Pre-Market IV Report February 18, 2025

Pre-Market IV Report February 18, 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 TIGR ASAN PATH S ONON ADBE DKS CERT KC RXRX SOUN DAO VNET MNKD SMMT ZIM FUTU

Stocks expected to have increasing option volume: INTC BIDU IQ HUN RIG CAG LUV BHP CDNS ANET MDT KLG INTC

Intel (INTC) options active amid headlines

Intel (INTC) 30-day option implied volatility is at 58; compared to its 52-week range of 29 to 77 into Broadcom (AVGO), TSMC (TSM) weigh possible deals that would break up Intel, WSJ reports. Call put ratio 3.9 calls to 1 put with focus on March calls.

Broadcom (AVGO) 30-day option implied volatility is at 53; compared to its 52-week range of 31 to 67.

Taiwan Semi (TSM) 30-day option implied volatility is at 39; compared to its 52-week range of 31 to 58.

Straddle prices into quarter results

Analog Devices (ADI) February 202.50 straddle priced for movement of 7% into the expected release of quarter results before the bell on February 19.

Garmin (GRMN) February 210 straddle priced for movement of 13% into the expected release of quarter results before the bell on February 19.

Carvana (CVNA) February 84 straddle priced for movement of 11% into the expected release of quarter results after the bell on February 20.

Wingstop (WING) February 300 straddle priced for movement of 12% into the expected release of quarter results before the bell on February 19.

Etsy (ETSY) February 57 straddle priced for movement of 12% into the expected release of quarter results before the bell on February 19.

Walmart (WMT) February 104 straddle priced for movement of 5% into the expected release of quarter results before the bell on February 20. Call put ratio 3.4 calls to 1 put.

Alibaba (BABA) February 125 straddle priced for movement of 9.5% into the expected release of quarter results before the bell on February 20.

Block (XYZ) February 272.50 straddle priced for movement of 16% into the expected release of quarter results after the bell on February 20.

Market Vectors Gold Miners ETF (GDX) low as gold near upper end of range

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 31; compared to its 52-week range of 28 to 40 as gold at $2,925. Call put ratio 1.1 calls to 1 put with a focus on February calls.

iShares Silver Trust (SLV) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 40. Call put ratio 2.8 calls to 1 put as share price near 13-year high.

Active

Hims & Hers Health, Inc. (HIMS) 30-day option implied volatility is at 138; compared to its 52-week range of 47 to 145. Call put ratio 1 call to 1 put with a focus on February 28 weekly 69 calls as share price up.

Organon (OGN) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 56. Option volume of 15K contracts compares to 90-day average of 1K contracts with a focus on March 17.50 calls.

SoundHound AI (SOUN) 30-day option implied volatility is at 145; compared to its 52-week range of 56 to 263. Option volume of 558K contracts compares to its 90-day average of 178K contracts as share price is down 28%.

Herbalife Nutrition (HLF) 30-day option implied volatility is at 77; compared to its 52-week range of 46 to 121 with a focus on May 7.5 and August 5 calls as share price down 2%.

Nu Skin Enterprises (NUS) 30-day option implied volatility is at 71; compared to its 52-week range of 29 to 74. Call put ratio 2.2 calls to 1 put with a focus on February and June 10 calls as share price up 17%.

Serve Robotics (SERV) 30-day option implied volatility is at 157; compared to its 52-week range of 21 to 253. Option volume of 91K contracts compares to 90-day average of 13K contracts as share price down 40%.

Options with decreasing option implied volatility: UPST CFLT MNDY LYFT FSLY FRSH ALAB RDDT
Increasing unusual option volume: VNET WGS ALGM GT KC XLI FROG PACB
Increasing unusual call option volume: GT XLI HLF ALGM FROG PACB ABSI
Increasing unusual put option volume: KC GDDY TCOM AUR NOC XLI BDX GDS
Popular stocks with increasing volume: SMCI INTC PLTR BABA MSTR COIN SOFI SOUN HOOD GME DKNG
Active options: NVDA TSLA SMCI INTC AAPL PLTR BABA META MSTR COIN AMD SOFI SOUN AMZN MSFT HOOD GME DKNG GOOGL HIMS
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $71, natural gas down 3%, gold at $2941