Pre-Market IV Report May 16, 2025

Pre-Market IV Report May 16, 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: CONY UNH FI ADBE SKX OFIX DBRG OTLY FULC ACAD RDFN DAR XP COMP AMTM AKRO BUR HBAN STNE SHCO MQ

Stocks expected to have increasing option volume: CHTR AMAT TTWO CAVA DOCS BTBT LPTH SPCE LYV UNH

Movers

UnitedHealth Group (UNH) 30-day option implied volatility is at 52; compared to its 52-week range of 17 to 57 amid wide price movement. Call put ratio 1.3 calls to 1 put.

Meta Platforms (META) 30-day option implied volatility is at 30; compared to its 52-week range of 25 to 68. Call put ratio 1.2 calls to 1 put as share price down 2.7%.

NVIDIA (NVDA) 30-day option implied volatility is at 52; compared to its 52-week range of 34 to 89. Call put ratio 1.6 calls to 1 put with a focus on May 142 and 152.50 calls as share price down 1.2%.

Charter Communications (CHTR) 30-day option implied volatility is at 27; compared to its 52-week range of 27 to 66. Call put ratio 3.3 calls to 1 put with a focus on September calls into talks to combine with Cox over $30B, Bloomberg says.

Straddle prices into quarter results

Home Depot (HD) May 23 weekly 377.50 straddle priced for movement of 4.5% into the expected release of quarter results before the bell on May 20.

Palo Alto (PANW) May 23 weekly 192.50 straddle priced for movement of 8.5% into the expected release of quarter results after the bell on May 20. Call put ratio 2.6 calls to 1 put.

Option volume movement

Physicians Realty Trust (DOC) 30-day option implied volatility is at 26; compared to its 52-week range of 13 to 69 with a focus on October 20 calls.

Alcoa (AA) 30-day option implied volatility is at 48; compared to its 52-week range of 41 to 101. Call put ratio 3.5 calls to 1 put.

Equinor ASA (EQNR) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 60. Call put ratio 1 call to 2.4 puts with a focus on June 21 puts.

Cidara Therapeutics (CDTX) 30-day option implied volatility is at 189; compared to its 52-week range of 20 to 220 on active volume of July 17.50 puts and July 20 calls.

NV5 Global (NVEE) 30-day option implied volatility is at 30; compared to its 52-week range of 25 to 105 with a focus on May 20 calls.

Carter’s (CRI) 30-day option implied volatility is at 53; compared to its 52-week range of 23 to 79 with a focus on June 30 puts, June 35 puts and June 42.50 calls.

Options with decreasing option implied volatility: BULL FL TMDX INOD SG TTD BILL PLCE AAOI
Increasing unusual option volume: INFA DBRG LBRT AEVA LNTH GPN UNH
Increasing unusual call option volume: DBRG GPN NICE LBRT UNH FL AVTR DAN HLF
Increasing unusual put option volume: UNH GPN FL NXT EXEL WGS COMM
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 mixed in premarket, Nikkei unchanged, DAX mixed, WTI Crude oil recently at $61.88, natural gas mixed, gold at $3213