Pre-Market IV Report February 24, 2025

Pre-Market IV Report February 24, 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: CONY SMST CADL QBTS VKTX APLD SIG FDX AXON MU CCL BNTX NKE ABR RCL CHWY ACN LULU UNH MERC MTTR SMST APLD

Stocks expected to have increasing option volume: NVDA SMCI SNOW FANG LI ZM HIMS TEM DPZ HD DELL

Straddle prices into quarter results and outlook

Zoom (ZM) February 28 weekly 82 straddle priced for movement of 11% into the expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put.

Hims & Hers (HIMS) February 28 weekly 50 straddle priced for movement of 16% into the expected release of quarter results today after the bell.

Workday (WDAY) February 28 weekly 255 straddle priced for movement of 9.5% into the expected release of quarter results before the bell on February 25.

Tempus AI (TEM) February 28 weekly 77 straddle priced for movement of 18% into the expected release of quarter results after the bell on February 24.

First Solar (FSLR) February 28 weekly 165 straddle priced for movement of 10% into the expected release of quarter results after the bell on February 25.

Cava (CAVA) February 28 weekly 108 straddle priced for movement of 14% into the expected release of quarter results after the bell on February 25.

NVDIA (NVDA) February 28 weekly 134 straddle priced for movement of 9% into the expected release of quarter results after the bell on February 26. Call put ratio 1.6 calls to 1 put.

Salesforce (CRM) February 28 weekly 310 straddle priced for movement of 9% into the expected release of quarter results after the bell on February 26.

Snowflake (SNOW) February 28 weekly 178 straddle priced for movement of 13% into the expected release of quarter results after the bell on February 26. Call put ratio 3.1 calls to 1 put.

Movers

UnitedHealth Group (UNH) 30-day option implied volatility is at 35; compared to its 52-week range of 17 to 40. Call put ratio 1 call to 1.2 puts.

Celsius Holdings Inc. (CELH) 30-day option implied volatility is at 76; compared to its 52-week range of 48 to 99. Call put ratio 2.9 calls to 1 put with a focus on March 40 calls as share price up 28%.

Tuya Inc. (TUYA) 30-day option implied volatility is at 220; compared to its 52-week range of 39 to 143 with a focus on March 5 calls as share price up 5%.

Dun & Bradstreet (DNB) 30-day option implied volatility is at 46; compared to its 52-week range of 24 to 82 with a spreader of December 10, 12.5 and 15 calls.

Floor & Decor Holdings (FND) 30-day option implied volatility is at 45; compared to its 52-week range of 33 to 82 with a focus on March 85 puts and April 80 puts.

PayPal (PYPL) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 52. Call put ratio 1.7 calls to 1 put into investors meeting on February 25.

IShares MSCI Germany ETF (EWG) 30-day option implied volatility is at 22; compared to its 52-week range of 12

Options with decreasing option implied volatility: REAL TOST ENVX INOD ROKU EDR MNMD FTAI EXAS TWLO
Increasing unusual option volume: EDR VYM XND DBX AMKR SWTX CE FND MOMO LFMD
Increasing unusual call option volume: VYM XND KVUE MOMO AMCR GLBE CDE CE SWTX
Increasing unusual put option volume: EDR DBX AMKR CE BMBL CDND AMLP FND PACB ODFL TXRH
Popular options: MSTR CELH HIMS INTC RIVN COIN XYZ WMT NIO
Active options: AAPL AMZN MSTR AMD CELH HIMS META INTC GOOGL RIVN COIN XYZ MSFT WMT
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $71.30, natural gas down 5%, gold at $2958