Pre-Market IV Report February 20, 2025

Pre-Market IV Report February 20, 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: GRAB CAPR QUBT SMST RXRX QBTS SIG AXON GSAT FDX NKE ACN OTLY INDV CPIX BLCO SMCI ANSS

Stocks expected to have increasing option volume: WMT BABA CVNA TOST HLF HAS SHAK XYZ BILI U RIVN DBX VIPS BIRK AKAM LNG SO NEM NU NTES

Movers

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 27; compared to its 52-week range of 23 to 55.

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 1.1 calls to 1 put on active options volume of 349K contracts.

Strategy (MSTR) 30-day option implied volatility is at 74; compared to its 52-week range of 70 to 220. Call put ratio 1.6 calls to 1 put.

DoD option IV

Palantir (PLTR) 30-day option implied volatility is at 65; compared to its 52-week range of 36 to 87. Option volume of 1.6K contracts compared to 90-day average of 700K contracts amid CEO stock trading plan and after DoD budget cut report.

Boeing (BA) 30-day option implied volatility is at 31; compared to its 52-week range of 27 to 48 after DoD budget cut reports.

General Dynamics (GD) 30-day option implied volatility is at 24; compared to its 52-week range of 13 to 25 after DoD budget. cut reports.

Lockheed Martin (LMT) 30-day option implied volatility is at 26; compared to its 52-week range of 12 to 27 after DoD budget. reports.

Northrop Grumman (NOC) 30-day option implied volatility is at 26; compared to its 52-week range of 14 to 27 after DoD budget cut reports. Call put ratio 1.6 calls to 1 put.

RTX (RTX) 30-day option implied volatility is at 23; compared to its 52-week range of 13 to 29 after DoD budget cut reports. Call put ratio 5.1 calls to 1 put.

L3Harris Technologies (LHX) 30-day option implied volatility is at 25; compared to its 52-week range of 13 to 64 after DoD budget cut reports.

Straddle prices into quarter results

Block (XYZ) February 84 straddle priced for movement of 11% into the expected release of quarter results today after the bell. call put ratio 2.2 calls to 1 put.

Booking Holdings (BKNG) February 5140 straddle priced for movement of 6.5% into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put.

Live Nation (LYV) February 155 straddle priced for movement of 8.5% into the expected release of quarter results today after the bell.

Rivian (RIVN) February 14 straddle priced for movement of 15% into the expected release of quarter results after the bell on February 20. Call put ratio 2.5 calls to 1 put.

Movement

Petco Health and Wellness (WOOF) 30-day option implied volatility is at 114; compared to its 52-week range of 68 to 173. Call put ratio 5.9 calls to 1 put with a focus on March 2.5 calls.

Editas Medicine (EDIT) 30-day option implied volatility is at 210; compared to its 52-week range of 54 to 211. Call put ratio 5.1 calls to 1 put on active option volume of 30K contracts.

Opendoor (OPEN) 30-day option implied volatility is at 117; compared to its 2-week range of 66 to 133. Call put ratio 1.3 calls to 1 put.

HanesBrands (HBI) 30-day option implied volatility is at 37; compared to its 52-week range of 34 to 90. Call put ratio 1 call to 4.5 puts with a focus on April 6 puts.

Options with decreasing option implied volatility: PGY FSLY CFLT HIMX RDDT BROS ROKU PCOR
Increasing unusual option volume: CNP WEN PRGO GRMN BMBL EDIT CSGP
Increasing unusual call option volume: CNP WEN KVUE EDIT CSGP BMBL HLF UMC
Increasing unusual put option volume: BAX WEN UEC NXE CDNS GRAB DBX
Popular options: SMCI PLTR INTC BABA MSTR WMT HOOD OXY
Active options: SMCI NVDA TSLA PLTR INTC AAPL MSFT META BABA AMD MSTR AMZN HIMS CELH GRAB WMT GOOGL HOOD OXY RGTI
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $72.20, natural gas down 3%, gold at $2969