Pre-Market IV Report May 1, 2025

Pre-Market IV Report May 1, 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: OKTA ASAN MNKD GLBE KINS ALT SCO OS HPK CLBR GUSH EOLS GPCR PARA VIAV TRGP COP

Stocks expected to have increasing option volume: META AMZN AAPL TDOC QCOM HOOD EBAY MA MCD AMGN KKR MSTR CVS ABNB RBLX TEAM HSY LYV GDDY RKT EL RDDT ETSY LLY FTV EL BIIB HOG W KLAC AFL ALL MET PRU ALGN CHRW CAKE EQIX MGM BE HLF OLO

Movers before the bell

Tesla (TSLA) 30-day option implied volatility is at 64; compared to its 52-week range of 41 to 105. Call put ratio 1.4 call to 1 put amid headlines.

United States Oil Fund (USO) 30-day option implied volatility is at 50; compared to its 52-week range of 21 to 53. Call put ratio 1 call to 2.4 puts as WTI crude trades $59.80.

Straddle prices into quarter results

Apple (AAPL) May 2 weekly 212.50 straddle priced for movement of 4.5% into the expected release of quarter results today after the bell.

Amazon (AMZN) May 2 weekly 184 straddle priced for movement of 7% into the expected release of quarter results today after the bell.

Exxon Mobil (XOM) May 2 weekly 106 straddle priced for movement of 3.5% into the expected release of quarter results before the bell on May 2.

Chevron (CVX) May 2 weekly 136 straddle priced for movement of 3.5% into the expected release of quarter results before the bell on May 2.

Movers

Qorvo (QRVO) 30-day option implied volatility is at 46; compared to its 52-week range of 23 to 92. Call put ratio 4.8 calls to 1 put with a focus on January 97.50 calls as share price up 13.2%.

TAL Education (TAL) 30-day option implied volatility is at 53; compared to its 52-week range of 45 to 93. Call put ratio 27 calls to 1 put with a focus on 20K contracts of July 11 calls as share price down 3.1%.

GeneDx Holdings (WGS) 30-day option implied volatility is at 90; compared to its 52-week range of 74 to 158. Call put ratio 1 call to 1.3 puts as share price down 42%.

BridgeBio Pharma Inc. (BBIO) 30-day option implied volatility is at 48; compared to its 52-week range of 45 to 138. Call put ratio 1.2 calls to 1 put with a focus on May calls and puts as share price up 4.5%.

Match Group (MTCH) 30-day option implied volatility is at 54; compared to its 52-week range of 28 to 61 with a focus on 10K contracts of May 9 weekly 26.50 calls.

Options with decreasing option implied volatility: SNAP SWTX HTZ TAL VRNA ETSY CLS SOFI HAS SPOT HUM MBLY NOW PYPL STX WDC EW SKX CMG
Increasing unusual option volume: ODD APLS AMCR OMEX LKQ
Increasing unusual call option volume: WW AMCR EWC LKQ ODD IEF CWH OMEX
Increasing unusual put option volume: WGS NGD CP GH EWC WEN FOUR
Popular stocks with increasing volume: SMCI PLTR SNAP SOFI MSTR HOOD INTC AMD PFE SBUX F
Active options: NVDA TSLA SMCI PLTR SNAP SOFI MSTR META HOOD AAPL AMZN MSFT INTC AMD PFE GOOGL SBUX MARA F
Global S&P Futures up in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $56.90, natural gas up 2%, gold at $3228