Pre-Market IV Report March 14, 2025

Pre-Market IV Report March 14, 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: PARA HYG MVST FFAI LAES MVIS RBRK QUBT DOCU FIVE SNDL NFE RUM RCAT DLTR HUM RH LABU

Stocks expected to have increasing option volume: ULTA PD XPOF LI RBRK DOCU TTAN SMTC PD GRWG SNAP

Nvidia (NVDA) option IV, NVDA share price has been week since replacing Intel (INTC) in the Dow Industrials

NVIDIA (NVDA) 30-day option implied volatility is at 56; compared to its 52-week range of 34 to 89. Call put ratio 1.4 calls to 1 put.

Intel (INTC) 30-day option implied volatility is at 60; compared to its 52-week range of 29 to 77. Call put ratio 2.2 calls to 1 put after the company names Lip Bu-Tan as its next CEO.

Gold stocks option implied volatility as gold above $3000

SPDR Gold Trust (GLD) 30-day option implied volatility is at 17; compared to its 52-week range of 11 to 21. Call put ratio 2.2 calls to 1 put as gold trades $3008.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 37; compared to its 52-week range of 28 to 40. 273K option contracts trade above 90-day average of 102K contracts as gold trades $3008.

Barrick Gold (GOLD) 30-day option implied volatility is at 36; compared to its 52-week range of 27 to 42. Call put ratio 3.9 calls to 1 put.

Kinross Gold (KGC) 30-day option implied volatility is at 47; compared to its 52-week range of 33 to 49. Call put ratio 11.8 calls to 1 put with focus on March 14 weekly 11.50 calls.

Newmont (NEM) 30-day option implied volatility is at 38; compared to its 52-week range of 27 to 44. Call put ratio 3.1 calls to 1 put with focus on March 14 weekly 42.50 and 45.50 calls.

iShares Silver Trust (SLV) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 40. Call put ratio 3.2 calls to 1 put with a focus on April calls.

Straddle prices into quarter results

Xpeng (XPEV) March 25 straddle priced for movement of 13% into the expected release of quarter results before the bell on March 18. Call put ratio 1.9 calls to 1 put.

Pinduoduo (PDD) March 119 straddle priced for movement of 9% into the expected release of quarter results before the bell on March 19. Call put ratio 2 calls to 1 put.

General Mills (GIS) March 60 straddle priced for movement of 6% into the expected release of quarter results before the bell on March 19.

Options with decreasing option implied volatility: LUNR ZIM GRPN HSAI IOT ASAN WBA NN S
Increasing unusual option volume: XPOF GFI SPLV AU XEL PD MUX OI
Increasing unusual call option volume: GFI AU XEL JNPR IGT NTGR MUX NEXT
Increasing unusual put option volume: AM SPLV CAR GRPN SLG AEO RBRK PVH
Popular stocks with increasing volume: MSTR NIO SMCI BABA HOOD F ADBE BAC COIN
Active options: NVDA TSLA INTC AAPL AMZN PLTR META MSTR GOOGL AMD NIO SMCI BABA HOOD F ADBE MSFT MARA BAC COIN
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $67.30, natural gas mixed, gold at $3008