Pre-Market IV Report February 4, 2025

Pre-Market IV Report February 4, 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: CAPR INOD MNKD OKTA ANF SE TGT DOCU BBY GAP BURL ROST ZM KR CPB COST JNPR

Stocks expected to have increasing option volume: PLTR RMBS GOOGL GOOG AMD PLTR NXPI TSN TEM KD MRK PEP NIO LI AA IBM HBAN AMGN PFE MAT KKR UBS RACE APO SPOT CMG MDLZ EA EL MTCH SNAP CRUS PYPL CNC REGN

Straddle prices into quarter results and China levies tariffs on U.S.

Alphabet (GOOGL) February 7 weekly 202 straddle priced for movement of 6.5% into the expected release of quarter results after the bell on February 4.

Advanced Micro Devices (AMD) February 7 weekly 114 straddle priced for movement of 9% into the expected release of quarter results after the bell on February 4.

Chipotle (CMG) February 7 weekly 58 straddle priced for movement of 9.5% into the expected release of quarter results after the bell on February 4.

Novo Nordisk (NVO) February 7 weekly 82 straddle priced for movement of 7.5% into the expected release of quarter results before the bell on February 5.

Alibaba (BABA) February 7 weekly 98 straddle priced for movement of 6% into the expected release of quarter results before the bell on February 5.

Walt Disney (DIS) February 7 weekly 113 straddle priced for movement of 7% into the expected release of quarter results before the bell on February 5.

Qualcomm (QCOM) February 7 weekly 170 straddle priced for movement of 7.5% into the expected release of quarter results after the bell on February 5.

Arm Holdings (ARM) February 7 weekly 155 straddle priced for movement of 10% into the expected release of quarter results after the bell on February 5.

Uber (UBER) February 7 weekly 67 straddle priced for movement of 9% into the expected release of quarter results before the bell on February 5. Call put ratio 1.9 calls to 1 put into quarter results.

MicroStrategy (MSTR) February 7 weekly 347 straddle priced for movement of 9% into the expected release of quarter results after the bell on February 5.

Allstate (ALL) February 190 straddle priced for movement of 5.5% into the expected release of quarter results after the bell on February 5.

Ford (F) February 7 weekly 10 straddle priced for movement of 9% into the expected release of quarter results after the bell on February 5.

Amazon (AMZN) February 7 weekly 237 straddle priced for movement of 6% into the expected release of quarter results after the bell on February 6.

Movers

Atlassian (TEAM) 30-day option implied volatility is at 41; compared to its 52-week range of 28 to 69. 65K option contracts trade compared to 90-day average of 5K contracts with a focus on February 280, 290 and 360 calls.

Electronic Arts (EA) 30-day option implied volatility is at 32; compared to its 52-week range of 16 to 36. Call put ratio 10.5 calls to 1 put with a focus on February 130 and 135 calls.

iShares Gold Trust (IAU) 30-day option implied volatility is at 15; compared to its 52-week range of 10 to 23 with a focus on spreader of February 57, March 58 and April 60 calls.

Cipher Mining (CIFR) 30-day option implied volatility is at 113; compared to its 52-week range of 89 to 150 on active option volume of 96K contracts compared to its 90-day average of 13K contracts.

Melco Resorts & Entertainment (MLCO) 30-day option implied volatility is at 62; compared to its 52-week range of 42 to 75 with a focus on 7500 contracts of February 7 weekly 6 puts.

IDEXX Labs (IDXX) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 48 with a focus on 1200 contracts of February 370 puts as share price up 12%.

Tempur Sealy (TPX) 30-day option implied volatility is at 40; compared to its 52-week range of 26 to 68. Call put ratio 1 call to 2.5 puts with a focus on February 60 and 62.50 puts as share price up 6%.

MAG Silver Corp (MAG) 30-day option implied volatility is at 53; compared to its 52-week range of 28 to 84 with a focus on 9,200 contracts of March 17.50 calls.

NAPCO Security Tech (NSSC) 30-day option implied volatility is at 51; compared to its 52-week range of 29 to 64. Call put ratio 1.5 calls to 1 put as share price down 26%.

Lennox (LII) 30-day option implied volatility is at 28; compared to its 52-week range of 23 to 37. Call put ratio 1 call to 6.5 puts with a focus on March 570 puts.

Gentex Corp (GNTX) 30-day option implied volatility is at 25; compared to its 52-week range of 14 to 32. Call put ratio 1 call to 6.6 puts with a focus on 1300 contracts of March 22.50 puts.

International Game Tech (IGT) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 89 with a focus on 11,650 contracts of March 15 puts trade as share price down 2%.

Zevra Therapeutics (ZVRA) 30-day option implied volatility is at 83; compared to its 52-week range of 51 to 262 with a focus on 1900 contracts of August 7 puts trading at $1.10.

BellRing Brands (BRBR) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 52 with a focus on February 72.50 puts.

TAL Education (TAL) 30-day option implied volatility is at 51; compared to its 52-week range of 45 to 94 with a focus on 11K contracts of February 15 calls.

New Oriental Education (EDU) 30-day option implied volatility is at 44; compared to its 52-week range of 39 to 72. Call put ratio 13.7 calls to 1 put with a focus on January calls.

Roblox (RBLX) 30-day option implied volatility is at 66; compared to its 52-week range of 31 to 82. Call put ratio 3.3 calls to 1 put with a spreader focusing on June 65 and September 70 calls.

Options with decreasing option implied volatility: NXT CLS BKSY LC NBIS TEAM CORZ DT ETN SBUX FLG DECK TER VFC IBM INTC QRVO CHTR PARA
Increasing unusual option volume: AVTR SSYS AHCO BBAR IGT INFY FOXA EIX XLI
Increasing unusual call option volume: XLI EIX SSYS XLB EWW FOXA NGD HLF KC DECK
Increasing unusual put option volume: ZI EWC KC EQNR XRX XLI XLB GDS EIX AGI CMCSA FEZ
Popular stocks with increasing volume: PLTR BABA INTC MSTR SOFI SMCI CMCSA F AVGO PFE COIN
Active options: NVDA TSLA AAPL PLTR META BABA INTC AMD MSTR MSFT SOFI AMZN SMCI MARA CMCSA F AVGO PFE GOOGL COIN
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $71.70, natural gas down 3%, gold at $2844