Pre-Market IV Report June 24, 2025

Pre-Market IV Report June 24, 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 ZETA TDOC FI IBM NFLX SKX GEOS HIMZ MANU HNGE VKTX OUST LABU RFIL LAKE BMBL WGS ULTY NWL LABD

Stocks expected to have increasing option volume: XOM CVX USO FDX CCL NKE MU KBH CHWY HIMS

Option IV amid lower oil and into Fed Chair Powell testimony

ExxonMobil (XOM) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 53. Call put ratio 2 calls to 1 put amid WTI Crude oil at $66.40.

Chevron (CVX) 30-day option implied volatility is at 25; compared to its 52-week range of 16 to 58. Call put ratio 2.2 calls to 1 put amid WTI Crude oil at $66.40.

States Oil Fund (USO) 30-day option implied volatility is at 47; compared to its 52-week range of 21 to 66. Call put ratio 1.3 calls to 1 put amid WTI Crude oil at $66.40.

Ultra Dj-ubs Crude Oil (UCO) 30-day option implied volatility is at 82; compared to its 52-week range of 35 to 112. Call put ratio 6 calls to 1 put with a focus on July 30 calls amid WTI Crude oil at $66.40.

Market Vectors Oil Services ETF (OIH) 30-day option implied volatility is at 35; compared to its 52-week range of 24 to 70. Call put ratio 1 call to 6.7 puts with a focus on September 210 and 220 puts.

Movement

AMD (AMD) 30-day option implied volatility is at 40; compared to its 52-week range of 35 to 88. Call put ratio 2 calls to 1 put with a focus on July and August 140 calls as share price up 1.1%.

Starbucks (SBUX) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 67.

lululemon athletica (LULU) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 76. Call put ratio 1.4 calls to 1 put.

Textron (TXT) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 58. Call put ratio 23 calls to 1 put with a focus on 3100 contracts of September 85 calls.

Equifax (EFX) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 59. Call put ratio 1.2 calls to 1 put.

Grindr (GRND) 30-day option implied volatility is at 42; compared to its 52-week range of 30 to 73. Call put ratio 1 call to 7.3 puts with a focus on 1900 contracts of July 23 puts as share price down 2.3%.

O-I Glass (OI) 30-day option implied volatility is at 41; compared to its 52-week range of 31 to 75 with a focus on spreader of 3200 contracts of December 16 and 2500 contracts of January 12 calls.

Canada Goose (GOOS) 30-day option implied volatility is at 41; compared to its 52-week range of 35 to 70 with a focus on 2500 contracts of October 11 puts at $1.05.

Zeta Global Holdings Corp. (ZETA) 30-day option implied volatility is at 96; compared to its 52-week range of 43 to 138. Call put ratio 9.6 calls to 1 put on 82K contracts as share price up 17.6%.

Straddle prices into quarter results

FedEx (FDX) June 27 weekly 230 straddle priced for movement of 8.5% into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Carnival Corporation (CCL) June 27 weekly 24 straddle priced for movement of 8% into the expected release of quarter results today.

Micron (MU) June 27 weekly 122 straddle priced for movement of 8.5% into the expected release of quarter results after the bell on June 25. Call put ratio 1.3 calls to 1 put.

Options with decreasing option implied volatility: SATS APPS KULR SMST NBTS KMX ASPI NTLA GME SWTX ACN CDE NLY DRI LEN KR
Increasing unusual option volume: IQV NTRS EYE XLB NVTS PHG UMC
Increasing unusual call option volume: EYE IQV XLB NVTS UMC ZETA CMPS WTI
Increasing unusual put option volume: XLB INMB SLG KBH DBX CLBR VOD GGAL
Popular stocks with increasing volume: HIMS CRCL PLTR SMCI MSTR HOOD COIN CRWV SOFI RKLB INTC
Active options: TSLA NVDA AMD HIMS AAPL CRCL PLTR GOOGL AMZN SMCI MSTR HOOD GOOG COIN CRWV META SOFI RKLB MSFT INTC
Global S&P Futures up in premarket, Nikkei up 1%, DAX up 2%, WTI Crude oil recently at $66.41, natural gas down 1%, gold at $3361