Pre-Market IV Report June 27, 2025

Pre-Market IV Report June 27, 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: CORZ CAPR QS CAR RDFN ZETA TIGR FI CMG NOW FL IBM WU DLR SATS PONY VRNT ENVX KALV PL LUNR APOG BKSY IREN RYTM CNXC COMM CONY SPIR AUPH AOUT

Stocks expected to have increasing option volume: NKE LULU UA CORZ CRWV JPM BAC C GS WFC PNC MS UNFI

Option IV into stress tests

Citigroup (C) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 68. Call put ratio 3 calls to 1 put into stress test results.

Bank of America (BAC) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 61. Call put ratio 2.1 calls to 1 put into stress test results.

Wells Fargo (WFC) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 64 into stress test results.

PNC Financial Services (PNC) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 58. Call put ratio 2.2 calls to put in stress test results.

U.S. Bancorp (USB) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 61. Call put ratio 2.7 calls to 1 put into stress test results.

JPMorgan (JPM) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 58. Call put ratio 1.9 calls to 1 put into stress test results.

Goldman Sachs (GS) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 66. Call put ratio 1.7 calls to 1 put into stress test results.

Morgan Stanley (MS) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 71 into stress test results.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 17; compared to its 52-week range of 13 to 49. Call put ratio 1.9 calls to 1 put into stress test results.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 26; compared to its 52-week range of 23 to 61into stress test results. Call put ratio 5.8 calls to 1 put into stress test results.

Movers

CoreWeave (CRWV) 30-day option implied volatility is at 93; compared to its 52-week range of 93 to 157. Call put ratio 2.7 calls to 1 put with a focus on July 85 calls.

Cortex Pharma (CORX) 30-day option implied volatility is at 121; compared to its 52-week range of 61 to 127. Call put ratio 6.1 calls to 1 put with a focus on June and July weekly calls.

Acuity Brands (AYI) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 71 with a focus on July 310 and August 320 calls as share price up 6.3%.

Truist Financial Corp. (TFC) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 64. Call put ratio 7.7 calls to 1 put with a focus on August 12 and 14 calls.

Enovix (ENVX) 30-day option implied volatility is at 95; compared to its 52-week range of 75 to 133. Call put ratio 9.5 calls to 1 put with a focus on January 20 and 30 calls as share price up 17%.

ASML Holdings (ASML) 30-day option implied volatility is at 39; compared to its 52-week range of 30 to 73. Call put ratio 1 call to 1 put as share price up 2%.

BellRing Brands (BRBR) 30-day option implied volatility is at 41; compared to its 52-week range of 23 to 55. Call put ratio 1 call to 2 puts with a focus on a spreader of July 50 and 57.50 puts.

Corebridge Financial (CRBG) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 73. Call put ratio 6.4 calls to 1 put with a focus on 2500 contracts of July 36 calls as share price up 5.4%.

Atlas Energy Solutions (AESI) 30-day option implied volatility is at 75; compared to its 52-week range of 70 to 159 with a focus on July 15 and 17.50 calls as share price up 2.7%.

Kingsoft Cloud Holdings Limited (KC) 30-day option implied volatility is at 75; compared to its 52-week range of 70 to 157 with a focus on July 15 and 17.5 calls.

Pony AI (PONY) 30-day option implied volatility is at 128; compared to its 52-week range of 109 to 200. Call put ratio 4.7 calls to 1 put with a focus on June and July weekly calls.

Options with decreasing option implied volatility: SMST UCO CRCL USO QUBT KMX FDX MU ACN
Increasing unusual option volume: LEVI AESI QS NVTS AVAV KVUE
Increasing unusual call option volume: AESI QS KVUE AVAV NVTS CNK COMM LPSN
Increasing unusual put option volume: LEVI NVTS QS INMB GTM VNQ AEVA COMM CLX
Popular stocks with increasing volume: SMCI PLTR COIN MU CRCL QS CORZ KVUE SOFI MSTR HIMS MRVL
Active options: NVDA TSLA AMD AAPL SMCI PLTR COIN AMZN META MU CRCL QS CORZ KVUE SOFI MSTR HIMS GOOGL MSFT MRVL
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $65.80, natural gas up 3%, gold at $3300