Pre-Market IV Report March 19, 2025

Pre-Market IV Report March 19, 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: EDR GLL LAZR SRPT CDE YANG HSAI WRBY VIK DBX VTRS MUFG GEL EXE K DESP

Stocks expected to have increasing option volume: NVDA SMCI DELL WSM SIG FIVE OLLI JKS GIS DKNG FLUT ADSK TKC TUR

Option IV into FOMC policy meeting decision

NVIDIA (NVDA) 30-day option implied volatility is at 50; compared to its 52-week range of 34 to 89. Call put ratio 1.8 calls to 1 put.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 20; compared to its 52-week range of 10 to 29. Call put ratio 1 call to 1 put into FOMC policy meeting decision.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 25; compared to its 52-week range of 14 to 37. Call put ratio 1.3 calls to 1 put into FOMC policy meeting decision.

Russell 2000 Index (RUT) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 37. Call put ratio 1 call to 1 put into FOMC policy meeting decision.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 49; compared to its 52-week range of 27 to 59. Call put ratio 2 calls to 1 put into FOMC policy meeting decision.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 40. Call put ratio 1.9 calls to 1 put as gold trades $3043.

Freeport-McMoran (FCX) 30-day option implied volatility is at 42; compared to its 52-week range of 32 to 49. Call put ratio 3.2 calls to 1 put with a focus on May 45 and 47 calls.

Southern Copper Corp. (SCCO) 30-day option implied volatility is at 39; compared to its 52-week range of 31 to 78. Call put ratio 3.9 calls to 1 put with a focus on September 110 and 120 calls.

Online gambling stocks option IV into NCAA Basketball Tournament

Flutter Entertainment (FLUT) 30-day option implied volatility is at 38; compared to its 52-week range of 27 to 81. Call put ratio 1 call to 4.5 puts.

DraftKings (DKNG) 30-day option implied volatility is at 51; compared to its 52-week range of 35 to 68. Call put ratio 2.5 calls to 1 put with focus on May 43 and 47 calls.

Movers

Alphabet (GOOGL) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 39. Call put ratio 1.9 calls to 1 put with a focus on June 130 puts.

PepsiCo (PEP) 30-day option implied volatility is at 22; compared to its 52-week range of 13 to 24 with a focus on June 150, 160 and 165 calls.

Gilead Sciences (GILD) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 37. Call put ratio 1 call to 2.5 puts.

Abbott (ABT) 30-day option implied volatility is at 25; compared to its 52-week range of 15 to 28. Call put ratio 1.2 calls to 1 put.

Baxter (BAX) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 40.

Harrow Health (HROW) 30-day option implied volatility is at 83; compared to its 52-week range of 52 to 123 with a focus on March 22 puts and April 35 calls.

WTW (WTW) 30-day option implied volatility is at 21; compared to its 52-week range of 13 to 28 with a focus on 326 contracts of March 330 calls.

Welltower (WELL) 30-day option implied volatility is at 26; compared to its 52-week range of 13 to 59 with a focus on March 150 and 160 calls.

Alignment Healthcare Inc. (ALHC) 30-day option implied volatility is at 54; compared to its 52-week range of 43 to 110 with a focus on 8400 contracts of May 17.50 calls.

Camping World (CWH) 30-day option implied volatility is at 58; compared to its 52-week range of 39 to 91 with a focus on a spreader of 2K contracts of August 19, 20 and 25 calls.

Straddle prices into quarter results

Accenture (ACN) March 325 straddle priced for movement of 6.5% into the expected release of quarter results before the bell on March 20.

FedEx (FDX) March 245 straddle priced for movement of 8% into the expected release of quarter results before the bell on March 20.

Micron (MU) March 101 straddle priced for movement of 9% into the expected release of quarter results after the bell on March 20. Call put ratio 4.4 calls to 1 put with a focus on March 123, 128 and 130 calls.

Nike (NKE) March 73 straddle priced for movement of 8% into the expected release of quarter results after the bell on March 20.

iShares MSCI Turkey ETF (TUR) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 34. Call put ratio 1 call to 6.6 puts as share price lower before the bell.

Turkcell Iletisim Hizmetleri A.S. (TKC) 30-day option implied volatility is at 41; compared to its 52-week range of 23 to 69 as share price lower before the bell.

Options with decreasing option implied volatility: S SMTC VNET WB INCY CONY ARVN DG
Increasing unusual option volume: IMVT SRPT GEL HNRG IGT OLLI ZTO ALHC LSPD
Increasing unusual call option volume: SRPT OLLI IGT ITUB ALHC SAN NEXT EWG TME MRVI
Increasing unusual put option volume: KODK SRPT ARRY HSAI FND HTZ TME NEXT AGI SHW CTSH
Popular stocks with increasing volume: INTC PLTR MSTR NIO HOOD QBTS SMCI BABA MU LCID RIVN
Active options: NVDA TSLA INTC AAPL AMZN PLTR GOOGL META MSTR NIO HOOD QBTS AMD SMCI BABA MU LCID GOOG RIVN BIDU
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $66.50, natural gas mixed, gold at $3043