Pre-Market IV Report March 11, 2025

Pre-Market IV Report March 11, 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 RDDT CVNA TSLY RH TSLA CLF HUM X FAS DAL VFS UAA KKR NTNX SPOT BA BSX PINS NOW MS BAC SBUX EWG NDAQ

Stocks expected to have increasing option volume: ORCL ASAN DKS KSS DAL UAL LUV ALGT JBLU T
Airline option IV into Delta (DAL) lower 2025 outlook

Delta Air Lines (DAL) 30-day option implied volatility is at 64; compared to its 52-week range of 28 to 64 into lower 2025 outlook.

United Airlines (UAL) 30-day option implied volatility is at 72; compared to its 52-week range of 33 to 71. Call put ratio 1.6 calls to 1 put.

Southwest Airlines (LUV) 30-day option implied volatility is at 43; compared to its 52-week range of 29 to 48.

American Airlines (AAL) 30-day option implied volatility is at 59; compared to its 52-week range of 33 to 59.

Movers

NVDIA (NVDA) 30-day option implied volatility is at 62; compared to its 52-week range of 34 to 89. Call put ratio 1.9 calls to 1 put amid wide price movement.

Broadcom (AVGO) 30-day option implied volatility is at 60; compared to its 52-week range of 31 to 66 into expected quarter results on March 6. Call put ratio 1.8 call to 1 put.

Taiwan Semi (TSM) 30-day option implied volatility is at 47; compared to its 52-week range of 31 to 58. Call put ratio 1.4 calls to 1 put.

AMD (AMD) 30-day option implied volatility is at 51; compared to its 52-week range of 35 to 64. Call put ratio 1.6 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 93; compared to its 52-week range of 41 to 90. Call put ratio 1 call to 1 put amid wide price movement.

Strategy (MSTR) 30-day option implied volatility is at 120; compared to its 52-week range of 70 to 222. Call put ratio 1 call to 1 put as Bitcoin at $82K.

Reddit (RDDT) 30-day option implied volatility is at 104; compared to its 52-week range of 51 to 166. Call put ratio 1 call to 1 put amid wide price movement.

AppLovin (APP) 30-day option implied volatility is at 96; compared to its 52-week range of 38 to 100. Call put ratio 1.2 calls to 1 put.

Hims & Hers Health, Inc. (HIMS) 30-day option implied volatility is at 110; compared to its 52-week range of 47 to 145. Call put ratio 1.2 calls to 1 put amid wide price movement.

Palantir (PLTR) 30-day option implied volatility is at 86; compared to its 52-week range of 36 to 87. Call put ratio 1.2 calls to 1 put amid wide price movement.

Coinbase (COIN) 30-day option implied volatility is at 94; compared to its 52-week range of 60 to 101. Call put ratio 1.4 calls to 1 put as Bitcoin at $82K.

SoFi Technologies (SOFI) 30-day option implied volatility is at 83; compared to its 52-week range of 40 to 82. Call put ratio 1.7 calls to 1 put amid wide price movement.

Robinhood (HOOD) 30-day option implied volatility is at 96; compared to its 52-week range of 48 to 96. Call put ratio 3.2 calls to 1 put amid wide price movement.

Affirm Holdings (AFRM) 30-day option implied volatility is at 94; compared to its 52-week range of 58 to 106. Call put ratio 1.4 calls to 1 put amid wide price movement.

Palantir (PLTR) 30-day option implied volatility is at 82; compared to its 52-week range of 36 to 87. Call put ratio 1.3 calls to 1 put as share price down.

Straddle prices into quarter results

Adobe Systems (ADBE) March 14 weekly 450 straddle priced for movement of 8% into the expected release of quarter results after the bell on March 12.

Options with decreasing option implied volatility: CAPR WBA GCT FL GAP OKTA TGT BBY ROST EDR
Increasing unusual option volume: GLBE COMM VSCO LFMD TDS ASTL DB SFIX AMBC
Increasing unusual call option volume: VSCO GLBE LFMD WIX SFIX AMBC ITUB RSI VOD
Increasing unusual put option volume: DB INFY GH BIIB FLR URNM ZI NE TDW EQNR
Popular stocks with increasing volume: PLTR MSTR HOOD BABA SOFI AVGO SMCI NIO COIN INTC AAL
Active options: NVDA TSLA AAPL PLTR MSTR AMZN HOOD GOOGL META AMD BABA SOFI AVGO SMCI MSFT NIO MARA COIN INTC AAL
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $66.40, natural gas down up 5%, gold at $2914