Pre-Market IV Report February 14, 2025

Pre-Market IV Report February 14, 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 HIMS IRBT ASAN PATHS PZZA ONON TKO EDR ADBE DKS ULTA JWN ALIT SMMT HNST U INTC INCY MNKD

Stocks expected to have increasing option volume: BABA JD PDD GME AMAT PANW ABNB COIN DKNG DXCM TWLO ROKU WYNN FROG YELP MRNA GME MSTR

China option IV into China’s President Xi Jinping to chair symposium attended by Jack Ma, Reuters reports

Alibaba (BABA) 30-day option implied volatility is at 58; compared to its 52-week range of 27 to 62. Call put ratio 3.7 calls to 1 put into China’s President Xi Jinping to chair symposium attended by Jack Ma, Reuters reports

Pinduoduo (PDD) 30-day option implied volatility is at 52; compared to its 52-week range of 31 to 77. Call put ratio 2.4 calls to 1 put.

JD.com (JD) 30-day option implied volatility is at 61; compared to its 52-week range of 34 to 80. Call put ratio 2.6 calls to 1 put in share price up before the bell.

Movers

AppLovin (APP) 30-day option implied volatility is at 113; compared to its 52-week range of 38 to 100. 308K contracts trade compared to 90-day average of 31K contracts.

Intel (INTC) 30-day option implied volatility is at 62; compared to its 52-week range of 29 to 77. Call put ratio 3 calls to 1 put with a focus on March 27.50 calls and March 25 puts.

TSMC (TSM) 30-day option implied volatility is at 38; compared to its 52-week range of 31 to 58. Call put ratio 1.5 calls to 1 put with share price down 2.2% amid headlines.

Papa John’s (PZZA) 30-day option implied volatility is at 69; compared to its 52-week range of 28 to 78. 27K contracts trade compared to 1K contracts with a focus on April and July 55 calls.

Ishares Msci India Etf (INDA) 30-day option implied volatility is at 15; compared to its 52-week range of 12 to 44. Call put ratio 1 call to 4.1 puts inti President Donald Trump meets with Indian Prime Minister Narendra Modi.

Proshares Ultra Russell2000 (UWM) 30-day option implied volatility is at 35; compared to its 52-week range of 31 to 84. Call put ratio 2.6 calls to 1 put.

Dutch Bros Inc. (BROS) 30-day option implied volatility is at 46; compared to its 52-week range of 33 to 81. Call put ratio 44K contracts compared to 3K contracts amid sharp rally on quarter results and outlook.

Pure Storage, Inc. (PSTG) 30-day option implied volatility is at 57; compared to its 52-week range of 33 to 105. Call put ratio 1 call to 3.5 puts with a focus on June 50 puts.

Gogo (GOGO) 30-day option implied volatility is at 86; compared to its 52-week range of 41 to 86. Call put ratio 115 calls to 1 put with a focus on March 8, March 9 and May 9 calls.

PBF Energy (PBF) 30-day option implied volatility is at 53; compared to its 52-week range of 34 to 96. Call put ratio 1 call to 2.3 puts with a focus on 5K contracts of January 20 puts.

H World Group (HTHT) 30-day option implied volatility is at 38; compared to its 52-week range of 24 to 84. Call put ratio 1 call to 2.8 puts with a focus on September 25 and 35 puts.

Straddle prices into quarter results

Arista Networks (ANET) February 110 straddle priced for movement of 11% into the expected release of quarter results after the bell on February 18.

Cadence Systems (CDNS) February 300 straddle priced for movement of 7% into the expected release of quarter results after the bell on February 18.

Medtronic (MDT) February straddle 92 priced for movement of 5% into the expected release of quarter results before the bell on February 18.

Options with decreasing option implied volatility: DOCS PINS CFLT MNDY UPST CRNC LYFT BILL FSLY SHOP RDDT SMCI ALAB
Increasing unusual option volume: GOGO BDX GXO FROG CRSR EDR CNP SNDX SKX DVA
Increasing unusual call option volume: FROG EDR SNDX CRSR ALHC TAP TTD TEM EWW PZZA
Increasing unusual put option volume: GXO BDX SKX HLF IRM AUR PACB TTD DFS EDR PGY TEM WMB
Popular stocks with increasing volume: INTC SMCI HOOD PLTR BABA TTD MSTR HIMS APP COIN MARA RDDT
Active options: NVDA TSLA INTC AAPL SMCI HOOD AMD PLTR META BABA AMZN TTD MSTR HIMS APP COIN MARA RIOT MSFT RDDT
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $71.40, natural gas up 1%, gold at $2962