Pre-Market IV Report May 2, 2025

Pre-Market IV Report May 2, 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: OKTA ALT ASAN PARA HOLO BULL CEP TRVG IEP SNDX MTCH PATH JCI SWTX WU JNPR BITO AB JWN EQX

Stocks expected to have increasing option volume: AAPL AMZN XOM CVX ABNB CI APO DD TEAM X RDDT BBAI XYZ MSTR MSI SYK AMGN FIVN CART TWLO BMRN PCTY JNPR WEN CI CYTK TWLO

Straddle prices into quarter results

Palantir (PLTR) May 9 weekly straddle priced for movement of 13.5% into the expected release of quarter results after the bell on May 5.

Vertex (VRTX) May 9 weekly 93 straddle priced for movement of 9.5% into the expected release of quarter results after the bell on May 5.

Ares Management (ARES) May 150 straddle priced for movement of 8% into the expected release of quarter results before the bell on May 5.

Cummins (CMI) May 290 straddle priced for movement of 7% into the expected release of quarter results before the bell on May 5.

Ford (F) May 9 weekly 10 straddle priced for movement of 8% into the expected release of quarter results after the bell on May 5.

Diamondback (FANG) May 9 weekly 135 straddle priced for movement of 8% into the expected release of quarter results after the bell on May 5.

Tyson (TSN) May 60 straddle priced for movement of 5.5% into the expected release of quarter results before the bell on May 5.

On Semiconductor (ON) May 9 weekly 40 straddle priced for movement of 13% into the expected release of quarter results before the bell on May 5.

Hims & Hers Health (HIMS) May 9 weekly 36.50 straddle priced for movement of 19% into the expected release of quarter results after the bell on May 5.

Mattel (MAT) May 16 straddle priced for movement of 12% into the expected release of quarter results after the bell on May 5. June 18 calls active on 49K at 40c.

Movers

Becton Dickinson (BDX) 30-day option implied volatility is at 30; compared to its 52-week range of 15 to 61. Call put ratio 1 call to 1.2 puts on active option volume of 7800 contracts as share price down 15.7%.

Landstar System (LSTR) 30-day option implied volatility is at 39; compared to its 52-week range of 18 to 48 with a focus on 1800 contracts of October 130 puts.

Envista Holdings Corp. (NVST) 30-day option implied volatility is at 59; compared to its 52-week range of 24 to 88 with a focus on May 17.50 calls.

Cogent Biosciences (COGT) 30-day option implied volatility is at 108; compared to its 52-week range of 70 to 211 with a focus on spreader of 10K contracts of August 5 and 10 calls.

TPG (TPG) 30-day option implied volatility is at 51; compared to its 52-week range of 22 to 77. Call put ratio 1 call to 5.9 puts with a focus on 2K contracts of August 35 puts.

Chyron Corporation (CGS) 30-day option implied volatility is at 85; compared to its 52-week range of 74 to 158. Call put ratio 1 call to 3.1 puts on 18K contracts.

Options with decreasing option implied volatility: SWTX SNAP CFLT HTZ RBLX FMC W ETSY WGS
Increasing unusual option volume: FNGR MAT HST OGN ROBN NXE DBRG OLED
Increasing unusual call option volume: XLI MAT FNGR ASTL NXE DBRG OMEX EWY UUP
Increasing unusual put option volume: STWD ADMA OGN WGS GXO BDX GH GFI VG
Popular stocks with increasing volume: MSTR HOOD SMCI SOFI COIN INTC AVGO TSM LLY AAL
Active options: NVDA TSLA MSFT META AMZN AAPL MSTR PLTR HOOD SMCI MARA AMD GOOGL SOFI COIN INTC AVGO TSM LLY AAL
Global S&P Futures up in premarket, Nikkei up 1%, DAX up 1%, WTI Crude oil recently at $56.90, natural gas up 1.4%, gold at $3269