Mid-session IV Report March 17, 2026

Mid-session IV Report March 17, 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 IQ NFE UCO SCO MVST SLC PL USO RILY NUAI AMC BB BKKT PDD TMC DAR YINN M RCAT M HTZ DOCU POET JOBY GME SOFI GRAB LULU MP WFC COP SOUN GEV HWM JPM GOOG GOOGL JPM KMI XPEV GM OSCR FXI KRE NOK XBI UBS UNH TEM OSCR

Popular stocks with increasing option volume: AAL INTC SOFI MU NBIS AVGO COIN PLTR MSTR BAC

Active options: NVDA TSLA AMZN AAL INTC AAPL SOFI META MU GOOGL AMD NBIS OPEN MSFT AVGO COIN PLTR GOOG MSTR BAC

Option IV into quarter results and outlook

lululemon athletica (LULU) March call option implied volatility is at 139, April is at 60; compared to its 52-week range of 34 to 75. Call put ratio 1 calls to 1.4 puts into the expected release of quarter results today after the bell.

Docusign Inc. (DOCU) March call option implied volatility is at 150, April is at 70; compared to its 52-week range of 28 to 78. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

Oklo Inc (OKLO) March call option implied volatility is at 141, April is at 96; compared to its 52-week range of 77 to 140. Call put ratio 2.5 calls to 1 put into the expected release of quarter results today after the bell.

Micron Technology (MU) March call option implied volatility is at 120, April is at 73; compared to its 52-week range of 38 to 87. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on March 18.

Jabil (JBL) March call option implied volatility is at 128, April is at 57; compared to its 52-week range of 27 to 73. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on March 18.

General Mills (GIS) March call option implied volatility is at 56, April is at 38; compared to its 52-week range of 20 to 38. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on March 18.

Williams-Sonoma (WSM) March call option implied volatility is at 140, April is at 61; compared to its 52-week range of 32 to 79. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on March 18.

H World Group (HTHT) March call option implied volatility is at 100, April is at 49; compared to its 52-week range of 21 to 63. Call put ratio 3.8 calls to 1 put into the expected release of quarter results before the bell on March 18.

Five Below (FIVE) March call option implied volatility is at 120, April is at 60; compared to its 52-week range of 35 to 105. Call put ratio 3.8 calls to 1 put into the expected release of quarter results after the bell on March 18.

Macy’s (M) March call option implied volatility is at 174, April is at 82; compared to its 52-week range of 38 to 90. Call put ratio 1.8 calls to 1 put into the expected release of quarter results before the bell on March 18.

Red Cat Holdings Inc. (RCAT) March call option implied volatility is at 205, April is at 128; compared to its 52-week range of 126 to 149. Call put ratio 2.2 calls to 1 put into the expected release of quarter results after the bell on March 18.

DLocal Limited (DLO) March call option implied volatility is at 218, April is at 99; compared to its 52-week range of 33 to 106. Call put ratio 1 calls to 5.7 puts into the expected release of quarter results after the bell on March 18.

Alibaba (BABA) March call option implied volatility is at 85, April is at 44; compared to its 52-week range of 31 to 74. Call put ratio 2.4 calls to 1 put into the expected release of quarter results before the bell on March 19.

Drone option IV

Karman Space & Defense (KRMN) 30-day option implied volatility is at 87; compared to its 52-week range of 53 to 96. Call put ratio 5.4 calls to 1 put.

AeroVironment (AVAV) 30-day option implied volatility is at 67; compared to its 52-week range of 40 to 113. Call put ratio 1 call to 1 put.

Red Cat Holdings Inc. (RCAT) 30-day option implied volatility is at 127; compared to its 52-week range of 87 to 150. Call put ratio 1.5 calls to 1 put as share price up 2.6%.

Options with decreasing option implied volatility: TSSI ORCX PATH QURE OCUL RBRK S VNET EVLV AVAV DG ORCL DLTR ADBE CZR ULTA SKYT
Increasing unusual option volume: TME FIGS ALDX ORBS SMTC BKLN BMEA DAR AIRS BW
Increasing unusual call option volume: TME ORBS SMTC BMEA AIRS ALDX SSL BW GRPN ABR
Increasing unusual put option volume: ALDX BW BKLN BXSL SMCX IQ MET FEZ MVST HTGC ASO SDOW