Pre-Market IV Report February 25, 2025

Pre-Market IV Report February 25, 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: CADL CONY VKTX CHWY WBA SIG FDX RH MU NKE CCL LULU ASO ACN KVUE SCHD TH VRNA SLNO CYD TSLQ MAXN IEP CORZ ATEC VCYT ITUB REAL AEHR MITK VITL KBR LZ DLR NVDA SNOW HIMS PLTR BABA

Stocks expected to have increasing option volume: NVDA SMCI SNOW FANG LI ZM HIMS TEM HD DELL CAVA AXON LCID CZR CRM LOW TJX SNPS MNST STLA A EBAY TKO PARA EOG ADSK RKT HRL KDP PLNT ELAN RIOT JACK CHGG CLF MODG

Actives

Alibaba (BABA) 30-day option implied volatility is at 55; compared to its 52-week range of 27 to 62. Call put ratio 1.5 calls to 1 put on 720K contracts compared to 90-day average of 204K contracts amid wide price movement.

Palantir (PLTR) 30-day option implied volatility is at 72; compared to its 52-week range of 36 to 87 on 1.6M contracts compared to 90-day average of 720K contracts.

AppLovin (APP) 30-day option implied volatility is at 80; compared to its 52-week range of 38 to 100. Call put ratio 1.5 calls to 1 put with a focus on March 7 weekly 450 calls.

Nike (NKE) 30-day option implied volatility is at 45; compared to its 52-week range of 19 to 49. Call put ratio 4 calls to 1 put with a focus on February 28 weekly 81, 83 and 85 calls as share price up 5%.

Twilio (TWLO) 30-day option implied volatility is at 41; compared to its 52-week range of 27 to 66. Call put ratio 5.8 calls to 1 put with a focus on May 170 and 180 calls as share price up 3.7%.

Altria Group (MO) 30-day option implied volatility is at 19; compared to its 52-week range of 12 to 23. Call put ratio 10 calls to 1 put with a focus on February 28 weekly 57 calls and February 28 weekly 54 puts.

Straddle prices into quarter results

NVDIA (NVDA) February 28 weekly 130 straddle priced for movement of 10% 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. Call put ratio 1.9 calls to 1 put.

Lowe’s (LOW) February 28 weekly 237 straddle priced for movement of 5% into the expected release of quarter results before the bell on February 26.

TJX (TJX) February 28 weekly 122 straddle priced for movement of 4.5% into the expected release of quarter results before the bell on February 26. Call put ratio 4.3 calls to 1 put with a focus on March 14 weekly 125 calls.

Synopsys (SNPS) February 28 weekly straddle priced for movement of % into the expected release of quarter results after the bell on February 26.

Snowflake (SNOW) February 28 weekly 170 straddle priced for movement of 13% into the expected release of quarter results after the bell on February 26. Call put ratio 1.9 calls to 1 put.

Monster Beverage (MNST) February 28 weekly 52 straddle priced for movement of 6.5% into the expected release of quarter results on February 26.

Stellantis (STLA) March 14 straddle priced for movement of 10% into the expected release of quarter results before the bell on February 26. Call put ratio 2.6 calls to 1 put.

Agilent (A) March 135 straddle priced for movement of 7% into the expected release of quarter results after the bell on February 26. Call put ratio 2.4 calls to 1 put.

eBay (EBAY) February 28 weekly 70 straddle priced for movement of 7% into the expected release of quarter results after the bell on February 26.

TKO Group (TKO) March 160 straddle priced for movement of 13% into the expected release of quarter results after the bell on February 26.

Dell Technology (DELL) February 28 weekly 114 straddle priced for movement of 11% into the expected release of quarter results after the bell on February 27.

Movers

GDS Holdings Limited (GDS) 30-day option implied volatility is at 117; compared to its 52-week range of 64 to 138. Call put ratio 1 call to 1 put as share price down 11.8%.

MarketAxess Holdings (MKTX) 30-day option implied volatility is at 32; compared to its 52-week range of 26 to 81 with a focus on 1500 contracts of March 185 puts.

Westlake Chemical (WLK) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 69 with a focus on 6K contracts of March 100 puts.

MGP Ingredients (MGPI) 30-day option implied volatility is at 59; compared to its 52-week range of 26 to 55. Call put ratio 7 calls to 1 put with a focus on 1300 contracts of April 35 calls as share price up 2.6%.

Alphatec Holdings (ATEC) 30-day option implied volatility is at 89; compared to its 52-week range of 30 to 113. Call put ratio 1 call to 13 puts with a focus on 6900 contracts of March 10 puts as share price up 2%.

Popular options: BABA SMCI INTC MSTR SOFI HIMS HOOD RIVN PFE COIN
Active options: NVDA TSLA PLTR AAPL BABA SMCI AMZN INTC MSFT META MSTR AMD SOFI HIMS HOOD GOOGL RIVN MARA PFE COIN
Options with decreasing option implied volatility: MNMD INOD ENVX EDR TOST TRIP AKAM FTAI ETSY XYZ
Increasing unusual option volume: HLF LFMD BBAR GDRX TH MOMO PAYO
Increasing unusual call option volume: GDRX EWC MOMO RDNT KDP BAC TH SNDX KBE
Increasing unusual put option volume: DBX CWH LW IRM HLF WSC FND KDP EWC KVUE
Global S&P Futures mixed in premarket, Nikkei down 1.3%, DAX mixed, WTI Crude oil recently at $70.70, natural gas mixed, gold at $2953