Pre-Market IV Report May 19, 2025

Pre-Market IV Report May 19, 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: IGT KODK UNH ACB AMTM TSN AEP WBA SKX URGN REPL MRUS BLCO KODK SHC ATEC USAR EC CRWV LEGN ACB LX DINO SPHR AEG HNST GOGL GILT ABEO GLDD TDUP CONL SMLR TEN ECVT AEP SNPS ARGX ZION ZTS SIL RF ATO

Stocks expected to have increasing option volume: HD LOW TGT PANW UNH FI TBT TLT HYG

Option implied volatility into Moody’s Ratings downgrades United States ratings to Aa1 from Aaa; changes outlook to stable.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 16; compared to its 52-week range of 11 to 25. Call put ratio 1.9 calls to 1 put into Moody’s Ratings downgrades United States ratings to Aa1 from Aaa; changes outlook to stable.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 49. Call put ratio 3.4 calls to 1 put into Moody’s Ratings downgrades United States ratings to Aa1 from Aaa; changes outlook to stable.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 5; compared to its 52-week range of 4 to 18. Call put ratio 1 call to 1.3 puts into Moody’s Ratings downgrades United States ratings to Aa1 from Aaa; changes outlook to stable.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 7; compared to its 52-week range of 6 to 16. Call put ratio 1 call to 1.7 put into Moody’s Ratings downgrades United States ratings to Aa1 from Aaa; changes outlook to stable.

Straddle prices into quarter results

Home Depot (HD) May 23 weekly 380 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 1.6 calls to 1 put.

Viking Holdings (VIK) June 50 straddle priced for movement of 12% into the expected release of quarter results before the bell on May 20.

Toll Brothers (TOL) May 23 weekly 107 straddle priced for movement of 7% into the expected release of quarter results after the bell on May 20.

Movers

Inozyme Pharma Inc. (INZY) 30-day option implied volatility is at 84; compared to its 52-week range of 22 to 165 with a focus on May 2.5 calls, June 5 calls and December 2.5 calls as share price up 178%.

Tss, Inc. (TSSI) 30-day option implied volatility is at 122; compared to its 52-week range of 21 to 150 with a focus on June 15, 18 and 25 calls as share price up 76%.

Applied Materials (AMAT) 30-day option implied volatility is at 35, June is at 41; compared to its 52-week range of 28 to 71 with a focus on December 150 puts and December 170 calls as share price down 5.6%.

Guggenheim S&p 500 Equal Weight Etf (RSP) 30-day option implied volatility is at 14; compared to its 52-week range of 10 to 41 with a focus on 23K contracts of September 160 puts.

Suncor Energy (SU) 30-day option implied volatility is at 25; compared to its 52-week range of 21 to 57 with a focus on May 37 calls, June 40 calls and June 36 puts.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 165; compared to its 52-week range of 80 to 195. Call put ratio 2.2 calls to 1 put amid wide price movement.

Yield Max MSTR Option Income Strategy ETF (MSTY) 30-day option implied volatility is at 46; compared to its 52-week range of 30 to 131. Call put ratio 1 call to 1 put on 20K contracts.

Options with decreasing option implied volatility: FL BULL DOCS SOC VG HNRG VTLE HTZ ASTS BTDR GCT AMBC PARA SRAD RDFN ONON
Increasing unusual option volume: INFA TDUP ADT SPCE CG AMCR DBRG GALT
Increasing unusual call option volume: CMA TDUP C GALT AMCR SPCE ADT UNH
Increasing unusual put option volume: SPCE UNH USAR LQDA TSSI FL ADMA EXEL HBAN TAN VG
Popular stocks with increasing volume: MSTR PLTR AMC GME SPCE
Active options: NVDA TSLA UNH SMCI AAPL MSTR GOOGL PLTR AMD META AMZN MARA CRWV HIMS GOOG AMC MSFT GME SPCE
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $60, natural gas down 2% gold at $3242