Pre-Market IV Report January 27, 2025

Pre-Market IV Report January 27, 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: NNE OKLO HIMX CLMT AKAM CDE PARA MELI BKNG PANW FIS WMT CDE FTAI TBPH LTRN TRMD PCRX MERC MXL KC GRAL SSYS GOGO PARA PL KROS PLCE SMLR UPWK BROS

Stocks expected to have increasing option volume: NVDA AVGO MU DELL TSM QCOM SMCI INTC SMH T SOFI NUE RTX

Tech option IV amid China AI headlines

NVIDIA (NVDA) 30-day option implied volatility is at 42; compared to its 52-week range of 33 to 89. Call put ratio 1.6 calls to 1 put into share price lower before the bell.

Broadcom (AVGO) 30-day option implied volatility is at 37; compared to its 52-week range of 30 to 66. Call put ratio 2.1 calls to 1 put into share price lower before the bell.

Super Micro Computer (SMCI) 30-day option implied volatility is at 127; compared to its 52-week range of 60 to 218. Call put ratio 2.3 calls to 1 put into share price lower before the bell.

Taiwan Semi (TSM) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 58. Call put ratio 2.5 calls to 1 put as share price lower before the bell.

Arm Holdings (ARM) 30-day option implied volatility is at 64; compared to its 52-week range of 43 to 171. Call put ratio 1.4 calls to 1 put into share price lower before the bell.

AMD (AMD) 30-day option implied volatility is at 50; compared to its 52-week range of 35 to 64. Call put ratio 2.7 calls to 1 put into share price lower before the bell.

Qualcomm (QCOM) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 53. Call put ratio 2 calls to put into share price lower before the bell.

Micron Technology (MU) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 73. Call put ratio 1.3 calls to 1 put in share price lower before the bell.

Dell Technologies (DELL) 30-day option implied volatility is at 45; compared to its 52-week range of 30 to 80. Call put ratio 1.7 calls to 1 put into share price lower before the bell.

Nebius Group (NBIS) 30-day option implied volatility is at 95; compared to its 52-week range of 87 to 125. Call put ratio 7.1 calls to 1 put into share price lower before the bell.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 28; compared to its 52-week range of 25 to 59. Call put ratio 1 calls to 4.5 puts into share price down before the bell.

Straddle prices into quarter results

Boeing (BA) January 31 weekly 175 straddle priced for movement of 5% into the expected release of quarter results before the bell on January 28.

Lockheed Martin (LMT) January 31 weekly 497.50 straddle priced for movement of 4.5% into the expected release of quarter results before the bell on January 28.

Starbucks (SBUX) January 31 weekly 99 straddle priced for movement of 7% into the expected release of quarter results after the bell on January 28.

Royal Caribbean (RCL) January 31 weekly 232 straddle priced for movement of 8% into the expected release of quarter results before the bell on January 28.

General Motors (GM) January 31 weekly 54 straddle priced for movement of 7% into the expected release of quarter results before the bell on January 28.

Chubb (CB) February straddle priced for movement of 4% into the expected release of quarter results after the bell on January 28.

Movers

Intra-Cellular Therapies (ITCI) 30-day option implied volatility is at 10; compared to its 52-week range of 8 to 112 with focus on spreader of March 130 calls and May 135 calls.

Amkor Technology (AMKR) 30-day option implied volatility is at 52; compared to its 52-week range of 31 to 63 with a focus on 17K contracts of February 22 puts.

Bath & Body Works, Inc. (BBWI) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 50 with a spreader of February 14 weekly 32 puts and February 31 puts.

Options with decreasing option implied volatility: QUBT PLCE DJT BOIL NNOX RUM HNST NFLX UNG UAL MNKD STX GE MMM APH HCA ELV ALLY
Increasing unusual option volume: WELL AMKR SANA TPX ERIC EIX VLY GRND
Increasing unusual call option volume: VLY FEZ TPX XP GRND ERIC NARI SENS BANC
Increasing unusual put option volume: WOOF AMKR HIMX BTG EA RGTI VERU PLCE GDS
Popular stocks with increasing volume: MSTR SOFI COIN SMCI AVGO BABA INTC
Active options: NVDA TSLA PLTR AAPL META AMD MSTR SOFI MARA RGTI COIN SMCI AVGO BABA AMZN GOOGL MSFT INTC RIOT SOUN
Global S&P Futures lower in premarket, Nikkei down 1%, DAX down 1%, WTI Crude oil recently at $75, natural gas down 6.5%, gold at $2768