Pre-Market IV Report February 26, 2025

Pre-Market IV Report February 26, 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:

Stocks expected to have increasing option volume: NVDA SMCI SNOW DELL TJX SNPS MNST STLA A EBAY TKO PARA EOG CAVA AXON LCID CZR CRM LOW BASE ADSK RKT HRL WDAY FSLR CART RVLV AAP VRSK AMC RDFN CWH ZI LMND LE SAM ALC ZETA AMC OLO

Option IV into quarter results

NVDIA (NVDA) February 28 weekly 127 straddle priced for movement of 10.5% into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

Salesforce (CRM) February 28 weekly 305 straddle priced for movement of 8.5% into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

Snowflake (SNOW) February 28 weekly 165 straddle priced for movement of 13% into the expected release of quarter results today after the bell on February 26. Call put ratio 2.5 calls to 1 put.

eBay (EBAY) February 28 weekly 71 straddle priced for movement of 8% into the expected release of quarter results today after the bell.

Dell Technology (DELL) February 28 weekly 111 straddle priced for movement of 11% into the expected release of quarter results after the bell on February 27.

Redfin (RDFN) February 28 weekly 8.5 straddle priced for movement of 14% into the expected release of quarter results on February 27. Call put ratio 2.8 calls to 1 put with a focus on 6K contracts of March 8 calls.

EOG Resources (EOG) February 28 weekly 131 straddle priced for movement of 4% into the expected release of quarter results after the bell on February 27.

Autodesk (ADSK) February 28 weekly 285 straddle priced for movement of 7% into the expected release of quarter results after the bell on February 27.

Rocket Companies (RKT) February 28 weekly 14 straddle priced for movement of 12.5% into the expected release of quarter results after the bell on February 27. Call put ratio 23 calls to 1 put with a focus on June 15 calls.

Hormel (HRL) February 28 weekly 29 straddle priced for movement of 7% into the expected release of quarter results before the bell on February 27. Call put ratio 2.9 calls to 1 put with a focus on March 30 calls.

Movers

Palantir (PLTR) 30-day option implied volatility is at 72; compared to its 52-week range of 36 to 87 on 1.1M contracts compared to 90-day average of 736K contracts.

AppLovin (APP) 30-day option implied volatility is at 90; compared to its 52-week range of 38 to 100. Call put ratio 1.1 calls to 1 put with a focus on March 380 puts.

Hims & Hers Health, Inc. (HIMS) 30-day option implied volatility is at 104; compared to its 52-week range of 47 to 146. Call put ratio 1 call to 1.21 puts on 427K contracts.

Celsius Holdings Inc. (CELH) 30-day option implied volatility is at 69; compared to its 52-week range of 48 to 98. Call put ratio 1.8 calls to 1 put with a focus on February 28 weekly calls.

American Tower (AMT) 30-day option implied volatility is at 23; compared to its 52-week range of 20 to 33. Call put ratio 1.8 calls to 1 put with focus on March 200 calls as share price up 6.3%.

Enterprise Products Partners (EPD) 30-day option implied volatility is at 18; compared to its 52-week range of 10 to 20 with a focus on 41K contracts of February 28 weekly 34.50 calls.

Sempra Energy (SRE) 30-day option implied volatility is at 30; compared to its 52-week range of 12 to 30 with a focus on July 75 calls.

NextDecade (NEXT) 30-day option implied volatility is at 55; compared to its 52-week range of 48 to 116 with a focus on 3K contracts of March 7 calls.

Citizens Financial Group (CFG) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 41 with a focus on 7K contracts of April 45 calls.

American Axle (AXL) 30-day option implied volatility is at 45; compared to its 52-week range of 30 to 70 with a focus on 2K contracts of July 6 calls.

Options with decreasing option implied volatility: RXRX INOD ENVX TRIP ETSY U TOST AKAM FTAI CELH FOUR EXAS
Increasing unusual option volume: INFY HST COMM SRE UMC IQ MREO XLI
Increasing unusual call option volume: COMM INFY XLI JACK MREO UMC MRVI BIRK ARVN
Increasing unusual put option volume: IQ DB DBX NE DFS FEZ XLI CFG ZI HBI HBAN CART
Popular options: MSTR HIMS INTC IQ HOOD SMCI SOFI BABA
Active options: TSLA NVDA PLTR AAPL SMCI AMZN MSTR META AMD HIMS GOOGL INTC IQ HOOD MSFT SOFI MARA BABA NU RIOT
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $69, natural gas mixed, gold at $2926