Pre-Market IV Report January 24, 2025

Pre-Market IV Report January 24, 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: HIMX NNE TEM AKAM CVNA TRIP MELI BKNG PANW WMT PARA LBTR CRBP NNE PRA HIMX GRAL OKLO LUCK NEP TRIP NVAX CVLT SEMR ARLP MIR EDR CRSR

Stocks expected to have increasing option volume: NVO AFRM ISRG TXN CSX SLM HCA AXP VZ

U.S. coal company option IV after Trump coal comments to Davos

Alliance Resource Partners (ARLP) 30-day option implied volatility is at 39; compared to its 52-week range of 15 to 76. Call put ratio 2.9 calls to 1 put on active options volume of 7700 contracts after Trump coal comments to Davos.

Peabody Energy (BTU) 30-day option implied volatility is at 49; compared to its 52-week range of 26 to 50. Call put ratio 3.7 calls to 1 put on active option volume of 42K contracts after Trump coal comments to Davos.

Warrior Met Coal (HCC) 30-day option implied volatility is at 44; compared to its 52-week range of 36 to 91. Call put ratio 7.6 calls to 1 put after Trump coal comments to Davos.

Ramaco Resources, Inc. (METC) 30-day option implied volatility is at 50; compared to its 52-week range of 45 to 120. Call put ratio 29 calls to 1 after Trump coal comments to Davos.

Cornerstone Building Brands (CNR) 30-day option implied volatility is at 40; compared to its 52-week range of 32 to 93 after Trump coal comments to Davos.

Straddle prices into quarter results

AT&T (T) January 31 weekly 22.50 straddle priced for movement of 6% into the expected release of quarter results before the bell on January 27.

Nucor (NUE) January 31 weekly 122 straddle priced for movement of 5% into the expected release of quarter results after the bell on January 27.

SoFi Technology (SOFI) January 31 weekly 18 straddle priced for movement of 14% into the expected release of quarter results before the bell on January 27.

RTX Corporation (RTX) January 31 weekly 126 straddle priced for movement of 5% into the expected release of quarter results before the bell on January 28.

Movers

Novo Nordisk (NVO) 30-day option implied volatility is at 42; compared to its 52-week range of 23 to 59.

Affirm Holdings (AFRM) 30-day option implied volatility is at 91; compared to its 52-week range of 59 to 119.

AST SpaceMobile (ASTS) 30-day option implied volatility is at 89; compared to its 52-week range of 45 to 175. Call put ratio 3.2 calls to 1 put with a focus on January 2026 55 and January 2027 30 calls as share price down 13%.

TripAdvisor (TRIP) 30-day option implied volatility is at 68; compared to its 52-week range of 29 to 83. Call put ratio 15.7 calls to 1 put with a focus on a spreader of 5400 contracts of March and September 18 calls.

Hasbro (HAS) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 76. Call put ratio 1 call to 11.9 puts with a focus on 2700 contracts of February 55 calls.

ODDITY Tech (ODD) 30-day option implied volatility is at 43; compared to its 52-week range of 42 to 104. Call put ratio 49 calls to 1 put with a focus on 2400 contracts of April 40 calls.

Viavi Solutions (VIAV) 30-day option implied volatility is at 45; compared to its 52-week range of 27 to 77 with net buyer of 2700 contracts of February 11 calls.

Blueprint Medicines (BPMC) 30-day option implied volatility is at 55; compared to its 52-week range of 39 to 67 with a focus on a buyer of 4700 contracts of February 105 puts for $4.60.

Expedia (EXPE) 30-day option implied volatility is at 49; compared to its 52-week range of 22 to 64. Call put ratio 1 call to 1.9 puts with a focus on January 24 weekly 167.50 puts.

Options with decreasing option implied volatility: QUBT PLCE GRRR FTAI BOIL GENI PCT RUM NFLX CDE UAL UNG MNKD STX HNST MSTY
Increasing unusual option volume: ALGM EWC KOPN EA CNH SLM EIX IVZ XLI HIMX
Increasing unusual call option volume: ERIC CNH KOPN XLI HIMX TRIP HOG VICI EA ACHC
Increasing unusual put option volume: EWC EA YOU XLI EDR MLCO BTG HIMX VERU ALK TKO TEM
Popular stocks with increasing volume: MSTR PLTR AAL GME SOFI COIN ARM PFE INTC MU
Active options: NVDA TSLA AAPL MSTR PLTR MARA AAL GOOGL NFLX RIOT AMZN AMD GME META SOFI COIN ARM PFE INTC MU
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $75, natural gas down 2%, gold at $2782