Pre-Market IV Report February 27, 2025

Pre-Market IV Report February 27, 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 RILY MNKD ZIM WBA RH MU CDE LULU MSTY PARA FAS UPRO DASH FLG BITO ASTL SJM GNW YY

Stocks expected to have increasing option volume: NVDA CRM SNPS SNOW EBAY PSTG UHS SRPT PARA AI PZZA GDRX FUN BBWI NCLH WBD TDOC IONQ MARA AMBA A SG VAC BYND MRNA JOBY SRPT SPCE

NVDIA (NVDA) option IV into quarter results

NVDIA (NVDA) February 28 weekly call option implied volatility is at 153, March is at 70; compared to its 52-week range of 34 to 89. Call put ratio 1.5 calls to 1 put with a focus on February 28 weekly calls.

Broadcom (AVGO) 30-day option implied volatility is at 57; compared to its 52-week range of 31 to 66. Call put ratio 1.5 calls to 1 put.

Taiwan Semi (TSM) 30-day option implied volatility is at 40; compared to its 52-week range of 31 to 58. Call put ratio 2.4 calls to 1 put.

AMD (AMD) 30-day option implied volatility is at 44; compared to its 52-week range of 35 to 64. Call put ratio 1.9 calls to 1 put.

Qualcomm (QCOM) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 53. Call put ratio 1 call to 1.4 puts.

Micron Technology (MU) 30-day option implied volatility is at 64; compared to its 52-week range of 34 to 73. Call put ratio 2 calls to 1 put.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 59. Call put ratio 1 calls to 1.4 puts.

Tesla (TSLA) 30-day option implied volatility is at 61; compared to its 52-week range of 41 to 76. Call put ratio 1.1 calls to 1 put on option volume of 2.8M contracts.

Strategy (MSTR) 30-day option implied volatility is at 85; compared to its 52-week range of 70 to 220. Call put ratio 1.2 calls to 1 put as Bitcoin below $87K.

Straddle prices into quarter results

Dell Technology (DELL) February 28 weekly 111 straddle priced for movement of 9% into the expected release of quarter results today after the bell.

Redfin (RDFN) February 28 weekly 8.5 straddle priced for movement of 14% into the expected release of quarter results today. Call put ratio calls 1.3 to 1 put.

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 13 straddle priced for movement of 13% into the expected release of quarter results today after the bell. Call put ratio 5.5 calls to 1 put.

Movers

AB InBev SA (BUD) 30-day option implied volatility is at 22; compared to its 52-week range of 15 to 31. Call put ratio 3 calls to 1 put with focus on January 65 and 85 calls.

10x Genomics (TXG) 30-day option implied volatility is at 80; compared to its 52-week range of 46 to 110 with a focus on 999 contracts of August 17.50 calls.

Super Micro Computer (SMCI) 30-day option implied volatility is at 108; compared to its 52-week range of 60 to 217. Call put ratio 1.1 calls to 1 put on 1.1M contracts as share price up 12.5%.

Robert Half International (RHI) 30-day option implied volatility is at 27; compared to its 52-week range of 15 to 75 with a focus on 2800 contracts of March 65 calls.

Golden Ocean Group Limited (GOGL) 30-day option implied volatility is at 44; compared to its 52-week range of 20 to 44 with a focus on 17K contracts of March 10 calls as share price up 5.4%.

ZoomInfo Technologies Inc. (ZI) 30-day option implied volatility is at 53; compared to its 52-week range of 29 to 103 with a focus on 29K contracts of March 10 puts as share price up 24%.

Options with decreasing option implied volatility: INOD AXON HIMS RXRX SMCI LMND ZETA BYON ENVX TRIP CELH
Increasing unusual option volume: IGT COMM MQ PRCH ZI PAYO AGL MOMO AMBC DV
Increasing unusual call option volume: MQ PRCH ZI NLY COMM AGL MOMO KVUE AMBC
Increasing unusual put option volume: ZI VIPS FBTC DBX LCID EBAY SG HSBC UAA VERU CMA RIG
Popular options: BABA NIO MSTR HOOD APP INTC AVGO SOFI HIMS
Active options: NVDA TSLA SMCI AAPL PLTR AMZN META BABA NIO MSTR GOOGL LCID AMD MSFT HOOD APP INTC AVGO SOFI HIMS
Global S&P Futures mixed to higher in premarket, Nikkei mixed, DAX down 1%, WTI Crude oil recently at $69.20, natural gas mixed, gold at $2904