Pre-Market IV Report June 23, 2025

Pre-Market IV Report June 23, 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: CAPR UCO OSCR NFLX CONY MA CTAS SCHW V COGT LVWR HNGE NKTR MESO GLXY GEOS CONY AVXL RXRX RDFN QXO KODX IE LXU

Stocks expected to have increasing option volume: TSLA UBER LYFT BK NTRS WOLF CRCL GSL NAT NKE FDX CCL KBH

Movement

United States Oil Fund (USO) 30-day option implied volatility is at 60; compared to its 52-week range of 21 to 66. Call put ratio 1.3 calls to 1 put amid WTI Crude oil at $74.50.

Tesla (TSLA) 30-day option implied volatility is at 63; compared to its 52-week range of 45 to 105. Call put ratio 1.3 calls to 1 put amid Tesla unveils its robotaxi service in Austin.

Uber (UBER) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 68. Call put ratio 1.2 calls to 1 put.

Lyft (LYFT) 30-day option implied volatility is at 47; compared to its 52-week range of 44 to 109. Call put ratio 1 call to 1 put.

BNY Mellon (BK) 30-day option implied volatility is at 27 compared to its 52-week range of 15 to 63. Call put ratio 4 calls to 1 put into approaching Northern Trust (NTRS) over potential merger, WSJ says.

Northern Trust (NTRS) 30-day option implied volatility is at 34 compared to its 52-week range of 19 to 64. Call put ratio 2.1 calls to 1 put into BNY Mellon (BK) approaching Northern Trust over potential merger, WSJ says.

Coinbase (COIN) 30-day option implied volatility is at 62; compared to its 52-week range of 50 to 100. Call put ratio 2.4 calls to 1 put into Bitcoin trades below $100K.

Circle Internet Group (CRCL) 30-day option implied volatility is at 176; compared to its 52-week range of 110 to 176 amid sharp rally.

Global Ship Lease (GSL) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 61. Call put ratio 3.8 calls to 1 put.

Nordic American Tanker (NAT) 30-day option implied volatility is at 44; compared to its 52-week range of 24 to 76. Call put ratio 22 calls to 1 put with a focus on July 3 calls.

Capricor Therapeutics (CAPR) 30-day option implied volatility is at 162; compared to its 52-week range of 59 to 205. Call put ratio 1 call to 1.3 puts on 37K contracts amid wide price movement.

Gorilla Technology Group (GRRR) 30-day option implied volatility is at 107; compared to its 52-week range of 67 to 227. Call put ratio 4.1 calls to 1 put with a focus on June 27 and 28 calls.

Global Net Lease (GNL) 30-day option implied volatility is at 30; compared to its 52-week range of 17 to 48 with a focus on 30K contracts of July 7.5 calls.

Smith & Wesson Brands (SWBI) 30-day option implied volatility is at 37; compared to its 52-week range of 23 to 78. Call put ratio 1 call to 1.5 puts on 13K contracts compared to 388 contracts.

Liquidia Technologies (LQDA) 30-day option implied volatility is at 69 compared to its 52-week range of 43 to 172. Call put ratio 1 call to 1 put on 19K contracts compared to 90-day average of 1900 contracts.

Allegro MicroSystems, Inc. (ALGM) 30-day option implied volatility is at 48 compared to its 52-week range of 39 to 95 with a focus on 7K contracts of August 22.50 puts.

Straddle prices into quarter results

KB Home (KBH) July 50 straddle priced for movement of 11.50% into the expected release of quarter results today after the bell. Call put ratio 5.8 calls to 1 put with a focus on July and January 60 calls.

FedEx (FDX) July 225 straddle priced for movement of 8% into the expected release of quarter results after the bell on June 24. Call put ratio 1.9 calls to 1 put.

Carnival Corporation (CCL) July 24 straddle priced for movement of 8% into the expected release of quarter results on June 24.

Increasing unusual option volume: INVZ EWC HUYA SGRY VERV INMB
Increasing unusual call option volume: URGN INVZ PPL XLI AMCR TDUP UROY DLO
Increasing unusual put option volume: EWC INMB SGRY PAYX APPS CAPR CLBR AMKR
Popular stocks with increasing volume: COIN MSTR CRWV SOFI HOOD SMCI INTC
Active options: TSLA NVDA AMD AAPL PLTR COIN AMZN MSTR META GOOGL CRWV SOFI HOOD SMCI INTC MARA ASTS OSCR HIMS GOOG
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $74.50, natural gas up 1%, gold at $3371