Pre-Market IV Report June 4, 2025

Pre-Market IV Report June 4, 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 RUN MP WBA IEP STZ KIDZ CRWV PPTA UMAC ATYR MRUS CXM FSLR MAMA CNM BITO TAN VG BEP INFA

Stocks expected to have increasing option volume: WFC CRWD HPQ ASAN DLTR LULU AVGO BASE DLTR

Large cap movement

CoreWeave (CRWV) 30-day option implied volatility is at 142; compared to its 52-week range of 96 to 157. Call put ratio 1.5 calls to 1 put as share price above $150.

NVIDIA (NVDA) 30-day option implied volatility is at 36; compared to its 52-week range of 34 to 89. Call put ratio 1.6 calls to 1 put.

Boeing (BA) 30-day option implied volatility is at 28; compared to its 52-week range of 27 to 75. Call put ratio 3.1 calls to 1 put with a focus on June 215 calls as share price at 52-week high.

Netflix (NFLX) 30-day option implied volatility is at 26; compared to its 52-week range of 21 to 71. Call put ratio 1 call to 1.1 puts as share price above $1200.

Constellation Energy Group, Inc. (CEG) 30-day option implied volatility is at 47; compared to its 52-week range of 36 to 94. Call put ratio 2.5 calls to 1 put amid wide price movement.

Wells Fargo (WFC) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 65. Call put ratio 3.3 calls to 1 put with a focus on November 90 calls as share price up before the bell.

Straddle prices into quarter results

Five Below (FIVE) June 14 straddle priced for movement of 13.5% into the expected release of quarter results today after the bell.

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

Broadcom (AVGO) June 6 weekly 257.50 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 335 straddle priced for movement of 9.5% into the expected release of quarter results after the bell on June 5.

DocuSign (DOCU) June 6 weekly 91 straddle priced for movement of 10% into the expected release of quarter results after the bell on June 5.

Movers

ON Semiconductor (ON) 30-day option implied volatility is at 51; compared to its 52-week range of 38 to 99. Call put ratio 3.5 calls to 1 put with a focus on 5500 contracts of August 70 calls as share price up 8.7%.

Ferguson plc (FERG) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 48. Call put ratio 2.3 calls to 1 put with a focus on June 230 and 240 calls as share price up 15.5%.

Perpetua Resources Corp (PPTA) 30-day option implied volatility is at 86; compared to its 52-week range of 57 to 139. Call put ratio 48 calls to 1 put with a focus on 19K contracts of September 20 calls as share price up 13%.

Rio Tinto plc (RIO) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 47. Call put ratio 1.8 calls to 1 put with a focus on June 55 puts and June 65 calls.

RingCentral, Inc. (RNG) 30-day option implied volatility is at 40; compared to its 52-week range of 29 to 77. Call put ratio 1 call to 10 puts with a focus on 3K contracts of January 15 puts.

TKO Group Holdings (TKO) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 65. Call put ratio 50 calls to 1 put with a focus on 3K contracts of July 170 calls.

Huntsman (HUN) 30-day option implied volatility is at 54; compared to its 52-week range of 22 to 76. Call put ratio 49 calls to 1 put with a focus on August 11 and 12 calls as share price up 3.4%.

NexGen Energy Ltd. (NXE) 30-day option implied volatility is at 62; compared to its 52-week range of 50 to 74. Call put ratio 46 calls to 1 put with a focus on July 7, August 7 and November 9 calls as share price up 5.1%.

Morningstar (MORN) 30-day option implied volatility is at 20; compared to its 52-week range of 18 to 38.

Options with decreasing option implied volatility: GME CRDO AI ELF IONQ PATH GAP ANF S PSTG NVDX DJT OKTA NVDL KSS VNET ARVN SMTC NTNX
Increasing unusual option volume: NVTS PPTA CLBR UMAC THO VEEV ATYR SATS
Increasing unusual call option volume: PPTA NVTS VEEV CLBR WRD UMAC PBY ATYR BBD SEAT
Increasing unusual put option volume: SATS ROBN GGAL INSM SOC CRDO SIG RNG EOSE LYB CRWV
Popular stocks with increasing volume: HIMS HOOD CRWV PLTR MSTR SMCI AVGO RUN INTC NIO
Active options: NVDA TSLA HIMS HOOD CRWV AAPL AMD PLTR GOOGL MSTR SMCI META AMZN AVGO APLD RUN MARA INTC NIO GOOG
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $63.30, natural gas mixed, gold at $3385