Pre-Market IV Report March 13, 2025

Pre-Market IV Report March 13, 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: UAA MSTY BSX SKYT OPRX GRFS PATH SHCO XP JAMF WBA JNPR

Stocks expected to have increasing option volume: INTC ADBE WSM DLTR PATH S AEO FUTU ULTA PD QBTS XPOF DG LI ATEN

Intel (INTC) 30-day option implied volatility is at 60; compared to its 52-week range of 29 to 77. Call put ratio 2.3 calls to 1 put into the company naming Lip Bu-Tan as its next CEO.

Straddle prices into quarter results

Ulta Beauty (ULTA) March 14 weekly 330 straddle priced for movement of 8% into the expected release of quarter results today after the bell.

DocuSign (DOCU) March 14 weekly 80 straddle priced for movement of 13.50% into the expected release of quarter results today after the bell. Call put ratio 3.4 calls to 1 put with a focus on March 14 weekly calls.

Pager Duty (PD) March 17.50 straddle priced for movement of 17% into the expected release of quarter results today after the bell. Call put ratio 1 call to 8 puts with a focus on August 10 puts.

Xponential Fittness (XPOF) March 12.50 straddle priced for movement of 13% into the expected release of quarter results after the bell on March 13. Call put ratio 11.2 calls to 1 put with a focus on 9900 contracts of July 30 calls.

Li Auto (LI) March 14 weekly 30 straddle priced for movement of 11% into the expected release of quarter results before the bell on March 14.

Movers

FuelCell Energy (FCEL) 30-day option implied volatility is at 106; compared to its 52-week range of 21 to 217 with a focus on 7K contracts of March 14 weekly 7 calls.

XP Inc. (XP) 30-day option implied volatility is at 62; compared to its 52-week range of 31 to 81. Call put ratio 1 call to 6.1 puts with a focus on March 14 weekly 12, 13, 14 and 14.5 puts.

CRH plc (CRH) 30-day option implied volatility is at 42; compared to its 52-week range of 21 to 50. Call put ratio 1 call to 1.7 puts with a focus on 9800 contracts of March 87.50 puts.

Options with decreasing option implied volatility: CONY ARVN ZIM IOT GAP WBA KSS CIEN MDB RDFN M ZS IEP
Increasing unusual option volume: ME WIX FOA GRPN NEXT VSCO
Increasing unusual call option volume: WIX NEXT VSCO FOA GXO UTZ SFIX AM GRPN BLND
Increasing unusual put option volume: TER GRPN IRBT XP SFIX PATH AM AEO ARCC
Popular stocks with increasing volume: PLTR AAL MSTR SMCI INTC NIO HOOD AVGO SOFI MU BABA
Active options: NVDA TSLA AAPL PLTR AAL AMZN AMD MSTR SMCI META INTC NIO HOOD AVGO GOOGL SOFI MSFT MU BABA GOOG
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $67.30, natural gas mixed, gold at $2956