Pre-Market IV Report March 28, 2025

Pre-Market IV Report March 28, 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: GME PACS APP BRZE NTLA CAR ALGM WB ERIC BITO AXSM AIR VTRS BWA EHC BSX SBUX SLV

Stocks expected to have increasing option volume: LULU NKE GAP AEO UAA UA DECK PVH

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 55. Call put ratio 1 call to 1.3 puts.

Novo Nordisk (NVO) 30-day option implied volatility is at 44; compared to its 52-week range of 24 to 59. Call put ratio 1 call to 2.2 puts amid wide price movement.

Hims & Hers Health, Inc. (HIMS) 30-day option implied volatility is at 92; compared to its 52-week range of 47 to 146. Call put ratio 1.7 calls to 1 put.

Robinhood (HOOD) 30-day option implied volatility is at 67; compared to its 52-week range of 48 to 96. Call put ratio 2.6 calls to 1 put amid price movement.

SoFi Technologies (SOFI) 30-day option implied volatility is at 62; compared to its 52-week range of 40 to 83. Call put ratio 1.5 calls to 1 put amid price movement.

Palo Alto Networks (PANW) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 60.

Palantir (PLTR) 30-day option implied volatility is at 64; compared to its 52-week range of 36 to 87. Call put ratio 1.2 calls to 1 put.

AppLovin (APP) 30-day option implied volatility is at 92; compared to its 52-week range of 38 to 100. Call put ratio 1 calls to 1.3 puts amid price movement.

Straddle prices into quarter results

PVH Corp. (PVH) April 65 straddle priced for movement of 14% into the expected release of quarter results after the bell on March 31.

Options with decreasing option implied volatility: QBTS DLTR OUST CHWY ARVN FDX NKE MU BBIO CONY LEN
Increasing unusual option volume: ME AMKR HES PACS SLNO BRZE WOOF CAR MIST YY SAND FE
Increasing unusual call option volume: CAR ME WOOF BTI SLNO MIST HTZ BMRN NTGR LSPD
Increasing unusual put option volume: HES AMKR WOOF KD CAR GME HMC CAH SABR PAYX NOC
Popular stocks with increasing volume: PLTR F PFE MSTR RIVN AVGO SMCI NIO HOOD INTC BABA SOFI NKE
Active options: TSLA NVDA GME AMD PLTR AAPL AMZN F PFE MSTR RIVN AVGO SMCI META NIO HOOD INTC BABA SOFI NKE
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $69.80, natural gas down 1%, gold at $3076