Pre-Market IV Report February 12, 2025

Pre-Market IV Report February 12, 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: CAPR BBAI ASAN ZIM EH S DG ADBE TKO DKS ORCL HIMX PGY CMCO ACHR TSLT AUR MCY SWTX PSFE ZIM HE SAGE NTGR TKO SUI TRIN TSLY PARA JNPR

Stocks expected to have increasing option volume: GILD LYFT Z SMCI UPST CAR CSCO APP HOOD CME WMB TTD EXC KHC VTR BIIB MGM BROS RDDT AMAT DE PANW PCG TWLO DKNG USFD GDDY BAX ROKU SN TAP WYNN OKLO CROX YETI HBI YELP MRNA DASH EW Z FRSH ST IAC CVS QSR PCG THC AIG IAC EW ANGI SWTX

Straddle prices into quarter results and CPI

AppLovin (APP) February 14 weekly 375 straddle priced for movement of 20% into the expected release of quarter results today after the bell on February 12. Call put ratio 1.3 calls to 1 put.

Robinhood (HOOD) February 14 weekly 53 straddle priced for movement of 13% into the expected release of quarter results today after the bell. Call put ratio 2.1 calls to 1 put with a focus on February 14 weekly calls.

Applied Materials (AMAT) February 14 weekly 182.50 straddle priced for movement of 6.5% into the expected release of quarter results after the bell on February 13.

Deere (DE) February 14 weekly 475 straddle priced for movement of 4% into the expected release of quarter results before the bell on February 13. Call put ratio 1.7 calls to 1 put with a focus on February 150, 160 and 180 calls.

Palo Alto (PANW) February 14 weekly 195 straddle priced for movement of 8% into the expected release of quarter results after the bell on February 13.

PG&E (PCG) February 14 weekly straddle 16 priced for movement of 6% into the expected release of quarter results before the bell on February 13.

GE HealthCare (GEHC) February 14 weekly 87 straddle priced for movement of 7% into the expected release of quarter results before the bell on February 13.

Twilio (TWLO) February 14 weekly 143 straddle priced for movement of 12% into the expected release of quarter results after the bell on February 13.

DraftKings (DKNG) February 14 weekly 43.5 straddle priced for movement of 9% into the expected release of quarter results after the bell on February 13. Call put ratio 6 calls to 1 put with a focus on June 50 calls.

US Foods (USFD) February 14 weekly 70 straddle priced for movement of 6.5% into the expected release of quarter results before the bell on February 13 with a focus on April 72.50 calls.

GoDaddy (GDDY) February 14 weekly 205 straddle priced for movement of 7.5% into the expected release of quarter results before the bell on February 13. Call put ratio 3.4 calls to 1 put with a focus on February 220 calls.

Baxter (BAX) February 14 weekly 31 straddle priced for movement of 3% into the expected release of quarter results before the bell on February 13. With a focus on March 32.50 calls.

Roku (ROKU) February 14 weekly 83 straddle priced for movement of 14% into the expected release of quarter results after the bell on February 13.

SharkNinja (SN) February 14 weekly 110 straddle priced for movement of 14% into the expected release of quarter results before the bell on February 13. Call put ratio 3.3 calls to 1 put with a focus on February 120 and 140 calls.

Wynn Resorts (WYNN) February 14 weekly 77 straddle priced for movement of 6% into the expected release of quarter results after the bell on February 13.

Oklo (OKLO) February 14 weekly 50 straddle priced for movement of 10% into the expected release of quarter results on February 13.

Crocs (CROX) February 14 weekly 89 straddle priced for movement of 12% into the expected release of quarter results before the bell on February 13.

Movers

Ecolab (ECL) 30-day option implied volatility is at 17; compared to its 52-week range of 11 to 55. Call put ratio 2.8 calls to 1 put with a focus on February 280 calls as share price up 6.4%.

Lattice Semiconductor (LSCC) 30-day option implied volatility is at 46; compared to its 52-week range of 35 to 94. Call put ratio 3 calls to 1 put with a focus on February 60, 65 and 70 calls.

Trupanion (TRUP) 30-day option implied volatility is at 84; compared to its 52-week range of 56 to 132 with a focus on 2400 contracts of February 40 calls.

FIS (FIS) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 42. Call put ratio 1.3 calls to 1 put on 26K contracts compared to its 90-day average of 1300 contracts.

Cellebrite DI Ltd. (CLBT) 30-day option implied volatility is at 74; compared to its 52-week range of 29 to 81. Call put ratio 1 call to 7.6 puts with a focus on February 22.50 puts.

Five Below (FIVE) 30-day option implied volatility is at 61; compared to its 52-week range of 25 to 97 with a focus on a spreader of May 105 and 120 calls as share price down 3%.

Genuine Parts (GPC) 30-day option implied volatility is at 40; compared to its 52-week range of 14 to 39 with a focus on 2K contracts of February 125 puts.

Transalta Corp. (TAC) 30-day option implied volatility is at 53; compared to its 52-week range of 22 to 67 with a focus on 3100 contracts of September 13 calls.

Options with decreasing option implied volatility: SNAP DOCS MNDY BILL PINS AMDL OSCR PTON CRNC SHOP SYM MPWR AFRM FTNT RBLX ALAB GSAT ELF
Increasing unusual option volume: SLQT TKO AMKR APPN ARVN FIS CBRE EDU SWTX FTRE
Increasing unusual call option volume: SLQT FIS MAR OMF FLNC ABSI CENX ARVN KNX ITUB SWTX TEM
Increasing unusual put option volume: AMKR TKO PACB CFLT TAP NXE KC EQNR GDS FLNC
Popular stocks with increasing volume: INTC PLTR SMCI BABA MSTR SHOP KO LYFT
Active options: TSLA NVDA AAPL INTC PLTR SMCI BABA AMD MSTR META SHOP AMZN GOOGL KO MSFT TEM ACHR LYFT BBAI AMC
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $72.40, natural gas down 1%, gold at $2915