Pre-Market IV Report February 6, 2025

Pre-Market IV Report February 6, 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: LUNR MNMD CAPR INOD FL IOT ANF GAP OKTA TGT PARA BURL SE MDB BBY ROST KR COST CPIX MNMD WGS BKSY GRAL LUNR BCRX IMVT CAPR GAP BV CNMD MMS IOT COMP EDR HEES

Stocks expected to have increasing option volume: SWKS QCOM LLY PM HON BMY RBLX HLT BDX YUM HSY K TPR UAA UA ARM ORLY MCK AFL MET ALL F MOH ALGN COHR SWKS MUR ALL BDX

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 33; compared to its 52-week range of 28 to 40. Call put ratio 2 call to 1 put as gold at $2883.

Straddle prices into quarter results and January employment report

Amazon (AMZN) February 7 weekly 237 straddle priced for movement of 6.5% into the expected release of quarter results today after the bell.

Eli Lilly (LLY) February 7 weekly 840 straddle priced for movement of 5.5% into the expected release of quarter results today before the bell.

Cloudflare (NET) February 7 weekly 144 straddle priced for movement of 12% into the expected release of quarter results today after the bell.

Expedia (EXPE) February 7 weekly 170 straddle priced for movement of 12% into the expected release of quarter results today after the bell.

VeriSign (VRSN) February straddle priced for movement of 6.5% into the expected release of quarter results today after the bell.

Affirm (AFRM) February 7 weekly 63 straddle priced for movement of 15% into the expected release of quarter results today after the bell.

Movers

Workday (WDAY) 30-day option implied volatility is at 47; compared to its 52-week range of 24 to 55. Call put ratio 2.7 calls to 1 put on 17K contracts, compared to 90 day average of 6K contracts as share price up 5.7%.

Johnson Controls (JCI) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 55. Call put ratio 9.5 calls to 1 put with a focus on September 105 calls as share price up 11.7%.

HF Sinclair Corporation (DINO) 30-day option implied volatility is at 38; compared to its 52-week range of 24 to 79 with a spreader of March 40 and June 45 calls.

FMC Corp. (FMC) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 81 with a focus on February 37.50 and January 30 puts as share price down 32%.

BioCryst Pharma (BCRX) 30-day option implied volatility is at 53; compared to its 52-week range of 35 to 122 with a focus on 5,200 contracts of January 10 calls.

Hudbay Minerals (HBM) 30-day option implied volatility is at 35; compared to its 52-week range of 26 to 82 with a focus on 1K contracts of January 10 calls.

Agnico Eagle Mines (AEM) 30-day option implied volatility is at 36; compared to its 52-week range of 27 to 72. Call put ratio 4.3 calls to 1 put on volume of 14K contracts with a focus on May 105 and January 125 calls.

Options with decreasing option implied volatility: WOLF SNAP JNPR AMDL TSLQ TEAM PLTR KD SPOT OSCR ENPH DT CORZ INTC DJT
Increasing unusual option volume: EIX MAT FMC ACB DB WGS ATAT HOLX
Increasing unusual call option volume: FMC EIX DB HAS ACB DINO NICE WGS BCRX ATAI
Increasing unusual put option volume: FMC EA HBAN TPX ICE EXE TKO BBAI MTCH TEM
Popular stocks with increasing volume: UBER SMCI AVGO F SNAP INTC MSTR DIS PYPL