Pre-Market IV Report May 14, 2025

Pre-Market IV Report May 14, 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: UNH ADBE CONL HALO CONY IGT GRAL HIMS DYN CLBR SGRY PLCE COIN WNS SPRY SMCI ELV HUM ALKS ASPN CVS VOD AWK IMCR WBA TPC RKT OLO

Stocks expected to have increasing option volume: OKLO CSCO CRWV VFS WMT BABA DE AMAT NTES TTWO CAVA BIRK HTHT AEO GAP ANF KSS DECK PVH M UNH

Semi-conductors rally, option IV pulls back

NVIDIA (NVDA) 30-day option implied volatility is at 51; compared to its 52-week range of 34 to 89. Call put ratio 1.9 calls to 1 amid share price rally.

Broadcom (AVGO) 30-day option implied volatility is at 51; compared to its 52-week range of 35 to 74. Call put ratio 2 call to 1 put with focus on June 240 and 270 calls.

AMD (AMD) 30-day option implied volatility is at 42; compared to its 52-week range of 35 to 87. Call put ratio 2.5 call to 1 put with focus on May calls.

Micron Technology (MU) 30-day option implied volatility is at 49; compared to its 52-week range of 37 to 87. Call put ratio 2.1 calls to 1 put.

Qualcomm (QCOM) 30-day option implied volatility is at 32; compared to its 52-week range of 24 to 73. Call put ratio 2.6 calls to 1 put with a focus on May 155 calls.

Dell Technologies (DELL) 30-day option implied volatility is at 57; compared to its 52-week range of 33 to 87. Call put ratio 1.9 calls to 1 put with a focus on June 65 puts.

Super Micro Computer (SMCI) 30-day option implied volatility is at 77; compared to its 52-week range of 60 to 217. Call put ratio 3.7 calls to 1 put with focus on June 31 and 36 calls.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 65. Call put ratio 1.4 calls to 1 put amid price rally.

Movers

UnitedHealth Group (UNH) 30-day option implied volatility is at 57; compared to its 52-week range of 17 to 57 following CEO exit and outlook suspension. Call put ratio 1.5 calls to 1 put.

Uber (UBER) 30-day option implied volatility is at 36; compared to its 52-week range of 29 to 68. Call put ratio 3.3 calls to 1 put with a focus on June 90 calls as share price trends higher after quarter results.

American Eagle Outfitters (AEO) 30-day option implied volatility is at 66; compared to its 52-week range of 32 to 80. Call put ratio 1.2 calls to 1 put into lower outlook.

Coinbase (COIN) 30-day option implied volatility is at 69; compared to its 52-week range of 57 to 100. Call put ratio 3.5 calls to 1 put with a focus on May calls as share price up 24% after announcement to replace Discover (DFS) in S&P 500 at open on May 19.

First Solar (FSLR) 30-day option implied volatility is at 66; compared to its 52-week range of 37 to 87. Call put ratio 3.4 calls to 1 put with focus on June 210 calls as share price up 19.8%.

DLocal Limited (DLO) 30-day option implied volatility is at 85; compared to its 52-week range of 38 to 105. Call put ratio 7.2 calls to 1 put with a focus on June 9 calls as share price up 3.4%.

UnitedHealth Group (UNH) 30-day option implied volatility is at 55; compared to its 52-week range of 17 to 48 following CEO exit and outlook suspension. Call put ratio 1.6 calls to 1 put as share price down 17.7%.

Johnson & Johnson (JNJ) 30-day option implied volatility is at 20; compared to its 52-week range of 12 to 36. Call put ratio 1 call to 1 put as share price down 3.1%.

Alcon (ALC) 30-day option implied volatility is at 33; compared to its 52-week range of 16 to 46. Call put ratio 1 call to 2 puts with a focus on June 92.50 and 100 puts.

Mirion Technologies (MIR) 30-day option implied volatility is at 39; compared to its 52-week range of 20 to 75 with a focus on November 22.50 calls as share price up 3.3%.

Rapid7, Inc. (RPD) 30-day option implied volatility is at 48; compared to its 52-week range of 36 to 87. Call put ratio 12.5 calls to 1 put with a focus on 3K contracts of August 27 calls.

Bj’s Restaurants, Inc. (BJRI) 30-day option implied volatility is at 31; compared to its 52-week range of 29 to 73 with a focus on October 45 calls as share price up 3.7%.

Straddle prices into quarter results

CoreWeave (CRWV) May 62.50 straddle priced for movement of 16% into the expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put.

Walmart (WMT) May 96 straddle priced for movement of 6% into the expected release of quarter results before the bell on May 15.

Deere & Co. (DE) May 500 straddle priced for movement of 5% into the expected release of quarter results before the bell on May 15.

Options with decreasing option implied volatility: INOD TMDX BILL APP ROOT UPST AAOI TTD
Increasing unusual option volume: PSX MUB ODD FHN IGT WAY HALO
Increasing unusual call option volume: PSX XLI HALO ARRY SATS SHLS AVTR
Increasing unusual put option volume: NXT PSX WEN SATS DJX HLF ALC GRAL NICE WOLF
Popular stocks with increasing volume: SMCI COIN HOOD UNH AVGO INTC UBER MSTR AAL
Active options: NVDA TSLA PLTR SMCI AMZN COIN AAPL AMD META HOOD UNH GOOGL AVGO MSFT INTC HIMS UBER MSTR AAL WOLF
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $63.30, natural gas down 1%, gold at $3235