Pre-Market IV Report February 5, 2025

Pre-Market IV Report February 5, 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: ASTS BYON INOD MNKD CAPR FL OKTA ANF IOT TGT MRVL BURL SE GAP KSS BBY INCY DLTR PARA DOCU AEO KR COST MMS LFVN AZPN VSTS SSYS EDR GOOS SONO MDB MMS SWTX

Stocks expected to have increasing option volume: AMD DIS UBER JCI CPRI GOOG GOOGL AMZN SNAP CPRI MDLZ MTCH ENPH VOYA CRUS MAT EA CMG FI HOG HRB

Option IV into quarter results

Qualcomm (QCOM) February 7 weekly 172.5 straddle priced for movement of 7.5% into the expected release of quarter results today after the bell.

Arm Holdings (ARM) February 7 weekly 162.50 straddle priced for movement of 11% into the expected release of quarter results today after the bell.

MicroStrategy (MSTR) February 7 weekly 347 straddle priced for movement of 8% into the expected release of quarter results today after the bell.

Amazon (AMZN) February 7 weekly 242 straddle priced for movement of 6.5% into the expected release of quarter results after the bell on February 6.

Eli Lilly (LLY) February 7 weekly 825 straddle priced for movement of 5.5% into the expected release of quarter results before the bell on February 6.

Bristol-Myers (BMY) February 7 weekly 60 straddle priced for movement of 5.5% into the expected release of quarter results before the bell on February 6.

Affirm (AFRM) February 7 weekly 60 straddle priced for movement of 18% into the expected release of quarter results after the bell on February 6.

Movers

Wheaton Precious Metals Corp. (WPM) 30-day option implied volatility is at 34; compared to its 52-week range of 18 to 74. Call put ratio 11.7 calls to 1 put with a focus on 6,000 contracts of June 80 calls trading at $1.05.

Timken (TKR) 30-day option implied volatility is at 34; compared to its 52-week range of 18 to 74. Call put ratio 1 call to 2.9 puts with a focus on 1200 contracts of February 75 puts trading at $1.25.

Ball Corporation (BALL) 30-day option implied volatility is at 25; compared to its 52-week range of 16 to 61. Call put ratio 1 call to 4.4 puts with a focus on 10,650 contracts of February 47.5 puts.

Frontline (FRO) 30-day option implied volatility is at 57; compared to its 52-week range of 33 to 85. Call put ratio 6.2 calls to 1 put with a focus on February 16, 17, 19 and 20 calls.
Frontier Group Holdings, Inc. (ULCC) 30-day option implied volatility is at 89; compared to its 52-week range of 57 to 98 with a focus on 5K contracts of February 9 calls as share price down 1%.

Illumina (ILMN) 30-day option implied volatility is at 54; compared to its 52-week range of 34 to 72 into expected release of quarter results on February 6.

Food stocks option IV into RFK vote headlines

Kraft Heinz (KHC) 30-day option implied volatility is at 30; compared to its 52-week range of 13 to 30.

Campbell Soup (CPB) 30-day option implied volatility is at 30; compared to its 52-week range of 17 to 30.

General Mills (GIS) 30-day option implied volatility is at 24; compared to its 52-week range of 15 to 27. Call put ratio 4.5 calls to 1 put with a focus on September 65 calls.

Hershey Foods (HSY) 30-day option implied volatility is at 36; compared to its 52-week range of 18 to 37. Call put ratio 2.9 calls to 1 put.

Hormel Foods (HRL) 30-day option implied volatility is at 29; compared to its 52-week range of 15 to 34.

Tyson Foods (TSN) 30-day option implied volatility is at 20; compared to its 52-week range of 15 to 37.

ConAgra Brands (CAG) 30-day option implied volatility is at 24; compared to its 52-week range of 14 to 30. Call put ratio 1 call to 2.6 puts.

Kellanova (K) 30-day option implied volatility is at 10; compared to its 52-week range of 3 to 214. Call put ratio 4.4 calls to 1 put.

Options with decreasing option implied volatility: LC TEAM NXT KD TSLQ PLTR MBLY DT CLS INTC SPOT QRVO SPOT DECK TER SBUX FLG TSLY VFC
Increasing unusual option volume: EWC MOMO BALL NTGR ATAI SSYS MLCO ALLT EA
Increasing unusual call option volume: ALLT ATAI SSYS XP MAG EA MBI WGS TMC BYON BALL
Increasing unusual put option volume: EWC MLCO AMLP EA CARR EIX MTCH WW JETS TPX GSK
Popular stocks with increasing volume: PYPL BABA UBER PFE SMCI SNAP MSTR
Active options: NVDA PLTR TSLA AAPL AMD PYPL GOOGL BABA UBER META PFE AMZN SMCI MSFT SNAP GOOG MARA FUBO NFLX MSTR
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $72, natural gas down 1%, gold at $2896