Mid-session IV Report March 12, 2026

Mid-session IV Report March 12, 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 SOXS USO HIMX LWLG MOS

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

Active options: TSLA NVDA ORCL MSFT AMZN HIMS AAPL MU META PLTR NFLX AMD INTC MSTR SOFI FRO GOOGL PATH AVGO CRWV

Movers

United States Oil Fund (USO) 30-day option implied volatility is at 128; compared to its 52-week range of 26 to 118. Call put ratio 1.1 calls to 1 put into WTI crude trades up.

The Mosaic Company (MOS) 30-day option implied volatility is at 61; compared to its 52-week range of 27 to 64. Call put ratio 4.1 calls to 1 put as share price up 4.9%.

CF Industries (CF) 30-day option implied volatility is at 52; compared to its 52-week range of 26 to 55. Call put ratio 13.5 calls to 1 put as share price up 7.9%.

Nutrien (NTR) 30-day option implied volatility is at 37; compared to its 52-week range of 23 to 48. Call put ratio 22 calls to 1 put a share price up 6.9%.

Valero Energy (VLO) 30-day option implied volatility is at 48; compared to its 52-week range of 28 to 72. Call put ratio 2.3 calls to 1 put as share price up 1.1%.

Venture Global (VG) 30-day option implied volatility is at 85; compared to its 52-week range of 51 to 125. Call put ratio 15 calls to 1 put with a focus on March 13 weekly calls as share price up 3.3%.

Option IV into quarter results and outlook

Adobe Systems (ADBE) March 13 weekly call option implied volatility is at 155, March is at 74; compared to its 52-week range of 23 to 58. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.

Ulta Beauty (ULTA) March 13 weekly call option implied volatility is at 160, March is at 84; compared to its 52-week range of 22 to 62. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: TSSI ORCX GAP IOT KSS ORCL MRVL HPE VRTX ZIM
Increasing unusual option volume: WOOF HIMX SKM BMBL VTRS RIVN
Increasing unusual call option volume: BRBR WOOF HIMX VTRS BMBL PEW BNO ORBS
Increasing unusual put option volume: ALDX DKS BMBL BBBY LWLG BURL DHT SCO PATH