Pre-Market IV Report March 7, 2025

Pre-Market IV Report March 7, 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: IEP CVNA MT CSGP OKE JWN TFC AGNC ALAB HIMS MG PLTR AMZN WFC BA BBVA SPOT JEF NFLX

Stocks expected to have increasing option volume: AVGO HPE SERV GAP COST BBAI MDB MRVL PLTR APP DJT TSLA HIMS GME AMC BBAI WBA

Movers

Netflix (NFLX) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 51. Call put ratio 2.1 calls to 1 put on 226K contracts.

Tesla (TSLA) 30-day option implied volatility is at 70; compared to its 52-week range of 41 to 76. Call put ratio 1 call to 1 put as share price down.

Hims & Hers Health, Inc. (HIMS) 30-day option implied volatility is at 103; compared to its 52-week range of 47 to 145. Call put ratio 1.8 calls to 1 put as share price down. Call put ratio 1.3 calls to 1 put as share price down.

AppLovin (APP) 30-day option implied volatility is at 99; compared to its 52-week range of 38 to 100. Call put ratio 1.4 calls to 1 put as share price down.

Vertiv Holdings Co. (VRT) 30-day option implied volatility is at 79; compared to its 52-week range of 45 to 89.

Palantir (PLTR) 30-day option implied volatility is at 82; compared to its 52-week range of 36 to 87. Call put ratio 1.3 calls to 1 put as share price down.

Walgreens Boots Alliance (WBA) 30-day option implied volatility is at 79; compared to its 52-week range of 40 to 85 into a definitive agreement with Sycamore to be acquired at $11.45 per share in cash. Call put ratio 1.7 calls to 1 put.

V.F. Corp. (VFC) 30-day option implied volatility is at 58; compared to its 52-week range of 41 to 78 with a focus on 14K contracts of April 24 puts as share price down 10.8%.

Scholar Rock Holding Corp. (SRRK) 30-day option implied volatility is at 65; compared to its 52-week range of 51 to 183 with a focus on a spreader of 1K contracts of April 45 and 60 calls.

Huntington Bancshares (HBAN) 30-day option implied volatility is at 36; compared to its 52-week range of 19 to 71. Call put ratio 1 call to 5.2 puts with a focus on 2K contracts of July 14 puts.

ManpowerGroup (MAN) 30-day option implied volatility is at 36; compared to its 52-week range of 14 to 72 with a focus on 3200 contracts of March 65 calls as share price down 5.6%.

Straddle prices into quarter results

Oracle (ORCL) March 14 weekly 150 straddle priced for movement of 11% into the expected release of quarter results after the bell on March 10. Call put ratio 1.4 calls to 1 put.

Asana (ASAN) March 14 weekly 18 straddle priced for movement of 18% into the expected release of quarter results after the bell on March 10.

Options with decreasing option implied volatility: CAPR RILY TMDX WBA FL CRDO OKTA GTLB TGTX
Increasing unusual option volume: DB HSBC FEZ NVT RIO AKRO VSCO
Increasing unusual call option volume: RIOT HSBC EWG AKRO GLBE UDN BANC INO
Increasing unusual put option volume: NE FEZ DB AMLP CAH BJ VSCO CMCSA CORT
Popular options: MSTR AVGO SMCI BABA MRVL INTC HOOD SOFI
Active options: NVDA TSLA AAPL PLTR MSTR AMZN AVGO SMCI BABA AMD MRVL INTC META RGTI CORZ MARA GOOGL HOOD MSFT SOFI
Global S&P Futures mixed in premarket, Nikkei down 2%, DAX down 1.5%, WTI Crude oil recently at $67.50, natural gas down 1.5%, gold at $2925