Pre-Market IV Report February 19, 2025

Pre-Market IV Report February 19, 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 GRAB RXRX SIG PATH INTC NKE FDX ACN MLYS SEPN GRAB SMCX AAOI HHH MSTZ QUBT IONQ RCAT DNA SIG RGTI MSTY ESTA ABSI MODG BITI

Stocks expected to have increasing option volume: WMT GRMN CVNA WING BABA XYZ ADI WING ETSY ANET FOUR CDNS BMBL OXY DVN LZB TOL UIS SON PHG HSBC

Intel (INTC) option IV amid price rally

Intel (INTC) 30-day option implied volatility is at 77; compared to its 52-week range of 29 to 77. Call put ratio 3.4 calls to 1 puts with a focus on January 28, 33 and 35 calls on active volume of 2M contracts.

Straddle prices into quarter results

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 1.3 calls to 1 put.

Alibaba (BABA) February 127 straddle priced for movement of 7.5% into the expected release of quarter results before the bell on February 20. Call put ratio 2.6 calls to 1 put.

Block (XYZ) February 84 straddle priced for movement of 13% into the expected release of quarter results after the bell on February 20.

Booking Holdings (BKNG) February 5140 straddle priced for movement of 6.5% into the expected release of quarter results after the bell on February 20.

Southern Company (SO) February straddle priced for movement of % into the expected release of quarter results before the bell on February 20.

Cheniere (LNG) February 215 straddle priced for movement of 6.5% into the expected release of quarter results before the bell on February 20.

Live Nation (LYV) February 155 straddle priced for movement of 8% into the expected release of quarter results after the bell on February 20.

Akamai (AKAM) February 99 straddle priced for movement of 10.50% into the expected release of quarter results after the bell on February 20. Call put ratio 1 call to 3 puts with a focus on February 80 puts.

Birkenstock (BIRK) February 55straddle priced for movement of 10% into the expected release of quarter results before the bell on February 20. Call put ratio 10.9 calls to 1 put with a focus on February 65 calls, March 55 calls and March 65 calls.

Rivian (RIVN) February 14.50 straddle priced for movement of 15% into the expected release of quarter results after the bell on February 20. Call put ratio 3.7 calls to 1 put with a focus on September 16 calls.

Movers

Walgreens Boots Alliance (WBA) 30-day option implied volatility is at 53; compared to its 52-week range of 31 to 85. Call put ratio 2.9 calls to 1 put on active options volume of 122K contracts.

GeneDx Holdings (WGS) 30-day option implied volatility is at 87; compared to its 52-week range of 74 to 156. 6900 contracts trade compared to 90-day average of 442 contracts with a focus on February puts as share price up 38%.

Valmont Industries (VMI) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 37. Call put ratio 1.3 calls to 1 put as share price up 17%.

Kohl’s (KSS) 30-day option implied volatility is at 72; compared to its 52-week range of 40 to 80. Call put ratio 10 calls to 1 put with a focus on February 14 calls.

General Mills (GIS) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 27. Call put ratio 1 call to 3.9 puts with a focus on February and March 57.50 puts.

Compass (COMP) 30-day option implied volatility is at 65; compared to its 52-week range of 46 to 117. Call put ratio 10.2 calls to 1 put with a focus on May 5, 6 and 7 calls.

O-I Glass (OI) 30-day option implied volatility is at 46; compared to its 52-week range of 29 to 85. Call put ratio 1 call to 3.9 puts with a focus on May 11 puts.

PureCycle Technologies (PCT) 30-day option implied volatility is at 105; compared to its 52-week range of 71 to 185. Call put ratio 6 calls to 1 put with a focus on February 28 weekly 12 calls.

Hims & Hers Health, Inc. (HIMS) 30-day option implied volatility is at 128; compared to its 52-week range of 47 to 145. Call put ratio 1 call to 1.7 puts on active options volume of 106K contracts.

Popular stocks with increasing volume: INTC SMCI PLTR SOFI BABA MSTR HOOD MU MRNA COIN
Active options: NVDA INTC TSLA SMCI PLTR META AAPL AMZN SOFI AMD BABA MSTR GOOGL HOOD MU ACHR GRAB MRNA MSFT COIN

Options with decreasing option implied volatility: UPST CFLT FSLY LYFT FRSH ALAB BROS PCOR ROKU NNE RDDT PBI SHOP
Increasing unusual option volume: HPP BMBL WIX GRMN FEZ ARVN NICE DBX
Increasing unusual call option volume: WIX FEZ BIRK CCI ABSI PACB ARVN ALGM ED
Increasing unusual put option volume: DBX BMBL FLR CDNS TRMB UEC GRAB KC HAS