Pre-Market IV Report March 5, 2025

Pre-Market IV Report March 5, 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: JFIN CMPO SEI GRAL MOD CNTA AHCO GKOS BOIL MBI DPST KOLD ALGM AVXL GPRE SMTC SDS BAC AGNC

Stocks expected to have increasing option volume: CRWD AVGO ROST FL FLUT COST JD KR BOX CPB BF.B RIGL GAP MRNA

Movers

CrowdStrike (CRWD) March 7 weekly call option implied volatility is at 129, March is at 72; compared to its 52-week range of 32 to 74 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put. Q4 results, below-consensus guidance

AT&T (T) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 109. Call put ratio 1 call to 1.6 puts amid wide price movement.

Moderna (MRNA) 30-day option implied volatility is at 74; compared to its 52-week range of 43 to 93. Call put ratio 1.3 calls to 1 put amid wide price movement.

Straddle prices into quarter results

Marvel (MRVL) March 7 weekly 89 straddle priced for movement of 11% into the expected release of quarter results today after the bell.

Zscaler (ZS) March 7 weekly 195 straddle priced for movement of 12% into the expected release of quarter results today after the bell.

MongoDB (MDB) March 7 weekly 260 straddle priced for movement of 13% into the expected release of quarter results today after the bell.

Campbells (CPB) March 7 weekly 40 straddle priced for movement of 6.5% into the expected release of quarter results before the bell on March 5.

Victorias Secret (VSCO) March 23 straddle priced for movement of 18% into the expected release of quarter results after the bell on March 5. Call put ratio 5.2 calls to 1 put.

Rigetti (RGTI) March 7 weekly 8 straddle priced for movement of 19% into the expected release of quarter results after 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 1035 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 41 straddle priced for movement of 9% into the expected release of quarter results before the bell on March 6. Call put ratio 2.5 calls to 1 put.

Movers

Okta, Inc. (OKTA) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 77 as share price up 22%.

Sea Ltd. (SE) 30-day option implied volatility is at 43; compared to its 52-week range of 30 to 75. Call put ratio 2.4 calls to 1 put with focus on March 7 weekly 123 and 125 calls as share price up 8.3%.

Truist Financial Corp. (TFC) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 39 with a focus on 4300 contracts of April 45 calls.

Canadian Imperial Bank (CM) 30-day option implied volatility is at 28; compared to its 52-week range of 15 to 69 with a focus on March 55 puts as share price down 4%.

Solaris Energy Infrastructure (SEI) 30-day option implied volatility is at 101; compared to its 52-week range of 24 to 99 with a focus on 8200 contracts of March 25 puts.

Oaktree Specialty Lending Corp (OCSL) 30-day option implied volatility is at 17; compared to its 52-week range of 10 to 31. Call put ratio 1 call to 3.5 puts with a focus on August 15 puts and August 20 calls.

Plains All American Pipeline (PAA) 30-day option implied volatility is at 25; compared to its 52-week range of 14 to 27. Call put ratio 4.3 calls to 1 put with a focus on 6851 contracts of October 22 calls at 35c.

Options with decreasing option implied volatility: CAPR RILY AAOI SMCI TMDX ROOT HNST ZETA ZI MGNI LMND AXON
Increasing unusual option volume: ACHC VIAV EWC KROS DAVE BOX IAC IGT ITUB MBI DB FLUT
Increasing unusual call option volume: ACHC VIAV DAVE WAL CFG FCEL IGT BOX FLUT NN
Increasing unusual put option volume: KROS DB EWC PAYX HSBC NTRA CMA GES NOC CWH
Popular stocks with increasing volume: INTC SOFI SMCI GOOGL HOOD AVGO MU TSM BAC BABA
Active options: NVDA TSLA PLTR MSTR AMZN INTC AAPL SOFI AMD META SMCI GOOGL HOOD AVGO MU TSM MSFT BAC BABA GOOG
Global S&P Futures up in premarket, Nikkei down 1.5%, DAX up 3.5%, WTI Crude oil recently at $67.20, natural gas down 1.5%, gold at $2928