Pre-Market IV Report May 28, 2025

Pre-Market IV Report May 28, 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: LTBR GME DJT UEC PARA SWTX CONY HOLO FDX FLR NKE NVTS DUST FICO WRD DJT AKRO ALT CRWV RDW HOLX AEHR TWO CLBR PARA OGN CONY ATEC RGLS JNPR NKE VRNS BIIB FRO

Stocks expected to have increasing option volume: NVDA AVGO SMCI DELL CRM COST SNPS VEEV A HPQ PSTG NTNX UHAL VFS ANF CPRI M AI COST DELL MRVL BBY AEO ZS ULTA LI GAP BBWI HRL

Option IV into quarter results

NVDIDIA (NVDA) May 30 weekly 135 straddle priced for movement of 8% into the expected release of quarter results today after the bell.

Salesforce (CRM) May 30 weekly 277 straddle priced for movement of 8% into the expected release of quarter results today after the bell.

HP Inc (HPQ) May 30 weekly 28 straddle priced for movement of 7.5% into the expected release of quarter results today after the bell.

Costco (COST) May 30 weekly 1017.50 straddle priced for movement of 4% into the expected release of quarter results after the bell on May 29.

Dell (DELL) May 30 weekly 114 straddle priced for movement of 8.5% into the expected release of quarter results after the bell on May 29.

Marvell Technology (MRVL) May 30 weekly 64 straddle priced for movement of 11.5% into the expected release of quarter results after the bell on May 29.

Zscaler (ZS) May 30 weekly 257.50 straddle priced for movement of 7.5% into the expected release of quarter results after the bell on May 29.

Ulta Beauty (ULTA) May 30 weekly 420 straddle priced for movement of 8% into the expected release of quarter results after the bell on May 29.

Best Buy (BBY) May 30 weekly 72 straddle priced for movement of 8.5% into the expected release of quarter results before the bell on May 29.

Movers

Las Vegas Sands (LVS) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 79 with a focus on May 30 weekly 41.50 and 42.50 calls as share price up 5%.

Southwest Airlines (LUV) 30-day option implied volatility is at 36; compared to its 52-week range of 29 to 77. Call put ratio 1.4 calls to 1 put on active volume of 16K contracts as share price up 5.7%.

AutoZone (AZO) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 42. Call put ratio 1.5 calls to 1 put as share price down 3.9%.

Envista Holdings Corp. (NVST) 30-day option implied volatility is at 41; compared to its 52-week range of 27 to 88 with a focus on 3K contracts of July 17.50 calls purchased at $1.45.

Axalta Coating Systems (AXTA) 30-day option implied volatility is at 30; compared to its 52-week range of 15 to 83 with a focus on 1K contracts of June 33 calls as share price up 2.7%.

Performance Food Group (PFGC) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 49. Call put ratio 6.1 calls to 1 put with a focus on 1K contracts of June 85 calls trading at $2.95.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 17; compared to its 52-week range of 13 to 48. Call put ratio 1.4 calls to 1 put into President Trump posted on Truth Social that he is working on taking Fannie Mae (FNMA) and Freddie Mac (FMCC) public and that the implicit guarantee would remain in place post privatization.

Options with decreasing option implied volatility: TGT X AAP DECK SNOW VFC ZM PANW WDAY WSM UNH URBN BJ TOL VOD ROST INTU BIDU BAH ADSK LOW SKX
Increasing unusual option volume: NVTS RCKT TWO BOX PSQH CNK UROY FTI HST COMM
Increasing unusual call option volume: NVTS PSQH CNK RCKT KBE FTI URBN APD INDI
Increasing unusual put option volume: IQ COMM NXE DKS SDS SATS LEU TMC SRE OKTA USAR
Popular stocks with increasing volume: GME AMC PLTR PDD MSTR X UNH SMCI DJT CRWV HOOD
Active options: TSLA NVDA AAPL GME AMC PLTR PDD AMZN MSTR MARA GOOGL AMD X UNH SMCI DJT CRWV QBTS HOOD BBAI
Global S&P Futures mixed in premarket, Nikkei unchanged, DAX mixed, WTI Crude oil recently at $61.25, natural gas mixed, gold at $3321