Pre-Market IV Report June 30, 2025

Pre-Market IV Report June 30, 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 QS CHYM NOK FL CLBR VNET WNS AVDL CC SLNO NTRS PLTR NOK KTOS HLF SNAP HUM HBAN SDS UA AGNC TD

Stocks expected to have increasing option volume: SPY QQQ RUT CRWV CRCL

Option IV into end of quarter, Washington budget headlines as SPY near record high

Tesla (TSLA) 30-day option implied volatility is at 61; compared to its 52-week range of 46 to 105. Call put ratio 1 call to 1 put.

Uber (UBER) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 68. Call put ratio 2.4 calls to 1 put with a focus on July 3 weekly 92 and 96 calls.

Lyft (LYFT) 30-day option implied volatility is at 44; compared to its 52-week range of 43 to 109. Call put ratio 1.3 calls to 1 put.

Credit bureaus option IV after Pulte says FHFA reviewing

FICO (FICO) 30-day option implied volatility is at 42; compared to its 52-week range of 27 to 70. Call put ratio 1 call to 1 put.

Equifax (EFX) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 59. Call put ratio 1 call to 7.2 puts with a focus on July 230 and 240 puts.

TransUnion (TRU) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 79. Call put ratio 1 call to 1 put.

Movers

Embraer (ERJ) 30-day option implied volatility is at 37; compared to its 52-week range of 33 to 64. Call put ratio 1 call to 4 puts with a focus on 1K contracts of August 50 puts.

Eaton (ETN) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 69 with a focus on a spreader of September 340, 380, 390 and 410 calls.

Chemours (CC) 30-day option implied volatility is at 69; compared to its 52-week range of 38 to 94 with a focus on 6K contracts of August 14 calls.

Huntington Bancshares (HBAN) 30-day option implied volatility is at 26; compared to its 52-week range of 21 to 64. Call put ratio 1.7 calls to 1 put with a focus on July 16 puts.

Apogee Enterprises (APOG) 30-day option implied volatility is at 42; compared to its 52-week range of 24 to 140 with a focus on July 45 calls.

MP Materials (MP) 30-day option implied volatility is at 77; compared to its 52-week range of 47 to 90. Call put ratio 1.5 calls to 1 put with a focus on January 42 calls.

Options with decreasing option implied volatility: UCO SMST CRCL USO FDX MU NKE CCL CONY GIS AMGN WBA JEPQ SPLG
Increasing unusual option volume: CIM INMB WPC CIM ABAT CLNE NTRS CIVI FNKO THO
Increasing unusual call option volume: NTRS NMB WPC CIVI IVZ CLNE ABAT ETN
Increasing unusual put option volume: VNET INMB QS ONDS MAIN JNPR NVTS CIFR AMBA ROBN
Popular stocks with increasing volume: MSTR COIN HIMS SOFI SMCI INTC HOOD
Active options: NVDA TSLA PLTR AMD NKE AMZN AAPL MSTR COIN HIMS SOFI CRCL META MARA SMCI INTC GOOGL HOOD CORZ MSFT
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $65.50, natural gas down 2%, gold at $3300