Pre-Market IV Report February 7, 2025

Pre-Market IV Report February 7, 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 INOD ASTS FL GAP ANF MDB OKTA KSS MRVL TGT

Stocks expected to have increasing option volume: AMZN FTNT NET MPWR MCHP PINS EXPE ILMN PCTY SKX DOCS ELF AFRM BILL TTWO

Stocks expected to have increasing option volume: AMZN FTNT NET MPWR MCHP PINS EXPE ILMN PCTY SKX DOCS ELF AFRM BILL TTWO

Options active for Entertainment and Gaming into Super Bowl 59 and January jobs report

Caesars Entertainment (CZR) 30-day option implied volatility is at 46; compared to its 52-week range of 36 to 62. Call put ratio 4.2 calls to 1 put with a focus on February 7 weekly 37.50 calls into Super Bowl weekend.

MGM Resorts (MGM) 30-day option implied volatility is at 43; compared to its 52-week range of 26 to 47. Call put ratio 1.8 calls to 1 put into weekend Super Bowl.

Las Vegas Sands (LVS) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 42.

Wynn Resorts (WYNN) 30-day option implied volatility is at 42; compared to its 52-week range of 23 to 49.

Melco Resorts & Entertainment (MLCO) 30-day option implied volatility is at 61; compared to its 52-week range of 42 to 75. Call put ratio 1 call to 2 puts with a focus on January 5 puts.

PENN Entertainment (PENN) 30-day option implied volatility is at 66; compared to its 52-week range of 40 to 82. Call put ratio 2.3 calls to 1 put with a focus on February 7 weekly calls.

Flutter Entertainment (FLUT) 30-day option implied volatility is at 35; compared to its 52-week range of 27 to 81. Call put ratio 3.9 calls to 1 put with a focus on March 280 calls into Super Bowl weekend.

DraftKings (DKNG) 30-day option implied volatility is at 55; compared to its 52-week range of 35 to 70. Call put ratio 2.7 calls to 1 put with a focus on February 47 calls into Super Bowl weekend.

Straddle prices into quarter results and January employment report

McDonald’s (MCD) February 14 weekly 295 straddle priced for movement of 4% into the expected release of into the expected release of quarter results before the bell on February 10.

Vertex Pharmaceuticals (VRTX) February 14 weekly 480 straddle priced for movement of 5% into the expected release of quarter results after the bell on February 10.

Rockwell (ROK) February 270 straddle priced for movement of 7.5% into the expected release of quarter results before the bell on February 10.

On Semiconductor (ON) February 14 weekly 50 straddle priced for movement of 9% into the expected release of quarter results before the bell on February 10.

Monday.com (MNDY) February 260 straddle priced for movement of 14% into the expected release of quarter results before the bell on February 10.

Investment Funds options amid Trump tax headlines

Blackstone (BX) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 42.

KKR (KKR) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 43 on 11K contracts.

Apollo Global (APO) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 42.

Carlyle (CG) 30-day option implied volatility is at 41; compared to its 52-week range of 22 to 76.Call put ratio 1 call to 4.9 puts with a focus on February 50 puts.

Ares Management (ARES) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 45.

Movers in January employment report

UnitedHealth Group (UNH) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 40. Call put ratio 1.3 calls to 1 put on flat option volume of 32K contracts.

U.S. Steel (X) 30-day option implied volatility is at 60; compared to its 52-week range of 17 to 117. Call put ratio 1.8 calls to 1 put with a focus on February 40 and 55 calls.

FedEx (FDX) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 33. Call put ratio 2.9 calls to 1 put with focus on February 7 weekly 260 and 280 calls.

Itau Unibanco Banco Multiplo S.a. (ITUB) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 74 with a focus on 5700 contracts of March 6 calls.

Ralph Lauren (RL) 30-day option implied volatility is at 32; compared to its 52-week range of 24 to 83 on 4900 contracts as share price up 9.8%.

Impinj (PI) 30-day option implied volatility is at 57; compared to its 52-week range of 39 to 87 on 2800 option contracts.

HII (HII) 30-day option implied volatility is at 30; compared to its 52-week range of 14 to 64 on 2800 option contracts as share price down 18%.

GlobalFoundries (GFS) 30-day option implied volatility is at 55; compared to its 52-week range of 29 to 87. Call put ratio 1 call to 25 puts with a focus on 11,800 contracts of February 35 puts.

Magic Communications (MAGN) 30-day option implied volatility is at 59; compared to its 52-week range of 24 to 155 with a focus on a spreader of 1K contracts of February 22.50 and 30 calls.

Crown Holdings (CCK) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 135 with a focus on February 82.50 and March 80 puts.

Packaging Corp. (PKG) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 65 with focus on 5K contracts of March 220 and 230 calls.

WillScot Mobile Mini Holdings (WSC) 30-day option implied volatility is at 63; compared to its 52-week range of 25 to 77. Call put ratio 9.3 calls to 1 put with a focus on 1300 contracts of February 40 calls.

Options with decreasing option implied volatility: LUMN SNAP AMDL TEAM SYM RBLX KD OSCR PTON
Increasing unusual option volume: HLT HUN IVZ APPS AVTR AM PSFE ACB GRND
Increasing unusual call option volume: HLT IVZ PSFE GRND APPS AVTR CX ACB PRGO SKX WGS NICE BYRN
Increasing unusual put option volume: SKX SWKS HLT EWG EIX GDS EXE EA KVUE BILL HBAN
Popular stocks with increasing volume: PLTR SMCI UBER MSTR F SOFI RBLX ARM BAC PTON AVGO
Active options: NVDA TSLA PLTR AMD SMCI AMZN AAPL META UBER MSTR F SOFI GOOGL MSFT RBLX ARM BAC PTON GOOG AVGO
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $71.20, natural gas mixed, gold at $2892