Pre-Market IV Report March 25, 2025

Pre-Market IV Report March 25, 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: SNAP TSLY IBM AGRO JHX LQDA RPD KSS SNAP TDOC PRMB CMG JAMF IBM MUB PARA EA CMCSA JNPR PM

Stocks expected to have increasing option volume: KBH LEN PHM DHI OKLO GME CCI

Crypto option IV

Coinbase (COIN) 30-day option implied volatility is at 61; compared to its 52-week range of 60 to 97. Call put ratio 3.3 calls to 1 put as Bitcoin at $86K.

NVDIA (NVDA) 30-day option implied volatility is at 62; compared to its 52-week range of 34 to 89. Call put ratio 1.9 calls to 1 put amid wide price movement.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 41; to its 52-week range of 27 to 59. Call put ratio 3.2 calls to 1 put with focus on March 28 weekly calls.

Oil option IV

United States Oil Fund (USO) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 51 as WTI crude trades $69.40.

Proshares Ultra Dj-ubs Crude Oil (UCO) 30-day option implied volatility is at 44; compared to its 52-week range of 35 to 83. Call put ratio 2 calls to 1 put as WTI crude trades $69.40.

Option Volume movers

FedEx (FDX) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 63. Call put ratio 1 call to 1.4 puts as share price down 5.9%.

Steel Dynamics (STLD) 30-day option implied volatility is at 31; compared to its 52-week range of 27 to 51. Call put ratio 4.5 calls to 1 put with a focus on 1900 contracts of April 135 calls as share price up 3%.

Truist Financial Corp. (TFC) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 39. Call put ratio 10.7 calls to 1 puts with a focus on 11K contracts of April 42.50 calls.

Lockheed Martin (LMT) 30-day option implied volatility is at 27; compared to its 52-week range of 12 to 28. Call put ratio 1.6 calls to 1 put on 20K contracts compared to its 90-day average of 9K contracts.

FirstEnergy (FE) 30-day option implied volatility is at 20; compared to its 52-week range of 13 to 53 with a focus on 5K contracts of April 39 puts as share price down 1.3%.

Embraer (ERJ) 30-day option implied volatility is at 43; compared to its 52-week range 33 to 57. Call put ratio 1 call to 1 put as share price down 5.7%.

Community Healthcare Trust (CHCT) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 64 with a focus on 1700 contracts of July 17.50 puts trade at $1.92.

Primo Brands Corp (PRMB) 30-day option implied volatility is at 39; compared to its 52-week range of 16 to 47 amid a spreader of April 34.3 and April 39.3 calls.

Carter’s (CRI) 30-day option implied volatility is at 41; compared to its 52-week range of 23 to 52. Call put ratio 1 call to 6.3 puts with a focus on 2600 contracts of April 37.50 puts as share price up 3.6%.

Straddle prices into quarter results

GameStop (GME) March 28 weekly 25.50 straddle priced for movement of 12.5% into the expected release of quarter results today after the bell.

Cintas (CTAS) March 28 weekly 195 straddle priced for movement of 6% into the expected release of quarter results before the bell on March 26.

Paychex (PAYX) March 28 weekly 144 straddle priced for movement of 6.5% into the expected release of quarter results before the bell on March 26.

Dollar Tree (DLTR) March 28 weekly 70 straddle priced for movement of 13% into the expected release of quarter results before the bell on March 26.

Chewy (CHWY) March 28 weekly 34 straddle priced for movement of 12% into the expected release of quarter results before the bell on March 26. Call put ratio 1.4 calls to 1 put.

RH (RH) March 28 weekly 257.50 straddle priced for movement of 8.5% into the expected release of quarter results on March 26. Call put ratio 2.1 calls to 1 put.

Steelcase (SCS) April 10 straddle priced for movement of 14% into the expected release of quarter results after the bell on March 26.

JinkoSolar (JKS) April 20 straddle priced for movement of 15% into the expected release of quarter results before the bell on March 26.

Options with decreasing option implied volatility: QUBT RGTI QBTS AAOI KODK SIG TIGR FIVE KC STNE OUST GDS WSM SOC NFE NVDX NVDL
Increasing unusual option volume: WEN ME HUYA SN CE DNB PRMB MO NAK MGA CG TRUP
Increasing unusual call option volume: MGA WEN MO PRMB CG CE NAK HLF NEXT PPL KSS
Increasing unusual put option volume: CE WEN AM KD YETI EXE GRPN DLR NAK MODG NE CIEN
Popular stocks with increasing volume: PLTR MSTR META SMCI HOOD INTC SOFI NIO FCX BA NKE
Active options: TSLA NVDA PLTR AMD AAPL AMZN MARA MSTR META SMCI HOOD INTC SOFI MSFT NIO GOOGL FCX BA NKE
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $69.40, natural gas mixed, gold at $3021