Pre-Market IV Report March 12, 2025

Pre-Market IV Report March 12, 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: RDDT TSLY UAA VRNA TEAM BSX ISRG MAR EBAY JWN ARCC PARA CRH EIX VRNA

Stocks expected to have increasing option volume: ADBE CASY PATH S AEO SFIX GRPN SFIX DLTR DG QBTS DOCU ULTA

Movers

Tesla (TSLA) 30-day option implied volatility is at 85; compared to its 52-week range of 41 to 90. Call put ratio 1 call to 1 put on option volume of 3.4M contracts.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 45; compared to its 52-week range of 25 to 60. Call put ratio 1 calls to 1.4 puts with focus on March puts.

Straddle prices into quarter results

Adobe (ADBE) March 14 weekly 432.50 straddle priced for movement of 8% into the expected release of quarter results today after the bell.

Ulta Beauty (ULTA) March 14 weekly 342.5 straddle priced for movement of 8% into the expected release of quarter results after the bell on March 13.

DocuSign (DOCU) March 14 weekly 80 straddle priced for movement of 13.50% into the expected release of quarter results after the bell on March 13.

Pager Duty (PD) March 17.50 straddle priced for movement of 17% into the expected release of quarter results after the bell on March 13. Call put ratio 16 calls to 1 put with a focus on March 15 puts.

D-Wave Quantum (QBTS) March 14 weekly 4.5 straddle priced for movement of 23% into the expected release of quarter results before the bell on March 13. Call put ratio 2 calls to 1 put.

Movers

Madison Square Garden Entertainment (MSGE) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 73 with a focus on October 30 and 35 calls.

Vail Resorts (MTN) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 238. Call put ratio 1 call to 1.3 puts with a focus on March 160 puts and July 170 calls.

Sony Group (SONY) 30-day option implied volatility is at 36; compared to its 52-week range of 17 to 45. Call put ratio 7.4 calls to 1 put with a focus on active June 25 call volume.

Tower Semiconductor (TSEM) 30-day option implied volatility is at 56; compared to its 52-week range of 23 to 77. Call put ratio 1 call to 4.9 puts with a focus on April 35 puts.

The AZEK Company Inc. (AZEK) 30-day option implied volatility is at 45; compared to its 52-week range of 25 to 77 with a focus on ATM April 40 calls and puts.

Targa Resources (TRGP) 30-day option implied volatility is at 44; compared to its 52-week range of 17 to 45 amid a spreader of 750 contracts of April 195 puts and 1K contracts of June 165 puts.

Teradyne (TER) 30-day option implied volatility is at 53; compared to its 52-week range of 27 to 81 with a focus on a spreader of 9600 contracts of March 100 and June 70 puts.

Options with decreasing option implied volatility: ARVN LUNR WBA CRDO KSS FL ASAN IOT CONY GAP MDB ZS CIEN BURL DKS ORCL ROST KR EDR
Increasing unusual option volume: AMKR UMC IVV PTEN TER NVS INFY VSCO
Increasing unusual call option volume: UMC NVS IVV PTEN WIX DB SMG CAMT NPWR
Increasing unusual put option volume: AMKR TER INFY HSAI SFIX FBTC VSCO GRPN
Popular stocks with increasing volume: PLTR NIO MSTR BABA HOOD SMCI AVGO INTC SOFI ORCL COIN
Active options: TSLA NVDA AAPL PLTR AMZN NIO MSTR BABA HOOD META SMCI AVGO GOOGL AMD INTC SOFI MSFT ORCL MARA COIN
Global S&P Futures mixed to higher in premarket, Nikkei mixed, DAX up 1.3%, WTI Crude oil recently at $66.50, natural gas down 2%, gold at $2925