Pre-Market IV Report February 13, 2025

Pre-Market IV Report February 13, 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: EH CAPR ASAN GRAB S DG ONON ADBE TKO DKS ORCL ULTA SPIR GRAB LUCK GSAT OGN FSLY TIGR BB ONON THRY MSTY ALC ACAD

Stocks expected to have increasing option volume: AAP AMAT DE AAP PANW META WYNN CSCO FSLY EQIX TTD HOOD HUBS RDDT PAYC MGM PCG MRNA ZTS DDOG GEHC CYBR TRU ZBRA USFD H TAP YETI WEN ATUS ALB WND

Meta Platforms (META) option implied volatility low as share price up for 18-days

Meta Platforms (META) 30-day option implied volatility is at 28; compared to its 52-week range of 25 to 53 as share price trends higher.

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 at $2,944.

Straddle prices into quarter results

Applied Materials (AMAT) February 14 weekly 180 straddle priced for movement of 6.5% into the expected release of quarter results today after the bell.

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

Twilio (TWLO) February 14 weekly 145 straddle priced for movement of 10% into the expected release of quarter results today after the bell.

DraftKings (DKNG) February 14 weekly 45.5 straddle priced for movement of 9% into the expected release of quarter results today after the bell. Call put ratio 4.2 calls to 1 put.

Roku (ROKU) February 14 weekly 85 straddle priced for movement of 16% into the expected release of quarter results today after the bell.

Wynn Resorts (WYNN) February 14 weekly 78 straddle priced for movement of 6.5% into the expected release of quarter results after the bell on February 13.

Moderna (MRNA) February 14 weekly 30.50 straddle priced for movement of 10.5% into the expected release of quarter results before the bell on February 14.

Global Payments (GPN) 30-day option implied volatility is at 44; compared to its 52-week range of 20 to 70. Call put ratio 1.8 calls to 1 put on active volume of February 110 calls, February 125 calls and February 95 puts.

KE Holdings Inc. (BEKE) 30-day option implied volatility is at 66; compared to its 52-week range of 33 to 99 with a focus on 58K contracts of September 22 calls.

Spdr Euro Stoxx 50 Etf (FEZ) 30-day option implied volatility is at 17; compared to its 52-week range of 12 to 36 with a focus on February 52 calls and May 47 puts.

REV Group, Inc. (REVG) 30-day option implied volatility is at 55; compared to its 52-week range of 30 to 93 with a focus on 1700 contracts of March 30 puts.

Options with decreasing option implied volatility: DOCS MSTZ SYM CFLT PTON CRNC BILL UPST MNDY PINS
Increasing unusual option volume: NVT ACAD VNET XRAY CBRE ANAB SWTX FEZ
Increasing unusual call option volume: VLY NVT EIX VNET GT GRAB SWTX GPN
Increasing unusual put option volume: FLR FEZ ANAB CSGP GRAB TAP CF GPN
Popular stocks with increasing volume: SMCI INTC PLTR BABA HOOD LYFT UBER MSTR CVS
Active options: TSLA NVDA SMCI INTC AAPL PLTR BABA AMZN HOOD GRAB UPST META AMD LYFT GOOGL UBER MSTR MSFT BBAI CVS
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX up 1%, WTI Crude oil recently at $70, natural gas up 3%, gold at $2944