Pre-Market IV Report June 26, 2025

Pre-Market IV Report June 26, 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 QS ZETA TIGR CAR FI IBM CMG NOW WU FL KULR NKTR CHYM QS TIGR NWL VSAT SCS POET SLNO NVD FUTU FTAI NVDX VRT TRIP

Stocks expected to have increasing option volume: NKE LULU MU SMH SCS FULL CHWY GLNG WS NVDA SMH BP

Option IV for NVDA and SMH as share price near upper end of range, WTI Crude oil at $65

United States Oil Fund (USO) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 66. Call put ratio 1 call to 1.5 puts amid WTI Crude oil at $65.

ExxonMobil (XOM) 30-day option implied volatility is at 23; compared to its 52-week range of 18 to 53. Call put ratio 4.1 calls to 1 put with focus on September 120 calls.

Chevron (CVX) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 58. Call put ratio 3.4 calls to 1 put with focus on September 144 calls.

BP plc (BP) 30-day option implied volatility is at 29; compared to its 52-week range of 17 to 57. Call put ratio 2.8 calls to 1 put with focus on August 35 calls.

Straddle prices into quarter results

Nike (NKE) June 27 weekly 61 straddle priced for movement of 7.5% into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.8 puts.

Movers

Nektar Therapeutics (NKTR) 30-day option implied volatility is at 182; compared to its 52-week range of 45 to 402. Call put ratio 1 call to 1 put on 15K contracts as share price up.

Chime (CHYM) 30-day option implied volatility is at 98; compared to its 52-week range of 76 to 91. Call put ratio 13.3 calls to 1 put with a focus on July 45 calls as share price up 10.8%.

UP Fintech Holding Limited (TIGR) 30-day option implied volatility is at 71; compared to its 52-week range of 34 to 214. Call put ratio 4.5 calls to 1 put with a focus on July 11 weekly 11 calls as share price up 21%.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 84. Call put ratio 2 calls to 1 put with a focus on 25K contracts of September 26 puts at 42c.

Options with decreasing option implied volatility: UCO SMST RXRX QUBT NN USO KMX FDC CCL ARVN CCL DRI KR GIS XLE
Increasing unusual option volume: SLG STT NTRS ALLT UPWK PAYX
Increasing unusual call option volume: STT SLG UPWK CONY BLNK PAGS BMBL FROG
Increasing unusual put option volume: FIVN LW PAYX BHF INMB SATS QS QXO
Popular stocks with increasing volume: COIN HOOD SMCI CRCL SMCI CRCL MU MSTR SOFI HIMS
Active options: NVDA TSLA AMD AAPL PLTR COIN HOOD SMCI GOOG CRCL SMCI GOOG CRCL MU AMZN QS TIGR MSTR SOFI HIMS META GOOG BBAI
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $65, natural gas mixed, gold at $3360