Pre-Market IV Report June 5, 2025

Pre-Market IV Report June 5, 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 SWTX ABL APLD PTON SATS FCEL SSSS ASPI ATLX CORZ AEHR GPRK ACAD IONS LTM ETSY NOK BSY SGRY

Stocks expected to have increasing option volume: AVGO LULU SOCU CIEN MTN VSCO WOOF LE RBRK PVH FIVE BF.B MDB

Tech option IV

Apple (AAPL) 30-day option implied volatility is at 28; compared to its 52-week range of 16 to 65. Call put ratio 1.6 calls to 1 put into Worldwide Developers Conference (WWDC) on June 9.

CoreWeave (CRWV) 30-day option implied volatility is at 154; compared to its 52-week range of 96 to 157. Call put ratio 1.7 calls to 1 put amid sharp rally.

Reddit (RDDT) 30-day option implied volatility is at 68; compared to its 52-week range of 51 to 128. Call put ratio 3.6 calls to 1 put amid wide price movement.

eBay (EBAY) 30-day option implied volatility is at 24; compared to its 52-week range of 11 to 54. Call put ratio 1.1 calls to 1 put.

Palantir (PLTR) 30-day option implied volatility is at 56; compared to its 52-week range of 39 to 110. Call put ratio 1.8 calls to 1 put with share price near record high.

Straddle prices into quarter results

Broadcom (AVGO) June 6 weekly 260 straddle priced for movement of 7% into the expected release of quarter results today after the bell.

Luluemon (LULU) June 6 weekly 335 straddle priced for movement of 9% into the expected release of quarter results today after the bell.

DocuSign (DOCU) June 6 weekly 94 straddle priced for movement of 10% into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put.

Movers

HealthEquity (HQY) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 64. Call put ratio 1 call to 1.6 puts with a focus on June 85 puts as share price up 9.8%.

Lumentum Holdings (LITE) 30-day option implied volatility is at 52; compared to its 52-week range of 39 to 117. Call put ratio 5.4 calls to 1 put with a focus on 4600 contracts of July 95 puts as share price up 4.6%.

Applied Digital (APLD) 30-day option implied volatility is at 142; compared to its 52-week range of 84 to 160. Call put ratio 4.1 calls to 1 put with a focus on June 6 weekly 12 calls as share price up 29%.

Dollar Tree (DLTR) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 88. Call put ratio 1.1 calls to 1 put on 101K contracts compared to its 90 day average of 25K contracts.

Sabre (SABR) 30-day option implied volatility is at 62; compared to its 52-week range of 52 to 108 with a focus on 9900 contracts of August 3 puts.

Bath & Body Works, Inc. (BBWI) 30-day option implied volatility is at 41; compared to its 52-week range of 29 to 74 with a focus on 18K contracts of July 3 weekly 23 puts.

MoonLake Immunotherapeutics (MLTX) 30-day option implied volatility is at 51; compared to its 52-week range of 46 to 86. Call put ratio 1 call to 2.5 puts amid recent rally.

Options with decreasing option implied volatility: ELF AI PATH GAP CRDO KSS S PSTG ARVN NVDX NVDL VSCO NTNX DJT IONQ LQDA BULL
Increasing unusual option volume: NVTS UMAC SATS HST SGMT ATYR WRD
Increasing unusual call option volume: NVTS UMAC WRD SATS VEEV EWY ETHA CHGG SFIX
Increasing unusual put option volume: SATS ASAN CIEN SMG SGRY BBWI VG ETHA EQNR FBTC
Popular stocks with increasing volume: CRWV MSTR HOOD SMCI HIMS BABA NIO WFC
Active options: TSLA NVDA PLTR AAPL META APLD CRWV AMD AMZN MSTR HOOD SMCI HIMS BABA GOOGL ASTS NIO WFC
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $63, natural gas mixed, gold at $3401