Pre-Market IV Report March 27, 2025

Pre-Market IV Report March 27, 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: IBM JNPR CORZ CADL SLNO RPRX NBIS NVDL COCO NVDX CLS VRT PLTK

Stocks expected to have increasing option volume: NVDA AMD ARM AVGO MSFT GOOG GM F STLA WOOF GME FUL SCS GME

Option IV amid auto tariffs

Stellantis (STLA) 30-day option implied volatility is at 49; compared to its 52-week range of 23 to 252. Call put ratio 1 call to 2.8 puts in share price down before the open.

Ford (F) 30-day option implied volatility is at 32; compared to its 52-week range of 23 to 49. Call put ratio 1 call to 1.3 puts.

General Motors (GM) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 47. Call put ratio 1 call to 2.2 puts.

Tesla (TSLA) 30-day option implied volatility is at 72; compared to its 52-week range of 40 to 90 amid wide price movement.

Honda Motor (HMC) 30-day option implied volatility is at 26; compared to its 52-week range of 13 to 36. Call put ratio 1.5 calls to 1 put.

Toyota Motor (TM) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 40. Call put ratio 1 call to 5.3 puts.

Ferrari N.V (RACE) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 37. Call put ratio 1 call to 1.5 puts.

Rivian Automotive (RIVN) 30-day option implied volatility is at 62; compared to its 52-week range of 57 to 106. Call put ratio 2.6 calls to 1 put.

XPeng Inc. (XPEV) 30-day option implied volatility is at 69; compared to its 52-week range of 62 to 1121. Call put ratio 3.9 calls to 1 put.

Li Auto Inc. (LI) 30-day option implied volatility is at 52; compared to its 52-week range of 46 to 87. Call put ratio 3 calls to 1 put.

NIO Inc. (NIO) 30-day option implied volatility is at 62; compared to its 52-week range of 61 to 110. Call put ratio 2.7 calls to 1 put.

Straddle prices into quarter results

lululemon athletica (LULU) March 28 weekly 337.50 straddle priced for movement of 12% into the expected release of quarter results after the bell. Call put ratio 1 call to 1.3 puts.

Movers
Nike (NKE) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 53. Call put ratio 1.5 calls to 1 put as share price near 5-year low.
GameStop (GME) 30-day option implied volatility is at 71; compared to its 52-week range of 57 to 347. Call put ratio 2.3 calls to 1 put.
Planet Fitness (PLNT) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 73 with a focus on a spreader of April 95, 100, 105 and 110 calls.
XPLR Infrastructure, LP (XIFR) 30-day option implied volatility is at 48; compared to its 52-week range of 32 to 70. Call put ratio 30 call to 1 put with a focus on a seller of 4900 contracts of April 9 calls at 90c.
The Vita Coco Company (COCO) 30-day option implied volatility is at 52; compared to its 52-week range of 23 to 65 with focus on 1100 contracts of April 35 calls and 1200 contracts of April 35 puts.
Bath & Body Works, Inc. (BBWI) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 70 with a focus on a spreader of April 4 weekly 32 and June 27.50 puts.
Vertiv Holdings Co. (VRT) 30-day option implied volatility is at 79; compared to its 52-week range of 45 to 89 with a focus on March 28 weekly 85 puts, April 4 weekly 90 puts, April 100 puts and May 75 puts as share price down 11.8%.
Options with decreasing option implied volatility: YANG QUBT DLTR OUST AAOI CHWY BTDR FIVE FDX TIGR NKE MU PDD KODK BITO
Increasing unusual option volume: NNDM GSM RPRX HES PLNT VNOM BBWI XLB WOOF
Increasing unusual call option volume: PLNT MGA EWG XLB KDB BWA KBE ACHC WOOF BHC
Increasing unusual put option volume: BBWI HES SABR XLI CTAS WOOF XLB PAYX JEF GME
Popular stocks with increasing volume: GME SMCI AVGO MSTR INTC HOOD BABA MU SOFI NIO
Active options: NVDA TSLA GME AMD AAPL PLTR AMZN SMCI META AVGO MSTR INTC HOOD BABA MU NU CORZ GOOGL SOFI NIO
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $69.90, natural gas down 3%, gold at $3074