Pre-Market IV Report June 17, 2025

Pre-Market IV Report June 17, 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: QUBT UCO NN SRPT USO NFLX SCHW SKX

Stocks expected to have increasing option volume: CRWV CRCL LEN TOL SRPT COTY EL ELF

Movers

CoreWeave (CRWV) 30-day option implied volatility is at 106; compared to its 52-week range of 91 to 157. Call put ratio 3.2 calls to 1 put.

Circle Internet Group (CRCL) 30-day option implied volatility is at 122; compared to its 52-week range of 101 to 148. Call put ratio 1 call to 1.1 puts on 224K contracts as share price up.

Estee Lauder (EL) 30-day option implied volatility is at 39; compared to its 52-week range of 28 to 101. Call put ratio 2.6 calls to 1 put with a focus on June 75 calls.

Coty (COTY) 30-day option implied volatility is at 55; compared to its 52-week range of 25 to 62. Call put ratio 54 calls to 1 put on 9K contracts, compared to 90 day average volume 237 contracts as share price up.

Wix.com (WIX) 30-day option implied volatility is at 39; compared to its 52-week range of 31 to 77. Call put ratio 2.5 calls to 1 put with a focus on September 180 calls as share price up.

Archer Daniels Midland (ADM) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 57. Call put ratio 34 calls to 1 put with a focus on July 55, 57.50 and 60 calls as share price up.

Sarepta Therapeutics (SRPT) 30-day option implied volatility is at 105; compared to its 52-week range of 33 to 142. Call put ratio 2.1 calls to 1 put with a focus on August 60 and 70 calls as share price down 42%.

Pros Holdings (PRO) 30-day option implied volatility is at 50; compared to its 52-week range of 41 to 85 with a focus on August 20 calls.

C. H. Robinson Worldwide (CHRW) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 58 with a focus on July 95 puts and Augusts 125 calls.

Appian Corporation (APPN) 30-day option implied volatility is at 39; compared to its 52-week range of 35 to 76. Call put ratio 1 call to 27 puts with a focus on 11K contracts of July 27.50 puts as share price up 2.9%.

TEGNA (TGNA) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 65 with a focus on 1K contracts of July 17 calls as share price up 2.1%.

Five9 (FIVN) 30-day option implied volatility is at 58; compared to its 52-week range of 42 to 113. Call put ratio 1 call to 20 puts with a focus on 1K contracts on August 22.50 puts as share price up 3%.

Solar and wind stock options amid tax credit headlines

First Solar (FSLR) 30-day option implied volatility is at 66; compared to its 52-week range of 44 to 87. Call put ratio 1 call to 1.6 puts amid tax credit headlines.

Array Technologies Inc. (ARRY) 30-day option implied volatility is at 89; compared to its 52-week range of 60 to 130. Call put ratio 1.3 calls to 1 put amid tax credit headlines.

Nextracker (NXT) 30-day option implied volatility is at 51 compared to its 52-week range of 44 to 95. Call put ratio 3.3 calls to 1 put with a focus on August 65 calls amid tax credit headlines.

Shoals Technologies (SHLS) 30-day option implied volatility is at 79; compared to its 52-week range of 63 to 116. Call put ratio 39 calls to 1 put with a focus on July 5 and 6 calls.

Sunrun (RUN) 30-day option implied volatility is at 147; compared to its 52-week range of 64 to 149. Call put ratio 1.8 calls to 1 put amid tax credit headlines.

Enphase (ENPH) 30-day option implied volatility is at 77; compared to its 52-week range of 49 to 105. Call put ratio 1 call to 1.2 puts amid tax credit headlines.

SolarEdge (SEDG) 30-day option implied volatility is at 115; compared to its 52-week range of 70 to 149. Call put ratio 1 call to 1.5 puts amid tax credit headlines.

Canadian Solar (CSIQ) 30-day option implied volatility is at 65; compared to its 52-week range of 47 to 98. Call put ratio 1.9 calls to 1 put amid tax credit headlines.

FTC Solar (FTCI) 30-day option implied volatility is at 115; compared to its 52-week range of 20 to 263. Call put ratio 17 calls to 1 put amid tax credit headlines.

JinkoSolar (JKS) 30-day option implied volatility is at 65; compared to its 52-week range of 53 to 114. Call put ratio 1 call to 1.6 puts amid tax credit headlines.

Maxeon (MAXN) 30-day option implied volatility is at 94; compared to its 52-week range of 20 to 748. Call put ratio 1 call to 7.7 puts amid tax credit headlines.

Sunrun (RUN) 30-day option implied volatility is at 147; compared to its 52-week range of 64 to 150. Call put ratio 1.8 calls to 1 put on 102K contracts amid tax credit headlines.

GE Vernova (GEV) 30-day option implied volatility is at 43; compared to its 52-week range of 38 to 99. Call put ratio 1.1 calls to 1 put amid tax credit headlines.

Options with decreasing option implied volatility: APLS SATS SWTX GTLB RH ETOR INSM X ADBE CHWY RDFN DAN ORCL
Increasing unusual option volume: WNS URGN GPN APPN UMAC NTRS EWY NVTS
Increasing unusual call option volume: EWY GPN UMAC NVTS NXE SATS AQST
Increasing unusual put option volume: GPN BDX FE APPS JBL WEN FIVN VRNA
Popular stocks with increasing volume: SMCI INTC GME SOFI HOOD COIN ORCL HIMS MSTR CRWV
Active options: NVDA AMD TSLA PLTR AAPL META AMZN SMCI INTC GME SOFI HOOD COIN ORCL MSFT HIMS MSTR GOOGL CRWV MARA
Global S&P Futures mixed to lower in premarket, Nikkei mixed, DAX lower, WTI Crude oil recently at $72.50, natural gas mixed, gold at $3398