Pre-Market IV Report March 6, 2025

Pre-Market IV Report March 6, 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: SOC IEP MNKD SMWB DB ING PPG JWN JEPQ HYG VET

Stocks expected to have increasing option volume: MRVL VEEV ZS MDB GAP JD COST KR BURL BJ M VSCO TREE RGTI YEXT GRND ASR LOGI

Popular options: MSTR INTC PLTR BABA SMCI F BAC F BAC MSFT AVGO CRWD HOOD

Active options: NVDA TSLA AAPL MSTR INTC PLTR BABA AMZN AMD SMCI META F BAC META F BAC MSFT AVGO GOOGL MARA ASTS CRWD HOOD

Movers

Alibaba (BABA) 30-day option implied volatility is a 50; compared to its 52-week range of 27 to 62. Call put ratio 2 calls to 1 put as share price up before the bell.

JD.com (JD) March 7 weekly call option implied volatility is at 145, March is at 73; compared to its 52-week range of 16 to 33 into share price up before the bell on quarter results. Call put ratio 2.3 calls to 1 put.

Intel (INTC) 30-day option implied volatility is a 60; compared to its 52-week range of 29 to 77. Call put ratio 2.5 calls to 1 put.

United States Oil Fund (USO) 30-day option implied volatility is at 28; compared to its 52-week range of 22 to 51 as WTI crude trades $66.60. Call put ratio 1.1 calls to 1 put with a focus on March 5 weekly 74 puts and March 7 weekly 71.50 puts.

Proshares Ultra Dj-ubs Crude Oil (UCO) 30-day option implied volatility is at 51; compared to its 52-week range of 35 to 83. Call put ratio 2.9 calls to 1 put as WTI crude oil trades $66.60.

Straddle price into quarter results

Broadcom (AVGO) March 7 weekly 190 straddle priced for movement of 10% into the expected release of quarter results today after the bell.

Costco (COST) March 7 weekly 1045 straddle priced for movement of 4% into the expected release of quarter results today after the bell.

Gap (GAP) March 7 weekly 20 straddle priced for movement of 21% into the expected release of quarter results today after the bell.

Cloudflare (NET) 30-day option implied volatility is at 55; compared to its 52-week range of 35 to 79 into analyst day March 12.

Movers

AST SpaceMobile (ASTS) 30-day option implied volatility is at 116; compared to its 52-week range of 45 to 175. Call put ratio 2.8 calls to 1 put with a focus on March 40 calls and January 2026 30 calls as share price up 17.8%.

The Mosaic Company (MOS) 30-day option implied volatility is at 39; compared to its 52-week range of 26 to 50 with a focus on 14K contracts of March 7 weekly 24 calls.

Albertsons (ACI) 30-day option implied volatility is at 28; compared to its 52-week range of 13 to 86 with a focus 6400 contracts of May 23 calls as share price up 5%.

Wolfspeed (WOLF) 30-day option implied volatility is at 134; compared to its 52-week range of 66 to 176. Call put ratio 1 call to 2 puts with a focus on 10K contracts of March 2026 4 puts, 25K contracts of March 4 puts and 5K contracts of April 6 calls.

Hercules Capital (HTGC) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 34 with a focus on 7K contracts of March 19 puts as share price down 4.6%.

Options with decreasing option implied volatility: CAPR AAOI HNST ROOT TMDX MGNI WBA CRDO SG FL
Increasing unusual option volume: DB VSCO VNET CMRX ME APPN GLBE
Increasing unusual call option volume: VNET VSCO DB NTES GLBE ARVN FHN CMRX
Increasing unusual put option volume: VNET VSCO HSBC BJ NN ROST AVAV TER
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 lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $66.40, natural gas down 1.5%, gold at $2907