Pre-Market IV Report May 15, 2025

Pre-Market IV Report May 15, 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 SEPN SMCX URGN SMCI CRWV tDUP tSSI ACLX IGT EYE TSLY RKLB QUBT QBTS PSN ABEO AKRO

Stocks expected to have increasing option volume: UNH DKS FL WMT BABA DE CSCO CRWV BOOT JACK

Movers before the bell

Foot Locker (FL) 30-day option implied volatility is at 87; compared to its 52-week range of 39 to 99 into WSJ report on potential buyout from Dick’s Sporting (DKS). Call put ratio 1 call to 5.6 puts with a focus on January 10 puts.

Dick’s Sporting (DKS) 30-day option implied volatility is at 54; compared to its 52-week range of 27 to 79 into WSJ report on potential buyout of Foot Locker (FL). Call put ratio 1 call to 2.2 puts with a focus on June 110 puts.

UnitedHealth Group (UNH) 30-day option implied volatility is at 53; compared to its 52-week range of 17 to 57 into WSJ report of DOJ probe. Call put ratio 1.3 calls to 1 put.

Boeing (BA) 30-day option implied volatility is at 32; compared to its 52-week range of 27 to 75. Call put ratio 4.5 calls to 1 put amid sharp rally.

GE Aerospace (GE) 30-day option implied volatility is at ;26 compared to its 52-week range of 23 to 65. Call put ratio 1.5 calls to 1 put amid sharp rally.

Straddle prices into quarter results

Applied Materials (AMAT) May straddle priced for movement of 6.5% into the expected release of quarter results today after the bell.

Take-Two Interactive (TTWO) May 230 straddle priced for movement of 5% into the expected release of quarter results today after the bell.

Cava Group (CAVA) May 100 straddle priced for movement of 10% into the expected release of quarter results today after the bell.

Movers

Bj’s Restaurants, Inc. (BJRI) 30-day option implied volatility is at 32; compared to its 52-week range of 29 to 73 with a focus on June 45 calls as share price up 2.4%.

Vital Energy (VTLE) 30-day option implied volatility is at 74; compared to its 52-week range of 33 to 127. Call put ratio 14 calls to 1 put with a focus on June 17.50 and 20 calls.

JFrog Ltd. (FROG) 30-day option implied volatility is at 38; compared to its 52-week range of 33 to 88 with a focus on June 42.50, June 47.50 and September 55 calls.

Global-e Online (GLBE) 30-day option implied volatility is at 55; compared to its 52-week range of 32 to 89 with a focus on May 35 and 40 calls as share price down 18%.

Septerna (SEPN) 30-day option implied volatility is at 122; compared to its 52-week range of 48 to 106. Call put ratio 1.6 calls to 1 put.

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 call to 4.2 puts with a focus on June 27 weekly 9 puts as share price down 5.5%.

Options with decreasing option implied volatility: RDFN TMDX INOD ROOT ASPN BILL BULL BROS SG TTD AAOI FSLY AXON APP GRPN
Increasing unusual option volume: LKQ UMC SATS MUB PBF TSLY LNTH PSN NICE
Increasing unusual call option volume: PBF LKQ TSLY PSN NICE SATS CNP EXE
Increasing unusual put option volume: LAC SATS WSC COMM STNE DAR AU WGS AEO EXEL KVYO MAIN XP FL ACI
Popular stocks with increasing volume: SMCI PLTR MSTR INTC BA GME COIN BABA SOFI UNH
Active options: NVDA TSLA SMCI AMD GOOGL AAPL PLTR MSFT AMZN GOOG MSTR INTC BA GME COIN META RGTI BABA SOFI UNH
Global S&P Futures down in premarket, Nikkei down, DAX down, WTI Crude oil recently at $60.69, natural gas mixed, gold at $3170