Pre-Market IV Report May 20, 2025

Pre-Market IV Report May 20, 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 ACN SWTX LQDA CRGY AISP NVAX ITOS ACHR

Stocks expected to have increasing option volume: HD LOW TGT PANW LOW VIPS

Straddle prices into quarter results

TJX Companies (TJX) May 23 weekly 135 straddle priced for movement of 4% into the expected release of quarter results before the bell on May 21.

Lowe’s (LOW) May 23 weekly 235 straddle priced for movement of 4.5% into the expected release of quarter results before the bell on May 21.

Medtronic (MDT) May 23 weekly 87 straddle priced for movement of 4% into the expected release of quarter results before the bell on May 21.

Snowflake (SNOW) May 23 weekly 185 straddle priced for movement of 12% into the expected release of quarter results after the bell on May 21.

Target (TGT) May 23 weekly 99 straddle priced for movement of 10.50% into the expected release of quarter results before the bell on May 21.

Baidu (BIDU) into the expected release of quarter results before the bell on May 21.
Zoom Communications (ZM) May 23 weekly 83 straddle priced for movement of 9% into the expected release of quarter results after the bell on May 21.

ZIM Integrated Shipping Services Ltd. (ZIM) 30-day option implied volatility is at 55; compared to its 52-week range of 53 to 118. Call put ratio 2.9 calls to 1 put as share price down 6.7%.

RxSight (RXST) 30-day option implied volatility is at 58; compared to its 52-week range of 42 to 173. Call put ratio 6.5 calls to 1 put.

British American Tobacco (BTI) 30-day option implied volatility is at 23; compared to its 52-week range of 14 to 47. Call put ratio 9.3 calls to 1 put with a focus on December 55 calls as share price up 1.9%.

Reddit (RDDT) 30-day option implied volatility is at 70; compared to its 52-week range of 51 to 128. Call put ratio 1.3 calls to 1 put as share price down 4.7%.

Iridium Communications (IRDM) 30-day option implied volatility is at 40; compared to its 52-week range of 29 to 74. Call put ratio 1 call to 7.4 puts with a focus on December 22.50 puts as share price down 1.1%.

Tronox (TROX) 30-day option implied volatility is at 59; compared to its 52-week range of 28 to 88 with a focus on 4600 contracts of December 6 and 8 calls.

Appian Corporation (APPN) 30-day option implied volatility is at 39; compared to its 52-week range of 36 to 94 with a focus on 11K contracts of August 27.50 puts.

Travere Therapeutics (TVTX) 30-day option implied volatility is at 62; compared to its 52-week range of 50 to 159. Call put ratio 1 call to 2.8 puts with a focus on June 15 and 17.50 puts.

Solar stocks IV amid wide price movement

Sunrun Inc (RUN) 30-day option implied volatility is at 21; compared to its 52-week range of 16 to 58. Call put ratio 10 calls to 1 put as share price down 9%.

First Solar Inc (FSLR) 30-day option implied volatility is at 66; compared to its 52-week range of 37 to 87. Call put ratio 1.3 calls to 1 put as share price down 8.7%.

Enphase Energy Inc (ENPH) 30-day option implied volatility is at 66; compared to its 52-week range of 49 to 105. Call put ratio 1 call to 1 put as share price down 3.4%.

SolarEdge Technologies Inc (SEDG) 30-day option implied volatility is at 101; compared to its 52-week range of 64 to 149. Call put ratio 1 call to 1 put as share price down 4.7%.

Array Technologies Inc (ARRY) 30-day option implied volatility is at 78; compared to its 52-week range of 57 to 131. Call put ratio 5.9 calls to 1 put with a focus on June 10 calls as share price June 10 calls as share price down 5.4%.

Options with decreasing option implied volatility: FL DOCS HNRG TSSI RDFN VG BTDR GCT HTZ
Increasing unusual option volume: JWN XEL GPRE TVTX APPN SMLR CBRE VERA UNH
Increasing unusual call option volume: XEL GPRE SMLR ARQQ UNH RRC BIRK COUR RUN
Increasing unusual put option volume: JWN NXT TMC SOC AAPU SATS FIVN SPCE
Popular stocks with increasing volume: UNH SMCI CRWV HOOD RUN MRNA INTC RIVN
Active options: NVDA TSLA AAPL UNH PLTR AMZN SMCI MSTR AMD MSFT GOOGL OBTS META CRWV HOOD RUN MRNA INTC MARA RIVN
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $62.60, natural gas up 1% gold at $3236