Pre-Market IV Report June 9, 2025

Pre-Market IV Report June 9, 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: APLD SWTX WBA VERV PRCH ECVT ARKK GTX VTRS JNPR ARKW EWZ ARKF HLN NVDY MAG

Stocks expected to have increasing option volume: TSLA AAPL META NVDA UNH SATS X LULU

Option volume movers amid events

Tesla (TSLA) 30-day option implied volatility is at 67; compared to its 52-week range of 45 to 105. Call put ratio 1 call to 1.2 puts with a focus on June 13 weekly puts Tesla will reportedly unveil its robotaxi service on June 12 in Austin.

Apple (AAPL) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 65. Call put ratio 2.1 calls to 1 put into Worldwide Developers Conference (WWDC) on June 9.

Meta Platforms (META) 30-day option implied volatility is at 28; compared to its 52-week range of 25 to 68. Call put ratio 2.4 calls to 1 put into discussions to potentially make a more than $10B investment in AI startup Scale AI, Bloomberg reports.

NVIDIA (NVDA) 30-day option implied volatility is at 36; compared to its 52-week range of 34 to 89. Call put ratio 1.7 calls to 1 put as share price near upper end of range.

UnitedHealth Group (UNH) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 75 amid wide price movement. Call put ratio 2.2 calls to 1 put.

lululemon athletica (LULU) 30-day option implied volatility is at 35; compared to its 52-week range of 26 to 76. Call put ratio 1 call to 1 put on active option volume of 203K contracts amid sharp sell off.

U.S. Steel (X) 30-day option implied volatility is at 28; compared to its 52-week range of into 22 to 116. Call put ratio 2.5 calls to 1 put.

EchoStar Corp. (SATS) 30-day option implied volatility is at 119; compared to its 52-week range of 48 to 119. Call put ratio 3 calls to 1 put into considers potential bankruptcy filing, WSJ report.

Freeport-McMoran (FCX) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 83 into amid copper price movement.

MP Materials (MP) 30-day option implied volatility is at 78; compared to its 52-week range of 47 to 90. Call put ratio 2.8 calls to 1 put amid rare earth China talks headlines

FuelCell Energy (FCEL) 30-day option implied volatility is at 99; compared to its 52-week range of 21 to 206. Call put ratio 2 call to 1 put with a focus on June 6 weekly 6.5 puts and June 6 weekly 8 calls.

iShares 7-10 Year Treasury Bond ETF (IEF) 30-day option implied volatility is at 7; compared to its 52-week range of 6 to 11 Call put ratio 4.8 calls to 1 put with a focus on 25K contracts of September 100 calls.

Phathom Pharmaceuticals Inc. (PHAT) 30-day option implied volatility is at 138; compared to its 52-week range of 67 to 200. Call put ratio 1.5 calls to 1 put with a focus on July 7.5 calls and puts.

iShares 7-10 Year Treasury Bond ETF (IEF) 30-day option implied volatility is at 47; compared to its 52-week range of 37 to 61. Call put ratio 1 call to 7.2 puts with a focus on July 20 puts.

Las Vegas Sands (LVS) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 79. Call put ratio 1 call to 5.1 puts with a focus on 7K July 40 puts.

Straddle prices into quarter results

VinFast (VFS) June 13 weekly 3.5 straddle priced for movement of 13% into the expected release of quarter results today.

GameStop (GME) June 13 weekly 29.50 straddle priced for movement of 13% into the expected release of quarter results on after the bell on June 10.

J.M. Smucker (SJM) June 110 straddle priced for movement of 5.5% into the expected release of quarter results on before the bell on June 10. Call put ratio 2.3 calls to 1 put.

Options with decreasing option implied volatility: QURE RBRK MDB ASAN IOT CRDO ARVN LQDA DG DOCU SMMT DLTR HPE LULU FIVE CRWD UCO KODK AVGO FL AGNC AVGO KODK
Increasing unusual option volume: BUR PHAT VEEV ALLT UMAC PGEN NVTS ASTL
Increasing unusual call option volume: VEEV UMAC CME ASTL SPG TGB FEZ DOCU CVI
Increasing unusual put option volume: DOCU QXO BAM ROBN PL LULU HES XIFR
Popular stocks with increasing volume: PLTR HOOD AVGO MSTR ME SOFT CRWV MSFT SMCI HIMS
Active options: TSLA NVDA AAPL PLTR HOOD AMZN AVGO MSTR META APLD GOOGL SOFI MARA AMD CRWV MSFT SMCI RIOT HIMS GOOG
Global S&P Futures mixed to in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $64.50, natural gas mixed, gold at $3342