Mid-session IV Report March 13, 2026

Mid-session IV Report March 13, 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: LWLG WVE WBD TERN PAR GAIN WBD

Popular stocks with increasing option volume: MSTR MU COIN AMD NOK ADBE INTC SOFI HOOD

Active options: TSLA NVDA MSTR MU PLTR META MSFT AAPL AMZN IREN COIN MARA AMD BMNR NOK ONDS ADBE INTC SOFI HOOD

Energy impact on option IV of DE, CAT HRL TSN PPC

United States Oil Fund (USO) 30-day option implied volatility is at 114; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 1.1 puts into WTI crude trades $96.

Deere & Co. (DE) 30-day option implied volatility is at 32; compared to its 52-week range of 20 to 56. Call put ratio 1 call to 1.5 puts as share price down 2%.

Caterpillar (CAT) 30-day option implied volatility is at 43; compared to its 52-week range of 21 to 62. Call put ratio 1.2 calls to 1 put as share price down 1%.

Hormel Foods (HRL) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 37. Call put ratio 4.7 calls to 1 put with a focus on January calls.

Tyson Foods (TSN) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 41. Call put ratio 13.7 calls to 1 put with a focus on June 62.50 calls.

Pilgrim’s Pride (PPC) 30-day option implied volatility is at 34; compared to its 52-week range of 26 to 56. Call put ratio 4.3 calls to 1 put.

Option IV into quarter results

Dollar Tree (DLTR) March call option implied volatility is at 95, April is at 57; compared to its 52-week range of 28 to 77. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on March 16.

lululemon athletica (LULU) March call option implied volatility is at 106, April is at 64; compared to its 52-week range of 34 to 75. Call put ratio 1 calls to 1.1 puts into the expected release of quarter results after the bell on March 17.

Options with decreasing option implied volatility: QURE TSSI ORCX PATH CAPR KSS RBRK ORCL HPE S DG PALL VRTX ADBE CZR ULTA ZIM
Increasing unusual option volume: TERN XLB BKLN GROY HIMX BIZD ADMA
Increasing unusual call option volume: ADMA TERN GROY HIMX GRPN PPG FHN UPXI BNO
Increasing unusual put option volume: XLB BW BKLN BIZD XLI KNX MXEF AXTI LYB