Pre-Market IV Report May 27, 2025

Pre-Market IV Report May 27, 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: NNE LTBR MSTZ PTON RUN GME IONQ AME BITO SWTX ACN AAPL CMPO COMM GOGO LEU UEC INFA MIR PTON FLR

Stocks expected to have increasing option volume: NVDA AVGO SMCI DELL CRM INFA COST

Option IV into quarter results

NVDIDIA (NVDA) May 30 weekly 131 straddle priced for movement of 8% into the expected release of quarter results after the bell on May 28.

Salesforce (CRM) May 30 weekly 272 straddle priced for movement of 8% into the expected release of quarter results after the bell on May 28.

Option IV after Trump nuclear order signing

GE Vernova (GEV) 30-day option implied volatility is at 49; compared to its 52-week range of into 38 to 99. Call put ratio 1.9 calls to 1 put.

Vistra Energy (VST) 30-day option implied volatility is at 58; compared to its 52-week range of into 43 to 103. Call put ratio 4.7 calls to 1 put with a focus on May calls.

Uranium Energy (UEC) 30-day option implied volatility is at 77; compared to its 52-week range of into 44 to 82. Call put ratio 25 calls to 1 put with a focus on August 9 calls.

Oklo (OKLO) 30-day option implied volatility is at 134; compared to its 52-week range of 68 to 168. Call put ratio 3.3 calls to 1 put after Trump nuclear order signing.

Nuscale Power (SMR) 30-day option implied volatility is at 103; compared to its 52-week range of 82 to 147. Call put ratio 7.3 calls to 1 put as share price up 16.9% after Trump nuclear order signing.

NANO Nuclear Energy (NNE) 30-day option implied volatility is at 120; compared to its 52-week range of 21 to 203. Call put ratio 9.1 calls to 1 put as share price up 29% after Trump nuclear order signing.

BWX Technologies (BWXT) 30-day option implied volatility is at 34; compared to its 52-week range of 16 to 60. Call put ratio 4.5 calls to 1 put after Trump nuclear order signing.

Constellation Energy (CEG) 30-day option implied volatility is at 53; compared to its 52-week range of 31 to 94. Call put ratio 4.3 calls to 1 put as share price up 2.5% after Trump nuclear order signing.

Centrus Energy (LEU) 30-day option implied volatility is at 82; compared to its 52-week range of 51 to 113. Call put ratio 2.4 calls to 1 put as share price up 25% after Trump nuclear order signing.

Cameco (CCJ) 30-day option implied volatility is at 42; compared to its 52-week range of 37 to 73. Call put ratio 3.1 calls to 1 put as share price up 10.2% after Trump nuclear order signing.

Movers

Nucor (NUE) 30-day option implied volatility is at 42; compared to its 52-week range of 23 to 69 into Nippon Steel (NPSCY) receiving approval for acquiring U.S. Steel (X). Call put ratio 1 call to 2.4 puts.

Cleveland-Cliffs (CLF) 30-day option implied volatility is at 75; compared to its 52-week range of 31 to 108 into Nippon Steel (NPSCY) receiving approval for acquiring U.S. Steel (X).

Steel Dynamics (STLD) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 65 into Nippon Steel (NPSCY) receiving approval for acquiring U.S. Steel (X). Call put ratio 1 call to 4.3 puts.

Informatica (INFA) 30-day option implied volatility is at 50; compared to its 52-week range of 30 to 71. Call put ratio 21 calls to 1 put with focus on June calls.

Salesforce (CRM) 30-day option implied volatility is at 46; compared to its 52-week range of 23 to 58 into expected release of quarter results after the bell on May 28.

Yext, Inc. (YEXT) 30-day option implied volatility is at 66; compared to its 52-week range of 30 to 101 with a focus on 20K contracts of June 5 puts.

US Foods (USFD) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 47 with a focus on June calls and puts.

Options with decreasing option implied volatility: SMST X IGT UNH SNOW ZM ZIM SPHR
Increasing unusual option volume: TWO NVTS UEC UROY GOGO AXL FNKO ROST
Increasing unusual call option volume: UEC NVTS AXL GOGO MLGO ROST URBN
Increasing unusual put option volume: IQ AAP ROST COMM SEI WDAY URNM FLR OSCR EWC
Popular stocks with increasing volume: MSTR GME PLTR OKLO UNH SMCI INTC CRWV COIN QBTS
Active options: NVDA TSLA AAPL MSTR GME PLTR MARA AMZN GOOGL OKLO AMD META UNH SMCI RGTI INTC CRWV COIN QBTS GOOG
Global S&P Futures up in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $61.70, natural gas down 1.5%, gold at $3300