Pre-Market IV Report May 9, 2025

Pre-Market IV Report May 9, 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: PLACE CAPR SRPT IOT MDB CODI PLCE BULL ALT OLO QBTS QUBT PARA MMYT SUNS BE KODK NUS GLL

Stocks expected to have increasing option volume: MNST MCK COIN NET HUBS DKNG TTD PINS EXPE AFRM ILMN TXRH DBX PARA LYFT FROG ST RNG SYNA DV XPOF WOLF WULF SOLV RKLB OUST AFRM SOUN RKT BILL

GOOGL and NVDA option IV

Alphabet (GOOGL) May 9 weekly call option implied volatility is at 40, May is at 33; compared to its 52-week range of 21 to 58. Call put ratio 1.8 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 54; compared to its 52-week range of 34 to 89. Call put ratio 1.9 calls to 1 amid tariff headlines.

Straddle prices into quarter results

Monday.com (MNDY) May 280 straddle priced for movement of 13.5% into the expected release of quarter results before the bell on May 12.

Simon Property (SPG) May 160 straddle priced for movement of 4.5% into the expected release of quarter results after the bell on May 12.

Archer Aviation (ACHR) May 9 straddle priced for movement of 13% into the expected release of quarter results after the bell on May 12.

NuScale (SMR) into the expected release of quarter results after the bell on May 12.

ZoomInfo (ZI) into the expected release of quarter results after the bell on May 12.

Rigetti (RGTI) May 10 straddle priced for movement of 14% into the expected release of quarter results after the bell on May 12.

Movers

Dave Inc. (DAVE) 30-day option implied volatility is at 71; compared to its 52-week range of 64 to 141 with a focus on May 85 and June 155 calls as share price up 41%.

Eastman Chemical (EMN) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 64 with a focus on 3K contracts of December 85 calls as share price up 3%.

Icici Bank Limited (IBN) 30-day option implied volatility is at 23; compared to its 52-week range of 15 to 70. Call put ratio 1 call to 2.6 puts with a focus on June 31 puts as share price down 4.8%.

Verona Pharma plc (VRNA) 30-day option implied volatility is at 61; compared to its 52-week range of 51 to 205 with a spreader focusing on May 55 and June 60 puts.

Adient (ADNT) 30-day option implied volatility is at 56; compared to its 52-week range of 23 to 88 with a focus on June 15 calls active as share price up 9.7%.

Great Basin Gold Ltd. (BN) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 71 with a focus on 12,600 contracts of May 55 puts, share price up 3.6%.

Options with decreasing option implied volatility: BMBL CRMD ROOT SMCX APP UPST SKX BROS IEP PTON MGNI CE FSLY ZETA LMND TWLO OSCR SYM
Increasing unusual option volume: BBD CNH CYH NICE PRGO MAT KNX
Increasing unusual call option volume: CNH MAT BBD NICE XLI COR JNPR
Increasing unusual put option volume: NICE ADMA WGS BN GXO IRBT DBX
Popular stocks with increasing volume: PLTR MSTR HOOD SMCI INTC BA MARA COIN RIVN
Active options: NVDA TSLA PLTR AAPL MSTR AMD HOOD AMZN GOOGL META QBTS GOOG MSFT SMCI INTC HIMS BA MARA COIN RIVN
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $60.90, natural gas up 1%, gold at $3329