Pre-Market IV Report March 17, 2025

Pre-Market IV Report March 17, 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: ALT SHCO BECN ALIT DXC CHAU ASHR EMB BKLN EWTX NFE WBA

Stocks expected to have increasing option volume: SPY QQQ EIX

NVIDIA (NVDA) and quantum computing stocks option IV

NVIDIA (NVDA) 30-day option implied volatility is at 51; compared to its 52-week range of 34 to 89. Call put ratio 1.9 calls to 1 put into Quantum Day at GTC 2025 on Thursday, March 20.

Rigetti Computing (RGTI) 30-day option implied volatility is at 153; compared to its 52-week range of 20 to 229.

D-Wave Quantum (QBTS) 30-day option implied volatility is at 157; compared to its 52-week range of 98 to 255.

Quantum Computing (QUBT) 30-day option implied volatility is at 147; compared to its 52-week range of 20 to 333 into NVIDIA (NVDA) Quantum Day at GTC 2025 on Thursday, March 20. Call put ratio 3.9 calls to 1 put.

IONQ Inc (IONQ) 30-day option implied volatility is at 118; compared to its 52-week range of 57 to 146 into NVIDIA (NVDA) Quantum Day at GTC 2025 on Thursday, March 20. Call put ratio 2.1 calls to 1 put.

Movers

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 35; compared to its 52-week range of 28 to 40. 214K option contracts trade above 90-day average of 105K contracts as gold trades $3003.

American Axle (AXL) 30-day option implied volatility is at 46; compared to its 52-week range of 30 to 70 with a focus on 10K contracts of June 5 calls.

Alight Solutions (ALIT) 30-day option implied volatility is at 52; compared to its 52-week range of 23 to 80 with a focus on spreader of 14K contracts of April 5 puts and April 6 calls.

Xponential Fitness, Inc. (XPOF) 30-day option implied volatility is at 80; compared to its 52-week range of 52 to 116 on 11K contracts compared to its 90-day average of 204 contracts.

Tractor Supply (TSCO) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 35 with a focus on 7K contracts of April 52 puts.

Nucor (NUE) 30-day option implied volatility is at 42; compared to its 52-week range of 23 to 48 with a focus on April 135 and 150 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 2 calls to 1 put.

Increasing unusual option volume: XPOF IGT HPP XLI HNRG TKO
Increasing unusual call option volume: XLI HNRG VSCO EWG ITUB AIG
Increasing unusual put option volume: TKO LW NTRA XLI JNPR KBE
Popular stocks with increasing volume: MSTR PLTR INTC SMCI COIN BABA HOOD AVGO SOFI
Active options: NVDA TSLA AAPL MSTR PLTR INTC AMZN QBTS META AMD SMCI COIN RGTI GOOGL BABA MSFT HOOD AVGO SOFI
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $67.80, natural gas up 1%, gold at $3003