Mid-session IV Report March 10, 2026

Mid-session IV Report March 10, 2026

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: QURE IOVA USO CYTK JETS LEVI HYG ALDX

Popular stocks with increasing option volume: MU INTC AVGO NFLX MSTR RIVN SOFI ORCL PLTR AAL CRM NOW WDAY

Active options: TSLA HIMS NVDA NIO MU AMZN INTC AMD AAPL META MSFT AVGO NFLX GOOGL MSTR RIVN SOFI ORCL PLTR AAL

Option IV into quarter results and outlook

Oracle (ORCL) March 13 weekly call option implied volatility is at 140, March is at 96; compared to its 52-week range of 29 to 77. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.

Groupon (GRPN) March call option implied volatility is at 180, April is at 150; compared to its 52-week range of 50 to 131. Call put ratio 24 calls to 1 put with a focus on March 13 calls into the expected release of quarter results today after the bell.

Campbell Soup (CPB) March 13 weekly call option implied volatility is at 71, March is at 53; compared to its 52-week range of 23 to 40. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on March 11.

Dollar General (DG) March 13 weekly call option implied volatility is at 130, March is at 81; compared to its 52-week range of 24 to 63. Call put ratio 1 call to 3.1 puts into the expected release of quarter results before the bell on March 12.

Ulta Beauty (ULTA) March 13 weekly call option implied volatility is at 112, March is at 72; compared to its 52-week range of 22 to 62. Call put ratio 1 calls to 1 put into the expected release of quarter results after the bell on March 12.

Lennar Corp. (LEN) March 13 weekly call option implied volatility is at 84, March is at 63; compared to its 52-week range of 32 to 59. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on March 12.

Dick’s Sporting Goods (DKS) March call option implied volatility is at 84, April is at 57; compared to its 52-week range of 31 to 79. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on March 12.

Li Auto Inc. (LI) March 13 weekly call option implied volatility is at 103, March is at 68; compared to its 52-week range of 39 to 82. Call put ratio 8.1 calls to 1 put with a focus on September 23 calls into the expected release of quarter results before the bell on March 12.

Rubrik (RBRK) March 13 weekly call option implied volatility is at 220, March is at 150; compared to its 52-week range of 39 to 118. Call put ratio 10 calls to 1 put into the expected release of quarter results after the bell on March 12.

SentinelOne, Inc. (S) March 13 weekly call option implied volatility is at 165, March is at 110; compared to its 52-week range of 39 to 82. Call put ratio 1 calls to 1.9 puts into the expected release of quarter results after the bell on March 12.

ServiceTitan (TTAN) March call option implied volatility is at 112, April is at 77; compared to its 52-week range of 32 to 98. Call put ratio 1 calls to 2.2 puts into the expected release of quarter results after the bell on March 12.

Adobe Systems (ADBE) March 13 weekly call option implied volatility is at 116, March is at 75; compared to its 52-week range of 23 to 58. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on March 12.

NOW, CRM, WDAY, IGV option IV into ORCL, ADBE, TTAN results and outlook

ServiceNow (NOW) 30-day call option implied volatility is at 51; compared to its 52-week range of 27 to 76. Call put ratio 1 call to 1.3 puts as share price down 4.3%.

Salesforce (CRM) 30-day call option implied volatility is at 44; compared to its 52-week range of 24 to 61. Call put ratio 1.5 calla to 1 put as share price down 2.6%.

Workday (WDAY) 30-day call option implied volatility is at 49; compared to its 52-week range of 24 to 66. Call put ratio 3.5 calls to 1 put with a focus on March calls as share price down 4%.

Ishares S&P Software Index Fund (IGV) 30-day call option implied volatility is at 39; compared to its 52-week range of 20 to 59. Call put ratio 1 call to 1.1 puts as share price down 2.1%.

Venture Global (VG) 30-day option implied volatility is at 85; compared to its 52-week range of 51 to 125. Call put ratio 1.6 calls to 1 put as share price down 3.3%.

Options with decreasing option implied volatility: WIX STUB GTLB IOT GAP ANF MRVL OKtA VSCO AEO VEEV BBWI AVGO ROST VRTX KR JD AES
Increasing unusual option volume: BKLN MLYS BNO VERA HIMX DJX WEAT ZVRA
Increasing unusual call option volume: VERA HIMX SCO SAVA BNO WEAT ZVRA PROP GRPN
Increasing unusual put option volume: BAX PBF DJX BNTX DKS VFC HSY EXE CNC ARCC NXE USAS ALDX