Pre-Market IV Report May 8, 2025

Pre-Market IV Report May 8, 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 CAPR PLCE SRPT IOT GSK IBB AIP ARQQ X GGLL VSTS MSTY GOOG ARGX HAE GOOGL HAE HDSN GSK HOLX RDFN INDA

Stocks expected to have increasing option volume: ARM APP CVNA AXON VST CTVA TEVA SHOP COP KVUE WBD RKT TTD TOST PINS EXPE COIN NET AFRM MCK HUBS DKNG PARA LYFT FROG RNG DV ILMN DBX TXRH AKAM FTNT PAYC SWKS RUN MELI Z ZG BROS SHOP WBD TPR PLNT CROX PTON ATUS

Alphabet (GOOG) May 9 weekly call option implied volatility is at 46, May is at 40; compared to its 52-week range of 21 to 58. Call put ratio 2 calls to 1 put amid share price pullback.

NVIDIA (NVDA) 30-day option implied volatility is at 56; compared to its 52-week range of 34 to 89. Call put ratio 1.9 calls to 1 amid tariff headlines.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 25; compared to its 52-week range of 14 to 47. Call put ratio 1 call to 1 amid tariff headlines.

Straddle prices into quarter results

Shopify (SHOP) May 9 weekly 94 straddle priced for movement of 12% into the expected release of quarter results today before the bell.

Rocket (RKT) May 9 weekly 11.50 straddle priced for movement of 9% into the expected release of quarter results today after the bell.

Trade Desk (TTD) May 9 weekly 56 straddle priced for movement of 13.5% into the expected release of quarter results today after the bell.

Toast (TOST) May 9 weekly 35 straddle priced for movement of 13% into the expected release of quarter results today after the bell.

Pinterest (PINS) May 9 weekly 27 straddle priced for movement of 13% into the expected release of quarter results today after the bell.

Lyft (LYFT) May 9 weekly 12.5 straddle priced for movement of 14% into the expected release of quarter results today after the bell.

Expedia (EXPE) May 9 weekly 167.50 straddle priced for movement of 10% into the expected release of quarter results today after the bell.

Coinbase (COIN) May 9 weekly 197.50 straddle priced for movement of 8% into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put.

Cloudflare (NET) May 9 weekly 122 straddle priced for movement of 12.5% into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.2 puts.

Affirm Holdings (AFRM) May 9 weekly 52 straddle priced for movement of 14% into the expected release of quarter results today after the bell.

Movers

Sibanye Stillwater Limited (SBSW) 30-day option implied volatility is at 62; compared to its 52-week range of 39 to 76. Call put ratio 6.7 calls to 1 put with a focus on 2K contracts of June 5.5 calls at 20c.

Marvell Technology (MRVL) 30-day option implied volatility is at 69; compared to its 52-week range of 36 to 103. Call put ratio 1.3 calls to 1 put with a focus on 16K contracts of June 40 puts as share price down 10%.

Angi Inc. (ANGI) 30-day option implied volatility is at 74; compared to its 52-week range of 40 to 117. Call put ratio 1 call to 7 puts with a focus on 2900 contracts of December 10 puts as share price up 30%.

Douglas Emmett (DEI) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 56 with a focus on 2500 contracts of June 15 calls.

Hudson Technologies (HDSN) 30-day option implied volatility is at 70; compared to its 52-week range of 28 to 80 with a focus on June 6 and August 8 calls.

ADT Corp. (ADT) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 58 with a focus on 5500 contracts of June 8 puts.

Options with decreasing option implied volatility: UPST SMCX CFLT SKX CRMD CE DUOL ARRY ZETA LMND TEAM TRIP DDOG RBLX PLTR ROKU TWLO XRX AMZU
Increasing unusual option volume: PLNT PRCH TGB TBCH LNTH TDUP MAT WW
Increasing unusual call option volume: PRCH TGB TBCH MAT ARQQ MSTY AZUL EOSE
Increasing unusual put option volume: INDA PLNT MAT BCE SN SRPT TAP BTG WGS MCK
Popular stocks with increasing volume: PLTR UBER SMCI DISBABA MSTR RIVN SOFI HOOD
Active options: GOOGL NVDA TSLA AAPL AMD PLTR GOOG AMZN UBER SMCI DIS EOSE HIMS BABA MSFT MSTR RIVN META SOFI HOOD
Global S&P Futures mixed to up in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $58.60, natural gas mixed, gold at $3345