Pre-Market IV Report March 10, 2025

Pre-Market IV Report March 10, 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: MSTY CVN FAZ TSLY CSGP WFC JPM JEPQ JWN PARA MSTY WAY ATGE LRN BSX EDR

Stocks expected to have increasing option volume: ORCL ASAN DASH TKO WSM

Straddle prices into quarter results

Oracle (ORCL) March 14 weekly 155 straddle priced for movement of 11% into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put.

Asana (ASAN) March 14 weekly 18 straddle priced for movement of 18% into the expected release of quarter results today after the bell.

Movers

Broadcom (AVGO) 30-day option implied volatility is at 50; compared to its 52-week range of 31 to 67 on 1M contracts.

Equinor ASA (EQNR) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 64. Call put ratio 1 call to 14 puts with a focus on 15K contracts of March 20.71 puts.

Fortuna Silver Mines (FSM) 30-day option implied volatility is at 51; compared to its 52-week range of 45 to 94 with a focus on January 7.5 calls.

Waystar Holding (WAY) 30-day option implied volatility is at 52; compared to its 52-week range of 32 to 76. Call put ratio 1 call to 3.8 puts with a focus on March 37.50 puts.

Invesco Solar ETF (TAN) 30-day option implied volatility is at 39; compared to its 52-week range of 34 to 63. Call put ratio 18.7 calls to 1 put with a focus on April 35 calls.

Samsara Inc (IOT) 30-day option implied volatility is at 59; compared to its 52-week range of 36 to 95. Call put ratio 1 calls to 1.9 puts.

Cal-Maine Foods (CALM) 30-day option implied volatility is at 51; compared to its 52-week range of 19 to 62.

Option IV into joining S&P 500 on 3/24

DoorDash (DASH) 30-day option implied volatility is at 49; compared to its 52-week range of 26 to 69 into joining S&P 500 on 3/24. Call put ratio 3.1 calls to 1 put.

TKO Group Holdings (TKO) 30-day option implied volatility is at 50; compared to its 52-week range of 22 to 64 into joining S&P 500 on 3/24.

Williams-Sonoma (WSM) 30-day option implied volatility is at 67; compared to its 52-week range of 30 to 85 into joining S&P 500 on 3/24. Call put ratio 2.8 calls to 1 put.

Expand Energy Corporation (EXE) 30-day option implied volatility is at 33; compared to its 52-week range of 17 to 63 into joining S&P 500 on 3/24. Call put ratio 1 call to 3.6 puts.

Options with decreasing option implied volatility: CAPR WBA CRDO FL OKTA EDR GCT GTLB TGTX GAP MDB ANF IOT ZS CONY
Increasing unusual option volume: PEG CYH PRGO SNDX VSCO XLI AMPL
Increasing unusual call option volume: VSCO XLI PRGO SNDX AMPL RDNT AVTR
Increasing unusual put option volume: INFY EQNR XLI BJ CTSH BMBL TTE JEPQ DOCS ROST
Popular stocks with increasing volume: PLTR BABA HOOD SMCI COIN INTC SOFI NFLX PFE
Active options: NVDA TSLA MSTR AVGO AAPL AMZN PLTR META AMD MARA BABA HOOD SMCI COIN GOOGL INTC MSFT SOFI NFLX PFE
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $67, natural gas down up 5%, gold at $2911