Pre-Market IV Report May 5, 2025

Pre-Market IV Report May 5, 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: ALT ARVN PATH OKTA PRTA PONY MLCO ARVN RCUS EQX HUM PATH BNTX GENVR KNSA AUPH PLAB LBTYA EVH EC EWT SWTX

Stocks expected to have increasing option volume: PLTR VRTX ARES CMI F FANG ZBH CLX ON HIMS MAT

United States Oil Fund (USO) 30-day option implied volatility is at 47; compared to its 52-week range of 21 to 53. Call put ratio 1 call to 1.1 puts as WTI crude trades $57.49.

Straddle prices into quarter results

Palantir (PLTR) May 9 weekly 124 straddle priced for movement of 14% into the expected release of quarter results today after the bell on May 5.

Vertex (VRTX) May 9 weekly 93 straddle priced for movement of 5% into the expected release of quarter results today after the bell on May 5.

Advanced Micro Devices (AMD) May 9 weekly 99 straddle priced for movement of 8.5% into the expected release of quarter results after the bell on May 6.

Ferrari (RACE) May 9 weekly 462.50 straddle priced for movement of 6.5% into the expected release of quarter results before the bell on May 6.

Arista Networks (ANET) May 9 weekly 91 straddle priced for movement of 10% into the expected release of quarter results after the bell on May 6.

Zoetis (ZTS) May 9 weekly straddle priced for movement of % into the expected release of quarter results before the bell on May 6.

Marriott (MAR) May 9 weekly 250 straddle priced for movement of 5% into the expected release of quarter results before the bell on May 6.

Energy Transfer (ET) May 9 weekly 16.50 straddle priced for movement of 5% into the expected release of quarter results after the bell on May 6.

Rivian (RIVN) May 9 weekly 14 straddle priced for movement of 12% into the expected release of quarter results after the bell on May 6.

Data Dog (DDOG) May 9 weekly 105 straddle priced for movement of 11% into the expected release of quarter results before the bell on May 6.

Movers

Walt Disney (DIS) 30-day option implied volatility is at 39; compared to its 52-week range of 18 to 62. Call put ratio 2.5 calls to 1 put.

Warner Bros. Discovery (WBD) 30-day option implied volatility is at 61; compared to its 52-week range of 34 to 82. Call put ratio 3.9 calls to 1 put with a focus on October 10 calls.

Riot Platforms (RIOT) 30-day option implied volatility is at 79; compared to its 52-week range of 73 to 128. Call put ratio 3.4 calls to 1 put with a focus on 24K contracts of December 11 calls.

Rigetti Computing (RGTI) 30-day option implied volatility is at 116; compared to its 52-week range of 20 to 229. Call put ratio 2.5 calls to 1 put with a focus on June 10 calls and January 9 puts.

American Axle (AXL) 30-day option implied volatility is at 70; compared to its 52-week range of 30 to 83 with a focus on May 4 calls.

Block, Inc (XYZ) 30-day option implied volatility is at 46; compared to its 52-week range of 37 to 96. 344K contracts trade compared to 90-day average of 55K contracts.

ZoomInfo Technologies Inc. (ZI) 30-day option implied volatility is at 80; compared to its 52-week range of 29 to 102 with a focus on 11K contracts of May 8.5 puts.

Arbor Realty Trust (ABR) 30-day option implied volatility is at 39; compared to its 52-week range of 24 to 84. Call put ratio 1 call to 7.1 puts with a focus on May and June 10 puts.

Options with decreasing option implied volatility: SNAP SMMT WGS CFLT RBLX DUOL RBLX ROKU W TEAM ZETA FMC ETSY SOFI SMG ALGN SWTX SFM DXCM
Increasing unusual option volume: OMEX KNX AB PHAT AMCR ODD TDS CPS EWT
Increasing unusual call option volume: AB OMEX AMCR WWW AZUL GRND APD WW TDS
Increasing unusual put option volume: GLNG NGD EWT VG CP AR AZUL ARDX FIVN WGS
Popular stocks with increasing volume: PLTR MSTR HOOD AMD COIN INTC BABA RDDT
Active options: NVDA TSLA AAPL AMZN PLTR META MSFT MSTR HOOD MARA XYZ GOOGL AMD RIOT WOLF SOFI COIN INTC BABA RDDT
Global S&P Futures lower in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $57.20, natural gas up 1.4%, gold at $3301