Pre-Market IV Report May 21, 2025

Pre-Market IV Report May 21, 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: JNPR ACN URGN COGT WRBY CEP EVAV ETNB QBTS FICO PGRE PTON QXO AMTM WB CMPO DEI HLN SEE RTX

Stocks expected to have increasing option volume: LOW TGT PANW KEYS TOL VFC TJX MDT IQ XPEV WIX

Straddle prices into quarter results

Intuit (INTU) May 23 weekly 670 straddle priced for movement of 7.5% into the expected release of quarter results after the bell on May 22. Call put ratio 1 call to 3.1 puts.

Analog Devices (ADI) May 23 weekly 225 straddle priced for movement of 5% into the expected release of quarter results before the bell on May 22.

Workday (WDAY) May 23 weekly 275 straddle priced for movement of 8.5% into the expected release of quarter results after the bell on May 22.

Deckers Outdoor (DECK) May 23 weekly 129 straddle priced for movement of 12% into the expected release of quarter results after the bell on May 22.

Ralph Lauren (RL) June 280 straddle priced for movement of 12% into the expected release of quarter results before the bell on May 22.

Movers

Air Lease (AL) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 64. Call put ratio 1 call to 2 puts as share price up 1.2%.

Dollar General (DG) 30-day option implied volatility is at 50; compared to its 52-week range of 26 to 70. Call put ratio 5.4 calls to 1 put with a focus on May 23 weekly calls.

Eagle Materials (EXP) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 55. Call put ratio 1 call to 1.2 puts with a focus on June puts as share price down 8.6%.

MongoDB (MDB) 30-day option implied volatility is at 81; compared to its 52-week range of 39 to 89. Call put ratio 1.5 calls to 1 put with a focus on August 230 calls.

Albemarle (ALB) 30-day option implied volatility is at 58; compared to its 52-week range of 39 to 109. Call put ratio 1 call to 3.1 puts with a focus on June 27 weekly 45 puts.

Peloton (PTON) 30-day option implied volatility is at 69; compared to its 52-week range of 61 to 139. Call put ratio 13.6 calls to 1 put with a focus on 99K contracts of July 7 calls as share price up 5%.

Harley-Davidson (HOG) 30-day option implied volatility is at 42; compared to its 52-week range of 27 to 79. Call put ratio 6.4 calls to 1 put with a focus on June 26 calls as share price up 2%.

Magnite (MGNI) 30-day option implied volatility is at 50; compared to its 52-week range of 40 to 113. Call put ratio 18.4 calls to 1 put with a focus on June calls and 2900 contracts of December 21 calls at $1.60.

Options with decreasing option implied volatility: FL DOCS CAPR CONY ASPI BTDR IGT ZIM CAVA BILI NU SONY TTWO VOD WMT CSCO VTRS WBA
Increasing unusual option volume: WRBY IQV SMLR AS XP WY WIX VERA JWN ABUS
Increasing unusual call option volume: AS SMLR XP HAS FEZ WOOF ARQQ
Increasing unusual put option volume: SABR JWN IAU XP TRIP WOLF SOC CARR
Popular stocks with increasing volume: UNH RIVN MSTR LCID PTON CRWV SMCI HOOD MRNA
Active options: TSLA NVDA GOOGL QBTS AAPL UNH RIVN PLTR AMZN MSTR LCID AMD WOLF GOOG PTON CRWV SMCI HOOD MSFT MRNA
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $62.80, natural gas mixed, gold at $3315