Pre-Market IV Report March 4, 2025

Pre-Market IV Report March 4, 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: SMST TSLY F JEPQ VOO JWN TNA ALAB VRT NUGT PBF OVV QLD VAL FAS FIVE FLEX GBTC SOFI SHOP AFRM ARKB OPRA IBKR INSW HE ETN SNAP DELL CVE SNPS

Stocks expected to have increasing option volume: TGT OKTA SMR CRWD AZO FLUT ROSS ONON BBY NIO BOX JWN MRVL ZS EWC EWW GTLB RILY PLUG AVGO MDB FL WBA

Option IV into State of the Union and tariff headlines

NVIDIA (NVDA) March 7 weekly call option implied volatility is at 84, March is at 71; compared to its 52-week range of 34 to 89. Call put ratio 1.4 calls to 1 put.

SPDR S&P 500 ETF Trust (SPY) March 7 weekly call option implied volatility is at 26, March is at 21; compared to its 52-week range of 10 to 29 into State of the Union.

PowerShares QQQ Trust (QQQ) March 7 weekly call option implied volatility is at 34, March is at 27; compared to its 52-week range of 14 to 37 into State of the Union.

iShares Russell 2000 (RUT) March 7 weekly call option implied volatility is at 36, March is at 29; compared to its 52-week range of 16 to 38 into State of the Union. Call put ratio 1 call to 2.5 puts.

ARK Innovation ETF (ARKK) March 7 weekly call option implied volatility is at 71, March is at 56; compared to its 52-week range of 27 to 53 into State of the Union. Call put ratio 1 call to 2.7 puts.

Straddle prices into quarter results

Marvel (MRVL) March 7 weekly 86 straddle priced for movement of 12% into the expected release of quarter results after the bell on March 5.

Zscaler (ZS) March 7 weekly 190 straddle priced for movement of 12% into the expected release of quarter results after the bell on March 5.

Foot Locker (FL) March 7 weekly 18straddle priced for movement of 17% into the expected release of quarter results before the bell on March 5.

Broadcom (AVGO) March 7 weekly 187.50 straddle priced for movement of 10% into the expected release of quarter results after the bell on March 6.

Costco (COST) March 7 weekly 1045 straddle priced for movement of 4.5% into the expected release of quarter results after the bell on March 6.

JD.com (JD) March 7 weekly 10 straddle priced for movement of 10% into the expected release of quarter results before the bell on March 6. Call put ratio 3.2 calls to 1 put.

Kroger (KR) March 7 weekly straddle priced for movement of 6.5% into the expected release of quarter results before the bell on March 6.

Movers into State of the Union

Walgreens Boots Alliance (WBA) 30-day option implied volatility is at 66; compared to its 52-week range of 31 to 85. Call put ratio 2.6 calls to 1 put with a focus on March 7 weekly 10.50 calls.

TG Therapeutics (TGTX) 30-day option implied volatility is at 63; compared to its 52-week range of 44 to 108. Call put ratio 2.5 calls to 1 put with a focus on March calls as share price up 16%.

Chipotle Mexican Grill (CMG) 30-day option implied volatility is at 34; compared to its 52-week range of 17 to 54. Call put ratio 1.7 calls to 1 put with focus on March 7 weekly 55 puts.

Acadia Healthcare (ACHC) 30-day option implied volatility is at 62; compared to its 52-week range of 24 to 82 with a focus on 4200 contracts of April 30 calls.

GoDaddy (GDDY) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 42 with a focus on 2500 contracts of March 175 puts trading at $2.70.

NeoGenomics (NEO) 30-day option implied volatility is at 57; compared to its 52-week range of 30 to 94 with a focus on 1400 contracts of April 11 calls.

Jamf Holding Corp. (JAMF) 30-day option implied volatility is at 42; compared to its 52-week range of 27 to 68 with a focus on 1700 contracts of April 15 calls.

Samsara Inc (IOT) 30-day option implied volatility is at 81; compared to its 52-week range of 36 to 107. Call put ratio 1 call to 2.3 puts with a focus on 5700 contracts of March 7 weekly 45 puts.

FTAI Aviation (FTAI) 30-day option implied volatility is at 81; compared to its 52-week range of 30 to 119. Call put ratio 2.6 calls to 1 put amid wide price movement.

Options with decreasing option implied volatility: HNST AAOI BYON ROOT CADL TMDX SMCI ZI MGNI ZETA SG DOCN
Increasing unusual option volume: PRGO FE ACHC IBB ALGM CRBG RC RSI EU ITW
Increasing unusual call option volume: FE ALGM CRBG ACHC RSI CFG EU MKC
Increasing unusual put option volume: IBB HSBC KODK VNET CAH FEZ XLB EWC ZI GTLB NOVA PR
Popular options: INTC MSTR SMCI HOOD NIO TSM AVGO COIN SOFI BAC
Active options: NVDA TSLA PLTR INTC MSTR AAPL SMCI AMZN AMD MARA HOOD NIO TSM GOOGL AVGO META COIN SOFI MSFT BAC
Global S&P Futures mixed in premarket, Nikkei down 1.5%, DAX down 1%, WTI Crude oil recently at $67.60, natural gas down 1%, gold at $2924