Pre-Market IV Report May 6, 2025

Pre-Market IV Report May 6, 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 PLCE ASAN MDB QURE GTLB CIVI AMPL SUN IOT OFIX DOCU MSTY CONY KODY UAA SHCO SHOO CRWD

Stocks expected to have increasing option volume: PLTR VRTX ARES CMI F FANG ZBH CLX ON HIMS MAT PGR MAT DDOG AMD MAR VNO

Straddle prices into quarter results

Advanced Micro Devices (AMD) May 9 weekly 100 straddle priced for movement of 8.5% into the expected release of quarter results today after the bell.

Novo Nordisk (NVO) May 9 weekly 69 straddle priced for movement of 7.5% into the expected release of quarter results before the bell on May 7.

Uber (UBER) May 9 weekly 85 straddle priced for movement of 8% into the expected release of quarter results before the bell on May 7.

Walt Disney (DIS) May 9 weekly 92 straddle priced for movement of 6.5% into the expected release of quarter results before the bell on May 7.

Arm Holdings (ARM) May 9 weekly 122 straddle priced for movement of 12% into the expected release of quarter results after the bell on May 7.

Apploving (APP) May 9 weekly straddle priced for movement of 24% into the expected release of quarter results after the bell on May 7.

Door Dash (DASH) May 9 weekly 205 straddle priced for movement of 9% into the expected release of quarter results after the bell on May 7.

Carvana (CVNA) May 9 weekly 260 straddle priced for movement of 14% into the expected release of quarter results after the bell on May 7.

Movers

WeRide Inc (WRD) 30-day option implied volatility is at 151 compared to its 52-week range of 35 to 172. Call put ratio 10 calls to 1 put into expanded partnership with Uber (UBER).

Worthington Industries (WOR) 30-day option implied volatility is at 29 compared to its 52-week range of 18 to 56. Call put ratio 1.2 calls to 1 put as share price up 6%.

Wendy’s (WEN) 30-day option implied volatility is at 37, compared to its 52-week range of 17 to 72. Call put ratio 2.6 calls to 1 put with a focus on May 13 calls.

BP plc (BP) 30-day option implied volatility is at 33, compared to its 52-week range of 17 to 58. Call put ratio 2.7 calls to 1 put with a focus on 11K contracts of June 30 calls as share price up 3.7%.

TG Therapeutics (TGTX) 30-day option implied volatility is at 62, compared to its 52-week range of 44 to 108. Call put ratio 3 calls to 1 put with a focus on January 60 calls as share price down 13%.

Northern Trust (NTRS) 30-day option implied volatility is at 28, compared to its 52-week range of 17 to 65 with a focus on May 95, June 95 and June 100 puts.

Allegro MicroSystems, Inc. (ALGM) 30-day option implied volatility is at 64, compared to its 52-week range of 35 to 95 with a focus on August 25 and November 20 calls.

Lantheus Holdings (LNTH) 30-day option implied volatility is at 76, compared to its 52-week range of 30 to 82 with a focus on May 90 and 100 puts.

LegalZoom (LZ) 30-day option implied volatility is at 75, compared to its 52-week range of 33 to 88. Call put ratio 1 call to 3.6 puts with a focus on March 7 calls and puts.

Options with decreasing option implied volatility: SNAP MSTZ SKX CFLT WGS RBLX DUOL ROKU TWLO TEAM SOFI SMMT TGTX XRX ZETA CAPR BBIO SFM DXCM
Increasing unusual option volume: SKX OMEX FNGR CNK BCRX TDS ERO MAT HHH CX TNK
Increasing unusual call option volume: CNK SKX MAT FNGR OMEX BCRX TNK WW EWY AZUL
Increasing unusual put option volume: SKX HLF FND ARRY BCE TSN ZTS IRM PLCE EWC
Popular stocks with increasing volume: MSTR HIMS HOOD SOFI F BAC GOOGL UBER BKR.B X
Active options: TSLA NVDA AAPL PLTR AMZN MSTR AMD META HIMS MARA MSFT HOOD SOFI F NFLX BAC GOOGL UBER BKR.B X
Global S&P Futures lower in premarket, Nikkei up 1%, DAX down 1.7%, WTI Crude oil recently at $58.70, natural gas up 1.9%, gold at $3387