52-week range of 18 to 116. Call put ratio 2.7 calls to 1 put amid tariff headlines.

Straddle prices into quarter results

Cisco (CSCO) February 14 weekly 63 straddle priced for movement of 5.5% into the expected release of quarter results on February 12. Call put ratio 2.3 calls to 1 put.

AppLovin (APP) February 14 weekly 385 straddle priced for movement of 18.5% into the expected release of quarter results after the bell on February 12. Call put ratio 1.8 calls to 1 put.

Robinhood (HOOD) February 14 weekly 56 straddle priced for movement of 14% into the expected release of quarter results after the bell on February 12.

Movers

Phillips 66 (PSX) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 36. Call put ratio 9.2 calls to 1 put with a focus on a spreader of March 120 and 125 calls into activist Elliott takes stake, reports WSJ.

Semtech (SMTC) 30-day option implied volatility is at 75; compared to its 52-week range of 47 to 123 on 19K option contracts compared to 90-day average of 942 contracts.

Mirion Technologies (MIR) 30-day option implied volatility is at 64; compared to its 52-week range of 20 to 75. Call put ratio 1 call to 5.2 puts with a focus on February 15 puts.

ASE Industrial Holding (ASX) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 55 with a focus on 1500 February 10 calls.

HanesBrands (HBI) 30-day option implied volatility is at 60; compared to its 52-week range of 37 to 90 amid a spreader of February 7 and 8 calls.

nVent Electric (NVT) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 80 with a focus on 9500 contracts of March 60 puts.

Options with decreasing option implied volatility: SNAP DOCS AMDL BILL SYM MNDY PINS CRNC NVDL
Increasing unusual option volume: SWTX AIOT BTE NVT VNET YMM CENX
Increasing unusual call option volume: AOIT UUP BTE SWTX YMM CENX VNET PSFE
Increasing unusual put option volume: KC ZI XME GH MNDY AMLP SKX MANU
Popular stocks with increasing volume: SMCI PLTR BABA UBER INTC GME CLF ASTS AVGO SOFI
Active options: NVDA TSLA SMCI PLTR AMD BABA AMZN UBER AAPL INTC META GOOGL BBAI GME CLF ASTS MSFT AVGO SOFI
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $73, natural gas up 1%, gold at $2931