Mid-session IV Report March 18, 2026

Mid-session IV Report March 18, 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: DUST ALRM AGRO UUP

Popular stocks with increasing option volume: SOFI MU MSTR AMD AVGO LULU BABA SNDK CRCL INTC

Active options: NVDA TSLA SOFI AAPL AMZN MU META MSFT GOOGL MSTR AMD AVGO LULU BABA SNDK ONDS CRCL INTC GOOG

Option IV into quarter results and outlook

Micron Technology (MU) March call option implied volatility is at 133, April is at 73; compared to its 52-week range of 38 to 87. Call put ratio 1.9 calls to 1 put into the expected release of quarter results today after the bell.

Five Below (FIVE) March call option implied volatility is at 137, April is at 59; compared to its 52-week range of 35 to 105. Call put ratio 1 call to 3.2 puts into the expected release of quarter results today after the bell.

Red Cat Holdings Inc. (RCAT) March call option implied volatility is at 230, April is at 130; compared to its 52-week range of 126 to 149. Call put ratio 4.1 calls to 1 put with a focus on March 17 calls into the expected release of quarter results today after the bell.

DLocal Limited (DLO) March call option implied volatility is at 240, April is at 89; compared to its 52-week range of 33 to 106. Call put ratio 1 calls to 1.3 puts into the expected release of quarter results today after the bell.

Alibaba (BABA) March call option implied volatility is at 90, April is at 45; compared to its 52-week range of 31 to 74. Call put ratio 2.2 calls to 1 put into the expected release of quarter results before the bell on March 19.

Accenture (ACN) March call option implied volatility is at 130, April is at 54; compared to its 52-week range of 21 to 56. Call put ratio 2.5 calls to 1 put with a focus on March 225 and 235 calls into the expected release of quarter results before the bell on March 19.

FedEx (FDX) March call option implied volatility is at 120, April is at 48; compared to its 52-week range of 20 to 59. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on March 19.

Agriculture stocks option IV

Deere & Co. (DE) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 56. Call put ratio 1.6 calls to 1 put as share price pulls back from record high.

Caterpillar (CAT) 30-day option implied volatility is at 40; compared to its 52-week range of 21 to 62. Call put ratio 1 call to 1 put as share price pulls back from record high.

The Mosaic Company (MOS) 30-day option implied volatility is at 54; compared to its 52-week range of 27 to 64. Call put ratio 13.4 calls to 1 put amid wide price movement.

Intrepid Potash (IPI) 30-day option implied volatility is at 75; compared to its 52-week range of 38 to 82. Call put ratio 1 call to 1 put amid wide price movement.

CF Industries (CF) 30-day option implied volatility is at 55; compared to its 52-week range of 26 to 69. Call put ratio 10 calls to 1 put with a focus on March calls.

Nutrien (NTR) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 48. Call put ratio 8.8 calls to 1 put a share price down 1.9%.

Valero Energy (VLO) 30-day option implied volatility is at 43; compared to its 52-week range of 28 to 72. Call put ratio 1.3 calls to 1 put as share price up 1.7%.

Linde (LIN) 30-day option implied volatility is at 24; compared to its 52-week range of 15 to 46. Call put ratio 1.5 calls to 1 put as share price near record high.

Options with decreasing option implied volatility: PATH BOIL QURE RBRK VNET S DG LULU DOCU UNG TTAN ADBE DLTR ULTA SKYT
Increasing unusual option volume: XIFR TWO TME NVT CTMX PBF AIRS KBWB BNO
Increasing unusual call option volume: TWO TME NVT PBF AIRS BNO PUMP SEI DUST SCO
Increasing unusual put option volume: XIFR EXE SHW NN IRE GEMI CWAN AXTI PBR SCO