Mid-session IV Report March 11, 2026

Mid-session IV Report March 11, 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 USO BOIL CYTK PZZS UNG JETS LEVI HYG YEXT MDLZ VTEB

Popular stocks with increasing option volume: ORCL CRWV MU INTC SOFI PLTR AVGO NFLX

Active options: TSLA ORCL NVDA AMD AMZN AAPL CRWV HIMS MSFT NIO NBIS MU META INTC SOFI PLTR FIGR AVGO NFLX CRCL

Tech and private equity option IV after Oracle (ORCL) results

Oracle (ORCL) 30-day call option implied volatility is at 54; compared to its 52-week range of 28 to 77. Call put ratio 2.1 calls to 1 put as share price up 10.5%.

Alphabet (GOOG) 30-day call option implied volatility is at 31; compared to its 52-week range of 25 to 58. Call put ratio 2.8 calls to 1 put.

Microsoft (MSFT) 30-day call option implied volatility is at 28; compared to its 52-week range of 16 to 50. Call put ratio 2.4 calls to 1 put.

Meta Platforms (META) 30-day call option implied volatility is at 32; compared to its 52-week range of 24 to 68. Call put ratio 1.5 calls to 1 put.

Amazon (AMZN) 30-day call option implied volatility is at 33; compared to its 52-week range of 23 to 63. Call put ratio 2.1 calls to 1 put.

Apollo Global Management (APO) 30-day option implied volatility is at 52; compared to its 52-week range of 26 to 86. Call put ratio 1 call to 2.3 puts as share price down 3.2%.

KKR & Co. (KKR) 30-day option implied volatility is at 55; compared to its 52-week range of 29 to 89. Call put ratio 1.2 calls to 1 put as share price down 3.9%.

Blackstone (BX) 30-day option implied volatility is at 48; compared to its 52-week range of 26 to 76. Call put ratio 1.1 calls to 1 put as share price down 3.5%.

The Carlyle Group (CG) 30-day option implied volatility is at 53; compared to its 52-week range of 33 to 89. Call put ratio 1 call to 3 puts as share price down 4%.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 23; compared to its 52-week range of 13 to 47. Call put ratio 1 call to 8.9 puts as share price down 1.1%.

Option IV into quarter results and outlook

Adobe Systems (ADBE) March 13 weekly call option implied volatility is at 140, March is at 82; compared to its 52-week range of 23 to 58. Call put ratio 1 calls to 1 put into the expected release of quarter results after the bell on March 12.

Dollar General (DG) March 13 weekly call option implied volatility is at 150, March is at 89; compared to its 52-week range of 24 to 63. Call put ratio 1 call to 3.3 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 130, March is at 74; compared to its 52-week range of 22 to 62. Call put ratio 1 calls to 1.2 puts 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 96, March is at 68; compared to its 52-week range of 32 to 59. Call put ratio 1.7 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 88, April is at 57; compared to its 52-week range of 31 to 79. Call put ratio 5.6 calls to 1 put with a focus on March 200 calls 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 115, March is at 69; compared to its 52-week range of 39 to 82.

Rubrik (RBRK) March 13 weekly call option implied volatility is at 270, March is at 150; compared to its 52-week range of 39 to 118. Call put ratio 4.5 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 200, March is at 100; compared to its 52-week range of 39 to 82. Call put ratio 17 calls to 1 put with a focus on March 14.50 calls into the expected release of quarter results after the bell on March 12.

ServiceTitan (TTAN) March call option implied volatility is at 106, April is at 80; compared to its 52-week range of 32 to 98. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on March 12.

Ollie’s Bargain Outlet (OLLI) March call option implied volatility is at 80, April is at 54; compared to its 52-week range of 31 to 61. Call put ratio 9 calls to 1 put into the expected release of quarter results before the bell on March 12.

Movement

Cintas Corp. (CTAS) 30-day option implied volatility is at 33; compared to its 52-week range of 17 to 40. Call put ratio 2.9 calls to 1 put after acquires UniFirst (UNF) for $5.5B.

UniFirst Corp (UNF) 30-day option implied volatility is at 19; compared to its 52-week range of 25 to 75. Call put ratio 1 call to 1.3 puts after Cintas (CTAS) acquires for $310 per share in cash and stock.

Options with decreasing option implied volatility: STUB ORCX CRMD IOT OKTA GAP VEEV VSCO MRVL ORCL HPE VRTX
Increasing unusual option volume: BKLN ASX THC YEXT FND SMG GRPN BNO CTAS UNF
Increasing unusual call option volume: ASX FIGR BNO DKS GRPN SHLS ORCX TSSI WEAT
Increasing unusual put option volume: SYK BKLN GRPN KOS AXTI FSLY OUST MDLZ DPZ TSSI ORCX