Pre-Market IV Report June 3, 2025

Pre-Market IV Report June 3, 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: ALT RDFN MP SWTX JNPR STZ CLBR UMAC RCAT REPL RARE CTLP NN LOGC CENX SWBI GRPN AGQ LMND TIGO IEP PBR MUX

Stocks expected to have increasing option volume: CRWD HPQ DJ ASAN OLLI DLTR LULU AVGO NIO SIG

Movers

Moderna (MRNA) 30-day option implied volatility is at 68; compared to its 52-week range of 45 to 105. Call put ratio 1.3 calls to 1 put amid Trump policy headlines.

Paramount Global (PARA) 30-day option implied volatility is at 47; compared to its 52-week range of 16 to 58. Call put ratio 6.8 calls to 1 put with a focus on June 12 calls amid M&A headlines.

Straddle prices into quarter results

CrowdStrike (CRWD) June 6 weekly 480 straddle priced for movement of 8% into the expected release of quarter results today after the bell.

Hewlett Packard (HPE) June 6 weekly 17 straddle priced for movement of 9% into the expected release of quarter results today after the bell.

Asana (ASAN) June 6 weekly 18.5 straddle priced for movement of 14% into the expected release of quarter results today after the bell.

Dollar Tree (DLTR) June 6 weekly 91 straddle priced for movement of 9% into the expected release of quarter results before the bell on June 4.

Five Below (FIVE) June 6 weekly 120 straddle priced for movement of 9% into the expected release of quarter results after the bell on June 4.

PVH (PVH) June 6 weekly 80 straddle priced for movement of 11% into the expected release of quarter results after the bell on June 4.

Broadcom (AVGO) June 6 weekly 247.50 straddle priced for movement of 7.5% into the expected release of quarter results after the bell on June 5.

Luluemon (LULU) June 6 weekly 322.50 straddle priced for movement of 9.5% into the expected release of quarter results after the bell on June 5.

Movers

Boeing (BA) 30-day option implied volatility is at 29; compared to its 52-week range of 27 to 75. Call put ratio 1.7 calls to 1 put as share price up 2.1%.

iShares Silver Trust (SLV) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 40. Call put ratio 4.7 calls to 1 put with a focus on June 32 and August 30.50 calls as share price up 4.9%.

Vera Therapeutics Inc. (VERA) 30-day option implied volatility is at 123; compared to its 52-week range of 44 to 222. Call put ratio 2.1 calls to 1 put with a focus on June calls and puts.

Science Applications Int’l (SAIC) 30-day option implied volatility is at 36; compared to its 52-week range of 17 to 64. Call put ratio 1 call to 1 put as share price down 13.9%.

Centene (CNC) 30-day option implied volatility is at 34; compared to its 52-week range of 20 56. Call put ratio 1 call to 4.8 puts with a focus on 9765 contracts of July 47.50 puts.

Zeta Global Holdings Corp. (ZETA) 30-day option implied volatility is at 67; compared to its 52-week range of 36 to 138. Call put ratio 1 call to 2.5 puts with a focus on 5555 contracts of October 7.5 puts trading near the offer.

Zebra Technologies (ZBRA) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 73 with a focus on a spreader of 2K contracts of July 240 and 270 puts.

CDW (CDW) 30-day option implied volatility is at 31; compared to its 52-week range of 17 to 59. Call put ratio 1 call to 12.8 puts with a focus on 1200 contracts of June 175 puts as share price down 3%.

Wolverine World Wide (WWW) 30-day option implied volatility is at 51; compared to its 52-week range of 38 to 116. Call put ratio 10.9 calls to 1 put with a focus on 1500 contracts of July 17.50 calls as share price down 2.9%.

Options with decreasing option implied volatility: QUBT MSTZ NNE QBTS PATH HSAI ANF PTON OKLO GAP AI RGTI MSTU IONQ PSTG ELF
Increasing unusual option volume: NVTS CLBR ASTL UMAC SIG VERA FROG
Increasing unusual call option volume: ASTL CLBR NVTS UMAC SIG XLI VEEV FROG
Increasing unusual put option volume: SATS SIG NGD APLD STNE LQDA ETHA EH CNC
Popular stocks with increasing volume: UNH HOOD CLF F MSTR SOFI AVGO SMCI CRWV INTC
Active options: NVDA TSLA PLTR AAPL APLD META UNH AMZN GOOGL AMD HOOD CLF F MSTR SOFI AVGO SMCI CRWV GOOG INTC
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $62.70, natural gas mixed, gold at $3357