Pre-Market IV Report January 28, 2025

Pre-Market IV Report January 28, 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 AAOI CORZ NBIS OKLO VRT ALAB SMCI BYON TEM SMR ANET ZETA NVDA CRDO NVDX NVDL AI VST CLS LMMD CLMT CIEN DELL COHR CEG XP ZI CDE AVGO ETN SNOW AMBA FLR ALAM ORCL BKNG WBD CPNG URBN JBL CRM HPE EBAY CRH ET HPQ WMT TLN MU PLCE RIOT TLN PWR ASAN TDOC RBRK MPWR

Stocks expected to have increasing option volume: RTX BA LMT RCL GM CB KMB SYY FFIV QRVO PII JBLU SBUX CR NUE NVDA AVGO CRM PLTR MU TSM ARM

Movers

NVIDIA (NVDA) 30-day option implied volatility is at 70; compared to its 52-week range of 33 to 89. Call put ratio 1.3 calls to 1 put amid wide price movement.

Broadcom (AVGO) 30-day option implied volatility is at 56; compared to its 52-week range of 30 to 66. Call put ratio 1.2 calls to 1 put amid wide price movement.

Palantir (PLTR) 30-day option implied volatility is at 81; compared to its 52-week range of 36 to 87. Call put ratio 1.5 calls to 1 put.

Salesforce (CRM) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 52. Call put ratio 1.8 calls to 1 put.

Straddle prices into quarter results and FOMC

Microsoft (MSFT) January 31 weekly 435 straddle priced for movement of 4.5% into the expected release of quarter results after the bell on January 29.

Meta (META) January 31 weekly 660 straddle priced for movement of 7.5% into the expected release of quarter results after the bell on January 29.

Tesla (TSLA) January 31 weekly 397 straddle priced for movement of 9% into the expected release of quarter results after the bell on January 29.

IBM (IBM) January 31 weekly straddle priced for movement of % into the expected release of quarter results after the bell on January 29.

Service Now (NOW) January 31 weekly 1140 straddle priced for movement of 7.5% into the expected release of quarter results after the bell on January 29.

T-Mobil (TMUS) January 31 weekly 220 straddle priced for movement of 5% into the expected release of quarter results before the bell on January 29.

Danaher (DHR) January 31 weekly 245 straddle priced for movement of 6% into the expected release of quarter results before the bell on January 29.

Lam Research (LRCX) January 31 weekly 75.50 straddle priced for movement of 8% into the expected release of quarter results after the bell on January 29.

General Dynamics (GD) January 31 weekly 270 straddle priced for movement of 4% into the expected release of quarter results before the bell on January 29.

Tech Energy option IV

NANO Nuclear Energy (NNE) 30-day option implied volatility is at 145; compared to its 52-week range of 21 to 194. Call put ratio 1 call to 1.3 puts.

Vistra Energy (VST) 30-day option implied volatility is at 82; compared to its 52-week range of 25 to 82. Call put ratio 1.3 calls to 1 put on elevated option volume of 218K contracts.

Constellation Energy Group, Inc. (CEG) 30-day option implied volatility is at 67; compared to its 52-week range of 28 to 75 on elevated option volume of 87K contracts.

NuScale Power Corporation (SMR) 30-day option implied volatility is at 132; compared to its 52-week range of 82 to 184. Call put ratio 1 call to 1 put amid wide price movement.

Oklo Inc (OKLO) 30-day option implied volatility is at 139; compared to its 52-week range of 47 to 246. Call put ratio 1 call to 1.4 puts amid wide price movement.

Vertiv Holdings Co. (VRT) 30-day option implied volatility is at 89; compared to its 52-week range of 44 to 89. Call put ratio 1 call to 1 put amid wide price movement.

Digital Realty Trust (DLR) 30-day option implied volatility is at 41; compared to its 52-week range of 20 to 41.

Centrus Energy (LEU) 30-day option implied volatility is at 95; compared to its 52-week range of 48 to 113. Call put ratio 1 call to 3.1 put amid wide price movement.

Lightbridge (LTBR) 30-day option implied volatility is at 155; compared to its 52-week range of 49 to 260. Call put ratio 5 calls to 1 put amid wide price movement.

BWX Technologies (BWXT) 30-day option implied volatility is at 36; compared to its 52-week range of 16 to 48. Call put ratio 2 calls to 1 put.

Movers

Qorvo (QRVO) 30-day option implied volatility is at 49; compared to its 52-week range of 23 to 76. Call put ratio 1 call to 1.4 puts with a focus on February 92.50 calls and August 72.50 puts.

Akero Therapeutics (AKRO) 30-day option implied volatility is at 89; compared to its 52-week range of 45 to 277. Call put ratio 1 call to 3.2 puts as share price up 91%.

Dynatrace Inc. (DT) 30-day option implied volatility is at 45; compared to its 52-week range of 20 to 79 amid active option volume February 55 and 60 calls.

Public Service Enterprise (PEG) 30-day option implied volatility is at 29; compared to its 52-week range of 14 to 61 as share price down 6.8%.

Sanofi (SNY) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 33 with a focus on 1700 contracts of February 50 puts.

Methanex (MEOH) 30-day option implied volatility is at 35; compared to its 52-week range of 27 to 45 with a focus on 1K July 70 calls trading at $1.23.

Designer Brands Inc. (DBI) 30-day option implied volatility is at 67; compared to its 52-week range of 43 to 125. Call put ratio 36 calls to 1 put with a focus on 7600 contracts of July 9 calls.

O-I Glass (OI) 30-day option implied volatility is at 55; compared to its 52-week range of 29 to 56. Call put ratio 7.8 calls to 1 put with a focus on February 12 calls as share price up 5.5%.

Options with decreasing option implied volatility: NNOX HNST DJT BOIL NFLX UAL JNPR SOFI KODK HBAN HCA ALLY AAL ELV GE MMM VZ T SCHW JWN PG ALK
Increasing unusual option volume: AHCO IVZ ALGM TAC EWC GRND AMKR NICE FLEX NTGR GL LXRX SES INFY HIMX NXE ERIC DBI
Increasing unusual call option volume: IVZ TAC DBI LXRX VERU GRND HOG NICE HIMX SES
Increasing unusual put option volume: AMKR NXE EWC RJF HIMX WMB CIEN WM SMTC KMB APH SYF
Popular stocks with increasing volume: SOFI PLTR MU MSTR BABA SMCI ORCL INTC
Active options: NVDA AAPL TSLA AVGO SOFI AMD PLTR TSM AMZN META MU MSTR GOOGL BABA SMCI MSFT MARA ORCL CORZ INTC
Global S&P Futures mixed in premarket, Nikkei down 1.3%, DAX mixed, WTI Crude oil recently at $73.50, natural gas mixed, gold at $2739