Pre-Market IV Report June 25, 2025

Pre-Market IV Report June 25, 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 CAR FI UAA IBM SWTX CMG NOW NVDY AIFU KULR NA CAR OCUL BULL COMM SOC ITUB BANC SWTX PAGS MNTN

Stocks expected to have increasing option volume: FDX UPS NKE LULU GIS PAYX XPO BA

Movers option IV into tax bill deadline and US tariffs are scheduled to go back to Liberation Day levels on July 8

United States Oil Fund (USO) 30-day option implied volatility is at 40; compared to its 52-week range of 21 to 66. Call put ratio 1 call to 1.3 put amid WTI Crude oil at $65.30.

Coinbase (COIN) 30-day option implied volatility is at 61; compared to its 52-week range of 50 to 100. Call put ratio 3.2 calls to 1 put on 758K contracts.

Tesla (TSLA) 30-day option implied volatility is at 64; compared to its 52-week range of 46 to 105. Call put ratio 1.3 calls to 1 put as share price down.

Uber (UBER) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 69. Call put ratio 3.4 calls to 1 put with a focus on July 100 calls as share price up.

Lyft (LYFT) 30-day option implied volatility is at 44; compared to its 52-week range of 44 to 106. Call put ratio 3.4 calls to 1 put with a focus on 5K contracts of August 13 calls as share price up 6.2%.

Rocket Lab USA, Inc. (RKLB) 30-day option implied volatility is at 77; compared to its 52-week range of 53 to 144. Call put ratio 3.4 calls to 1 put into launches.

Dollar General (DG) 30-day option implied volatility is at 26; compared to its 52-week range of 25 to 70. Call put ratio 2.1 calls to 1 put with a focus on June 27 weekly options as share price down 1.6%.

Advance Auto Parts (AAP) 30-day option implied volatility is at 46; compared to its 52-week range of 37 to 95. Call put ratio 3.9 calls to 1 put with a focus on 4200 contracts of July 48 calls as share price down 8.1%.

Consolidated Edison (ED) 30-day option implied volatility is at 21; compared to its 52-week range of 13 to 35 with a focus on 4700 contracts of July 100 puts.

Main Street Capital (MAIN) 30-day option implied volatility is at 20; compared to its 52-week range of 9 to 51 with a focus on 5400 contracts of September 49.50 puts.

Flywire Corporation (FLYW) 30-day option implied volatility is at 44; compared to its 52-week range of 34 to 95 with a focus on 1200 contracts of July 12.50 calls as share price up 2.7%.

Straddle prices into quarter results

Micron (MU) June 27 weekly 128 straddle priced for movement of 8.5% into the expected release of quarter results today after the bell on June 25. Call put ratio 1.5 calls to 1 put.

Nike (NKE) June 27 weekly 61 straddle priced for movement of 7.5% into the expected release of quarter results today after the bell on June 26. Call put ratio 1.4 calls to 1 put.

Solar and wind stock options amid tax credit headlines

First Solar (FSLR) 30-day option implied volatility is at 72; compared to its 52-week range of 44 to 87. Call put ratio 2 calls to 1 put amid tax credit headlines.

Array Technologies Inc. (ARRY) 30-day option implied volatility is at 88; compared to its 52-week range of 62 to 130. Call put ratio 1 call to 2.3 puts amid tax credit headlines.

Nextracker (NXT) 30-day option implied volatility is at 50 compared to its 52-week range of 44 to 95. Call put ratio 7.3 calls to 1 put with a focus on August 60 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 62 calls to 1 put with a focus on October 5 calls.

Enphase (ENPH) 30-day option implied volatility is at 94; compared to its 52-week range of 49 to 105. Call put ratio 1 call to 1 put amid tax credit headlines.

SolarEdge (SEDG) 30-day option implied volatility is at 107 compared to its 52-week range of 81 to 149. Call put ratio 1.5 calls to 1 put amid tax credit headlines.

Canadian Solar (CSIQ) 30-day option implied volatility is at 62; compared to its 52-week range of 47 to 98. Call put ratio 2.1 calls to 1 put amid tax credit headlines.

FTC Solar (FTCI) 30-day option implied volatility is at 168; compared to its 52-week range of 20 to 263. Call put ratio 1 call to 1 put amid tax credit headlines.

JinkoSolar (JKS) 30-day option implied volatility is at 62; compared to its 52-week range of 53 to 114. Call put ratio 10.9 call to 1 put amid tax credit headlines.

Maxeon (MAXN) 30-day option implied volatility is at 101; compared to its 52-week range of 20 to 748. Call put ratio 115 call to 1 put with focus on January 0.5 calls amid tax credit headlines.

Sunrun (RUN) 30-day option implied volatility is at 146; compared to its 52-week range of 64 to 150. Call put ratio 1.4 calls to 1 put on 157K contracts amid tax credit headlines.

Options with decreasing option implied volatility: APPS QUBT SMST NN RXRXKMX ASPI UCO NTLA CAN CCL DRI GLL LEN USO KR
Increasing unusual option volume: NKTR RGLS PAGS ASTL NTS HUYA PAYX EWY
Increasing unusual call option volume: RGLS PAGS ASTL JNPR EWY NVTS
Increasing unusual put option volume: INMB PAYX BAH MAIN URNM EQX SATS
Popular stocks with increasing volume: COIN INTC HOOD UBER PLTR CRCL SOFI MSTR HIMS AVGO MU
Active options: NVDA TSLA AMD AAPL COIN INTC HOOD AMZN UBER PLTR META CRCL SOFI MSTR GOOGL HIMS AVGO MSFT MU
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $65.20, natural gas mixed, gold at $3343