Pre-Market IV Report January 31, 2025

Pre-Market IV Report January 31, 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: RCAT PLCE NVDA ZETA CDE MNKD LMND EDR ZI NVAX SNOW AI CORZ AMBA TGTX VRT AUPH CRM CPNG URBN SMH DPZ CPB HPQ TJX JNPR HD IGV ARCC

Stocks expected to have increasing option volume: AAPL CVX XOM INTC V KLAC CL CHRT PSX ETN BOOT TEAM AJG ABBV BAH X DECK TEAM VRTX WBA BOOT BZH

Gold option IV as gold price near upper end of range

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 31; compared to its 52-week range of 28 to 40. Call put ratio 2.6 calls to 1 put as gold at $2843.

Straddle prices into quarter results

Palantir (PLTR) February 7 weekly 80 straddle priced for movement of 14% into the expected release of quarter results after the bell on February 3.

NXP Semiconductors (NXPI) February 7 weekly 210 straddle priced for movement of 6.5% into the expected release of quarter results after the bell on February 3.

Tyson Foods (TSN) February 7 weekly 57.50 straddle priced for movement of 7.5% into the expected release of quarter results before the bell on February 3.

Clorox (CLX) February 160 straddle priced for movement of 4.5% into the expected release of quarter results after the bell on February 3.

Alphabet (GOOGL) February 7 weekly 200 straddle priced for movement of 8% into the expected release of quarter results after the bell on February 4.

Merck (MRK) February 7 weekly 99 straddle priced for movement of 5.5% into the expected release of quarter results before the bell on February 4.

Advanced Micro Devices (AMD) February 7 weekly 118 straddle priced for movement of 9% into the expected release of quarter results after the bell on February 4.

Movers

Tencent Music (TME) 30-day option implied volatility is at 54; compared to its 52-week range of 34 to 102. Call put ratio 143 calls to 1 put with a focus on February 13, March 13 and July 17 calls.

Teradyne (TER) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 81. Call put ratio 1.8 calls to 1 put with a focus on 4900 contracts of March 95 puts as share price down 5.6%.

DLocal Limited (DLO) 30-day option implied volatility is at 49; compared to its 52-week range of 37 to 130. Call put ratio 43 calls to 1 put with a focus on February 12, February 14 and March 12 calls as share price up 3.5%.

Monro, Inc (MNRO) 30-day option implied volatility is at 41; compared to its 52-week range of 27 to 74 with a focus on 2K contracts of July 20 calls trading on the offer at $2.30.

Options with decreasing option implied volatility: LC SOFI MBLY VFC DT CLS META SBUX HCA FLG ISRG TER IBM TEVA T QRVO RTX VZ
Increasing unusual option volume: AHCO PAGP CX PAA DB TPX IP JNPR XFOR EIX ALGM
Increasing unusual call option volume: PAGP DB IVZ PAA CX TPX XP JNPR IP EWW TER LVS GPC UPS TME COUR
Increasing unusual put option volume: EWG IP JNPR NXT UPS NOK DECK TER DBX CMA BEKE EWY
Popular stocks with increasing volume: BABA INTC AVGO MSTR PLTR UPS SOFI COIN AAL MU PFE
Active options: NVDA TSLA MSFT META BABA AAPL INTC AVGO AMZN AMD GOOGL MSTR PLTR UPS SOFI MARA COIN AAL MU PFE
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $72.50, natural gas up 1%, gold at $2746