Pre-Market IV Report March 20, 2025

Pre-Market IV Report March 20, 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: MU VSTS TUR BITO WB RWAY FSK WBA EDR NKE FDX

Stocks expected to have increasing option volume: NKE LEN DRI CMC SCVL NIO FDX MU UPS ACN FIVE YY JKS

Option IV into NVIDIA (NVDA) Quantum Day at GTC 2025

Rigetti Computing (RGTI) 30-day option implied volatility is at 131; compared to its 52-week range of 20 to 229 into NVIDIA (NVDA) Quantum Day at GTC 2025.

D-Wave Quantum (QBTS) 30-day option implied volatility is at 148; compared to its 52-week range of 98 to 255.

Quantum Computing Inc (QUBT) 30-day option implied volatility is at 162; compared to its 52-week range of 20 to 333. Call put ratio 1 call to 1 put.

IONQ Inc (IONQ) 30-day option implied volatility is at 108; compared to its 52-week range of 57 to 146. Call put ratio 2.3 calls to 1 put.

Straddle prices into quarter results

FedEx (FDX) March 247.5 straddle priced for movement of 8% into the expected release of quarter results today.

Micron (MU) March 102 straddle priced for movement of 10% into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put with a focus on April 110 calls.

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

Lennar (LEN) March 120 straddle priced for movement of 5% into the expected release of quarter results today after the bell.

Movers

Palantir (PLTR) 30-day option implied volatility is at 67; compared to its 52-week range of 36 to 87. Call put ratio 1.3 calls to 1 put.

AppLovin (APP) 30-day option implied volatility is at 76; compared to its 52-week range of 38 to 100. Call put ratio 1.4 calls to 1 put.

RH (RH) 30-day option implied volatility is at 93; compared to its 52-week range of 36 to 100. Call put ratio 2.5 calls to 1 put.

Shopify (SHOP) 30-day option implied volatility is at 51; compared to its 52-week range of 32 to 77.

Gogo (GOGO) 30-day option implied volatility is at 63; compared to its 52-week range of 43 to 104. Call put ratio 1 call to 5.3 puts with a focus on 15K contracts of January 7 puts purchased for$1.65.

Kosmos Energy (KOS) 30-day option implied volatility is at 63; compared to its 52-week range of 29 to 84. Call put ratio 1 call to 12.2 puts with a focus on 14K contracts of October 2 puts.

Options with decreasing option implied volatility: PATH S DOCU WSM INCY SMTC GDS SIG DG NVDL SOC AEO
Increasing unusual option volume: SEAT KNX GOGO FEZ PM ME MRVI SRE FIVE HPP BWA AZUL
Increasing unusual call option volume: KNX SEAT PM SRE EWG MRVI VOD SRPT VICI VSCO DBRG SIG
Increasing unusual put option volume: COMP KOS FEZ VG WSM FIVE IBRX BAX CIEN VSCO CDE
Popular stocks with increasing volume: INTC MSTR PLTR AMD SMCI HOOD BA F FCX X BABA SOFI PDD
Active options: NVDA TSLA AAPL INTC MSTR PLTR META AMZN AMD SMCI HOOD BA F FCX GOOGL X MARA BABA SOFI PDD
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $67.60, natural gas down 2%, gold at $3052