Pre-Market IV Report May 12, 2025

Pre-Market IV Report May 12, 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: CAPR SRPT ASAN IOT TSLY REGN IBB AZN GILD CAH ETHU SOC RDNT FETH WINS ALNY KRP SNY CAH

Stocks expected to have increasing option volume: SPY QQQ RUT ARKK GOOG GOOGL MRK BMY LLY MNDY SPG ACHR SMR ZI RGTI HE

Option IV into U.S., China agree to reduce tariffs for initial period of 90 days

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 19; compared to its 52-week range of 10 to 43. Call put ratio 1 call to 1 put into U.S., China agree to reduce tariffs for initial period of 90 days.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 24; compared to its 52-week range of 14 to 47. Call put ratio 1 call to 1 put into U.S., China agree to reduce tariffs for initial period of 90 days.

Russell 2000 Index (RUT) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 48. Call put ratio 1 call to 1.6 puts into U.S., China agree to reduce tariffs for initial period of 90 days.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 83. Call put ratio 1.3 calls to 1 put into U.S., China agree to reduce tariffs for initial period of 90 days.

Option IV for publicly traded companies in the nuclear energy space include

Oklo (OKLO) 30-day option implied volatility is at 113; compared to its 52-week range of 68 to 197. Call put ratio 3.8 calls to 1 put with a focus on May 9 weekly 27, 29 and 30 calls as share price up 4.3%.

Nuscale Power (SMR) 30-day option implied volatility is at 101; compared to its 52-week range of 82 to 158. Call put ratio 3.6 calls to 1 put with a focus on May 9 weekly 17.50 calls as share price up 2.9%.

Nano Nuclear Energy (NNE) 30-day option implied volatility is at 88; compared to its 52-week range of 21 to 203. Call put ratio 2.9 calls to 1 put with a focus on October 150 and 170 calls.

BWX Technologies (BWXT) 30-day option implied volatility is at 33; compared to its 52-week range of 15 to 60.

Constellation Energy (CEG) 30-day option implied volatility is at 52; compared to its 52-week range of 31 to 94. Call put ratio 3.7 calls to 1 put with a focus on May 9 weekly 275 and 280 calls.

Centrus Energy (LEU) 30-day option implied volatility is at 69; compared to its 52-week range of 49 to 113. Call put ratio 4.3 calls to 1 put with a focus on May 100 calls as share price up 4.7%.

Straddle prices into quarter results

Nu Holdings (NU) May 13 straddle priced for movement of 9% into the expected release of quarter results on May 13.

JD.com (JD) May 34 straddle priced for movement of 7% into the expected release of quarter results before the bell on May 13. Call put ratio 5.4 calls to 1 put.

On Holdings (ONON) May 50 straddle priced for movement of 10% into the expected release of quarter results before the bell on May 13.

Movers

DoorDash (DASH) 30-day option implied volatility is at 40; compared to its 52-week range of 26 to 80 with a focus on June 180 and September 165 calls.

Sweetgreen (SG) 30-day option implied volatility is at 75; compared to its 52-week range of 56 to 131. Call put ratio 1.8 calls to 1 put with focus on January 13 puts.

PG&E Corp. (PCG) 30-day option implied volatility is at 28; compared to its 52-week range of 14 to 61 with a focus on September 12 and 14 puts.

Sunrun (RUN) 30-day option implied volatility is at 91; compared to its 52-week range of 64 to 121. Call put ratio 2.2 calls to 1 put on active option volume of 390K contracts compared to 90-day average of 15K contracts.

Options with decreasing option implied volatility: CRMD SMCX ROOT APP UPST SKX BILL AAOI INOD FSLY
Increasing unusual option volume: CYH CNH PHAT MUB AXL DJX PSEC AVPT CRVS
Increasing unusual call option volume: PHAT CNH AXL RUN PPG SHLS AS AZUL ILMN
Increasing unusual put option volume: INDA PCG BMBL ALT MNDY MCK WOLF RUN
Popular stocks with increasing volume: MSTR PLTR COIN HOOD RIVN LYFT
Active options: TSLA NVDA MSTR PLTR MARA AAPL COIN META AMZN AMD GOOGL HOOD WOLF TTD RUN RIVN LYFT GME GOOG CLSK
Global S&P Futures higher in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $62.90, natural gas mixed, gold at $3223