Pre-Market IV Report May 30, 2025

Pre-Market IV Report May 30, 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: DJT HOLO SWTX FDX JNPR FL LTBR RVMD GES ASPN SPXS TIGO BITO NX

Stocks expected to have increasing option volume: COST DELL MRVL AMBA AEO PD SCVL GAP ULTA PATH ZS RRGB

COST, DELL and MRVL share price mixed before the bell after quarter results and end of month

Costco (COST) May 30 weekly call option implied volatility is at 76, June is at 28; compared to its 52-week range of 17 to 43 into share price mixed before the bell after quarter results.

Dell (DELL) May 30 weekly call option implied volatility is at 182, June is at 62; compared to its 52-week range of 33 to 86 into share price mixed before the bell after quarter results.

Marvell Technology (MRVL) May 30 weekly call option implied volatility is at 245, June is at 77; compared to its 52-week range of 36 to 103. Call put ratio 2 calls to 1 put into share price mixed before the bell after quarter results.

Movers

Veeva Systems (VEEV) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 52. Call put ratio 1.6 calls to 1 put on a focus on 1K December 320 calls as share price up 18.9%.

Grindr (GRND) 30-day option implied volatility is at 43; compared to its 52-week range of 30 to 84 with a focus on 4500 contracts of June 26 calls as share price up 3%.

Garrett Motion (GTX) 30-day option implied volatility is at 41; compared to its 52-week range of 23 to 84 with a focus on 5200 contracts of June 12 puts.

GE Vernova (GEV) 30-day option implied volatility is at 46; compared to its 52-week range of 38 to 99 with a focus July 500 calls.

Spirit AeroSystems (SPR) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 72 with a focus on a spreader of 1500 contracts of October 22 and 30 puts.

McCormick & Co. (MKC) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 44 with a focus on 5200 contracts of July 75 calls.

BellRing Brands (BRBR) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 55 with a focus on 4400 contracts of August 70 calls.

Option IV into quarter results

Shoe Carnival (SCVL) June 20 straddle priced for movement of 15% into the expected release of quarter results today before the bell.

Campbell Soup (CPB) June 34 straddle priced for movement of 6% into the expected release of quarter results before the bell on June 2.

Options with decreasing option implied volatility: X SMST MSTZ HSAI ANF DECK AAP OKTA BULL PSTG SNOW NVDX NVDL S ELF SMTC AI KSS BBY LI UNH DKS NVDA
Increasing unusual option volume: NVTS WRD ETHA ABEV SEAT
Increasing unusual call option volume: BIRK NVTS ETHA KNX SEAT SPRY
Increasing unusual put option volume: EOSE PPG CPRT NTNX OKE S ESTC NTAP
Popular stocks with increasing volume: MSTR PLTR BA CRWV SMCI UBER AVGO CRM COIN MRVL
Active options: NVDA TSLA AAPL AI GME MSTR PLTR AMZN BA CRWV AMD GOOGL SMCI UBER META AVGO EOSE CRM COIN MRVL
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX up 1%, WTI Crude oil recently at $61, natural gas mixed, gold at $3296