Pre-Market IV Report March 31, 2025

Pre-Market IV Report March 31, 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: DFS SNAP MSTR AEVA CONY NGNE PHR ACHR SSO DASH NCLH NET PINS PYPL CROX CPRI CCL WRB HOG IAC SPOT QLD WYNN SYF GOOG MGM MNST ST

Stocks expected to have increasing option volume: NVDA LLY NVO TEM SPY QQQ

Option IV into end of quarter

NVIDIA (NVDA) 30-day option implied volatility is at 47; compared to its 52-week range of 34 to 89. Call put ratio 1.2 calls to 1 put.

Strategy (MSTR) 30-day option implied volatility is at 85; compared to its 52-week range of 70 to 220. Call put ratio 1.3 calls to 1 put as Bitcoin $82K.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 19; compared to its 52-week range of 10 to 29. Call put ratio 1 call to 1.1 puts.

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 call to 1 put.

Russell 2000 Index (RUT) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 37.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 47; compared to its 52-week range of 27 to 59. Call put ratio 1.2 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 30; compared to its 52-week range of 28 to 40. Call put ratio 1.5 calls to 1 put as gold trades $3155.

United States Oil Fund (USO) 30-day option implied volatility is at 26; compared to its 52-week range of 21 to 51. Call put ratio 1 call to 1.7 puts as WTI crude trades $69.90.

Proshares Ultra Dj-ubs Crude Oil (UCO) 30-day option implied volatility is at 43; compared to its 52-week range of 35 to 83. Call put ratio 4.2 calls to 1 put as WTI crude trades $69.90.

Delta Air Lines (DAL) 30-day option implied volatility is at 53; compared to its 52-week range of 28 to 64. Call put ratio 1.2 calls to 1 put.

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.

Movers

Global Payments (GPN) 30-day option implied volatility is at 33; compared to its 52-week range of 20 to 70 with a focus on a spreader of April 105 and 110 calls.

Harmony Gold Mining Company Limited (HMY) 30-day option implied volatility is at 48; compared to its 52-week range of 40 to 54. Call put ratio 8.7 calls to 1 put with focus on May 14 calls and January 20 calls.

Antero Midstream Corporation (AM) 30-day option implied volatility is at 24; compared to its 52-week range of 13 to 30 with a focus on May 18 and June 17 puts.

AppLovin (APP) 30-day option implied volatility is at 90; compared to its 52-week range of 38 to 100. Call put ratio 1 calls to 1 put.

Options with decreasing option implied volatility: ARVN DLTR LULU CHWY
Increasing unusual option volume: UNIT BRZE LXRX SMG ME VOD DAN DBRG AEO LFST NKTR SSYS AM LULU
Increasing unusual call option volume: LXRX VOD AMKR SMG BRZE ME DAN CBRE SAND NKTR BEN IGT WPC LULU
Increasing unusual put option volume: AM AEO CVE WOLF CAH LULU HTZ NNOX BTG NAK FL GH NBIS
Popular stocks with increasing volume: MSTR AMD SMCI HOOD GME AVGO INTC NIO BAC SOFI
Active options: NVDA TSLA AAPL PLTR MSTR AMZN META GOOGL AMD SMCI HOOD GME WOLF AVGO MSFT INTC NIO BAC GOOG SOFI
Global S&P Futures down in premarket, Nikkei down 4%, DAX down 1%, WTI Crude oil recently at $69.90, natural gas up 3%, gold at $3155