Mid-session IV Report March 16, 2026

Mid-session IV Report March 16, 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: WVE WBD YEXT FXE

Popular stocks with increasing option volume: INTC SOFI AVGO NBIS PLTR NFLX

Active options: NVDA TSLA AAPL MU META INTC SOFI AMZN MSFT AVGO NBIS PLTR NIO AMD BMNR ONDS CRCL IREN NFLX

Option IV into NVIDIA GTC 2026

NVIDIA (NVDA) 30-day option implied volatility is at 39; compared to its 52-week range of 32 to 75. Call put ratio 1.5 calls to 1 put into NVIDIA GTC 2026.

Broadcom (AVGO) 30-day option implied volatility is at 47; compared to its 52-week range of 35 to 74. Call put ratio 1.3 calls to 1 put into NVIDIA GTC 2026.

Arm Holdings (ARM) 30-day option implied volatility is at 57; compared to its 52-week range of 42 to 99. Call put ratio 1.4 calls to 1 put into NVIDIA GTC 2026.

Nebius Group (NBIS) 30-day option implied volatility is at 84; compared to its 52-week range of 65 to 127. Call put ratio 2 calls to 1 put into NVIDIA GTC 2026.

CoreWeave (CRWV) 30-day option implied volatility is at 86; compared to its 52-week range of 67 to 157. Call put ratio 1 call to 1 put into NVIDIA GTC 2026.

Qualcomm (QCOM) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 73. Call put ratio 2.5 calls to 1 put.

Option IV into quarter results

lululemon athletica (LULU) March call option implied volatility is at 122, April is at 60; 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.

Docusign Inc. (DOCU) March call option implied volatility is at 140, April is at 70; compared to its 52-week range of 28 to 78. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on March 17.

Oklo Inc (OKLO) March call option implied volatility is at 143, April is at 96; compared to its 52-week range of 77 to 140. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on March 17.

Airline option IV amid movement

Micron Technology (MU) March call option implied volatility is at 120, April is at 75; compared to its 52-week range of 38 to 87. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on March 18.

Delta Air Lines (DAL) 30-day option implied volatility is at 56; compared to its 52-week range of 34 to 89. Call put ratio 1.3 calls to 1 put as share price up 3.2%.

United Airlines (UAL) 30-day option implied volatility is at 66; compared to its 52-week range of 39 to 105. Call put ratio 7.2 calls to 1 put with a focus on April 2 weekly calls as share price up 4.1%.

Southwest Airlines (LUV) 30-day option implied volatility is at 59; compared to its 52-week range of 29 to 77. Call put ratio 1.5 calls to 1 put as share price up 2.7%.

American Airlines (AAL) 30-day option implied volatility is at 63; compared to its 52-week range of 37 to 95. Call put ratio 1 call to 1 put as share price up 1.9%.

Movers

Alcoa (AA) 30-day option implied volatility is at 72; compared to its 52-week range of 43 to 100. Call put ratio 3.7 calls to 1 put with a focus on March 69 calls as share price up 4.7%.

Public Storage (PSA) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 39. Call put ratio 1 call to 2 puts after acquiring National Storage (NSA) in $10.5B all-stock transaction

Options with decreasing option implied volatility: TSSI ORCX CAPR KSS RBRK EVLV S GFI AVAV ORCL HPE DG CZR ULTA DLTR SKYT ADBE VRTX
Increasing unusual option volume: AIRS EWT CTMX TRIN ORBS BNO FHN
Increasing unusual call option volume: AIRS CTMX ORBS FHN CHPT CALY SCO PAYO BRBR
Increasing unusual put option volume: LW FXE BAM YOU TSEM LWLG COMP BIZD CWVX KPTI