Pre-Market IV Report June 2, 2025

Pre-Market IV Report June 2, 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: HOLO LTBR JNPR MP FDX SWTX RRGB FCEL RVMD SATS U CLBR RARE VEL INCY

Stocks expected to have increasing option volume: CPB CRWD HPQ DJ ASAN OLLI DLTR LULU AVGO NIO SIG X NUE STLD CLF AA RIO VALE XLF

Movement

Apple (AAPL) 30-day option implied volatility is at 30; compared to its 52-week range of 16 to 65. Call put ratio 1.3 calls to 1 put into June 9 when Apple kicks off it’s Worldwide Developers Conference (WWDC).

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 17; compared to its 52-week range of 13 to 49 into Trump administration is preparing to ease rules imposed on big banks in response to the 2008 financial crisis, Michael Stratford of Politico reports.

Option IV into Trump to increase steel tariffs to 50% from 25%

U.S. Steel (X) 30-day option implied volatility is at 23; compared to its 52-week range of 23 to 116 into Trump to increase steel tariffs to 50% from 25%.

Cleveland-Cliffs (CLF) 30-day option implied volatility is at 74; compared to its 52-week range of 32 to 108 into Trump to increase steel tariffs to 50% from 25%.

Steel Dynamics (STLD) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 65 into Trump to increase steel tariffs to 50% from 25%. Call put ratio 3.2 calls to 1 put.

Nucor (NUE) 30-day option implied volatility is at 40; compared to its 52-week range of 23 to 69. Call put ratio 1 call to 5.4 puts into Trump to increase steel tariffs to 50% from 25%.

Option IV into quarter results

CrowdStrike (CRWD) June 6 weekly straddle priced for movement of 8% into the expected release of quarter results after the bell on June 3.

Hewlett Packard (HPE) June 6 weekly 17 straddle priced for movement of 8% into the expected release of quarter results after the bell on June 3.

Dollar General (DG) June 6 weekly 97 straddle priced for movement of 9% into the expected release of quarter results before the bell on June 3.

Nio (NIO) June 6 weekly 3.5 straddle priced for movement of 11% into the expected release of quarter results before the bell on June 3.

Ollie’s Bargain (OLLI) June 110 straddle priced for movement of 13% into the expected release of quarter results before the bell on June 3. Call put ratio 1 call to 5.8 puts with a focus on June puts.

Asana (ASAN) June 6 weekly 18 straddle priced for movement of 14% into the expected release of quarter results after the bell on June 3.

Signet Jewelers (SIG) June 6 weekly 67 straddle priced for movement of 14% into the expected release of quarter results before the bell on June 3.

Options with decreasing option implied volatility: QBTS X IONQ MSTZ BULL DECK SMST RGTI LQDA PATH ELF
Increasing unusual option volume: XLB NVTS BHF WRD SGRY ETHA CSX BITO CLBR PD NTRS REGN
Increasing unusual call option volume: XLB NVTS CSX BITO ULTA ETHA RELY LOGC CNX SEAT
Increasing unusual put option volume: ETHA BHF XLB JNPR SATS EOSE HPP GRAB IQ
Popular stocks with increasing volume: MSTR INTC SMCI UNH CRWV MRVL GME DJT
Active options: NVDA TSLA PLTR AAPL MSTR AMD AMZN GOOGL INTC SMCI U UNH META CRWV MARA MRVL GME DJT EOSE LCID
Global S&P Futures lower in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $62.80, natural gas up 4%, gold at $3352