Mid-session IV Report March 20, 2026

Mid-session IV Report March 20, 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: IONX SMCX LE SMCI TMV TMF EC SAP TBT CIM EWG ARR TLT WBD LQD IEF HYG

Popular stocks with increasing option volume: SMCI MU PLTR INTC AMD ORCL RIVN NFLX SOFI DELL AVGO

Active options: TSLA NVDA SMCI MU AAPL META MSFT AMZN PLTR INTC AMD GOOGL ORCL RIVN NFLX SOFI DELL AVGO ONDS

Movement

Super Micro Computer (SMCI) 30-day option implied volatility is at 85; compared to its 52-week range of 52 to 128. Call put ratio 1 call to 1 put into share price down 28% on export control violation.

United States Oil Fund (USO) 30-day option implied volatility is at 88; compared to its 52-week range of 26 to 127. Call put ratio 1.6 calls to 1 put as share price up 26%.

Market Vectors Oil Services ETF (OIH) 30-day option implied volatility is at 38; compared to its 52-week range of 28 to 70. Call put ratio 4.2 calls to 1 put.

ExxonMobil (XOM) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 53. Call put ratio 2.8 calls to 1 put into WTI crude trades $98.

Chevron (CVX) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 58. Call put ratio 1.5 calls to 1 put.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 55. Call put ratio 1 call to 1.1 puts into WTI oil at $98.

SLB (SLB) 30-day option implied volatility is at 42; compared to its 52-week range of 28 to 65. Call put ratio 2.3 calls to 1 put into WTI crude oil up 1%.

Halliburton (HAL) 30-day option implied volatility is at 42; compared to its 52-week range of 30 to 69. Call put ratio 3 calls to 1 put into WTI crude trades up 1%.

BP plc (BP) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 58. Call put ratio 3.1 calls to 1 put into WTI crude trades $97.

The Mosaic Company (MOS) 30-day option implied volatility is at 53; compared to its 52-week range of 27 to 64. Call put ratio 4.8 calls to 1 put as share price down 6.4%.

Intrepid Potash (IPI) 30-day option implied volatility is at 72; compared to its 52-week range of 38 to 82. Call put ratio 22 calls to 1 put with a focus on April 39 and 40 calls.

CF Industries (CF) 30-day option implied volatility is at 58; compared to its 52-week range of 26 to 69. Call put ratio 1.7 calls to 1 put with a focus on April 95 puts.

Nutrien (NTR) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 48. Call put ratio 10 calls to 1 put with a focus on September 100 and January 100 calls as share price down 1.8%.

Valero Energy (VLO) 30-day option implied volatility is at 45; compared to its 52-week range of 28 to 72. Call put ratio 2.3 calls to 1 puts with a focus on expiring March options.

Linde (LIN) 30-day option implied volatility is at 25; compared to its 52-week range of 15 to 46. Call put ratio 1 call to 2.4 puts with a focus on expiring March puts.

Venture Global (VG) 30-day option implied volatility is at 99; compared to its 52-week range of 51 to 125. Call put ratio 5.5 calls to 1 put with a focus on March 14.5 calls as share price up 8.8%.

Direxion Daily Gold Miners Bull 3x Shares (NUGT) 30-day option implied volatility is at 107; compared to its 52-week range of 56 to 245. Call put ratio 3.5 calls to 1 put as share price down 6%.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 55; compared to its 52-week range of 29 to 60. Call put ratio 1. calls to 2.1 puts as share price down 2.4%.

Options with decreasing option implied volatility: UCO IRE ORCX USO PL DOCU LULU M DLTR ACN BEKE FDX
Increasing unusual option volume: RXT KBWB AIRS PLCE VISN TME CNR BNO WEAT
Increasing unusual call option volume: AIRS RXT KPTI BNO EQNR TSEM FDX BCRX TME SEDG ALMU FLNG
Increasing unusual put option volume: KPTI VISN NEXT EXE MTE TTAN RVMD HCA ACI URNM PL AGNC BK