Mid-session IV Report March 24, 2026

Mid-session IV Report March 24, 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: UGL GLL CHTR IAU GLD IBM ISRG LNG CMCSA VOD T TLT IEF IBRX SATL SAP YPF MSFT

Popular stocks with increasing option volume: PLTR MU SOFI SMCI AMD INTC MSTR CRCL AAL RKT

Active options: TSLA NVDA MSFT PLTR MU AMZN AAPL META IBRX SOFI SMCI AMD INTC GOOG ONDS MSTR MARA CRCL AAL RKT

Movers

Microsoft (MSFT) 30-day option implied volatility is at 29; compared to its 52-week range of 16 to 50. Call put ratio 2 calls to 1 put as share price down 2.6%.

Arm Holdings (ARM) 30-day option implied volatility is at 59; compared to its 52-week range of 42 to 99. Call put ratio 6.2 calls to 1 put with a focus on March 27 weekly calls.

Sandisk (SNDK) 30-day option implied volatility is at 91; compared to its 52-week range of 44 to 123. Call put ratio 1.6 calls to 1 put with a focus on March 27 weekly calls.

Western Digital (WDC) 30-day option implied volatility is at 81; compared to its 52-week range of 33 to 93. Call put ratio 1 call to 1.9 puts as share price down 2.4%.

Micron Technology (MU) 30-day option implied volatility is at 65; compared to its 52-week range of 38 to 87. Call put ratio 1.1 calls to 1 put with as share price down 2.8%.

Option IV into quarter results

GameStop (GME) March 27 weekly call option implied volatility is at 96, April is at 55; compared to its 52-week range of 34 to 120. Call put ratio 3.8 calls to 1 put with a focus on March 27 weekly 24 into the expected release of quarter results today after the bell.

Cintas Corp. (CTAS) March 27 weekly call option implied volatility is at 80, April is at 37; compared to its 52-week range of 17 to 40. Call put ratio 4.4 calls to 1 put with a focus on December 200 calls into the expected release of quarter results on March 25.

Pinduoduo (PDD) March 27 weekly call option implied volatility is at 100, April is at 56; compared to its 52-week range of 26 to 76. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on March 25.

Paychex (PAYX) April call option implied volatility is at 47, May at 37; compared to its 52-week range of 17 to 43. Call put ratio 1 call to 8.1 puts with a focus on April 85 puts into the expected release of quarter results before the bell on March 25.

Chewy (CHWY) March 27 weekly call option implied volatility is at 155, April is at 81; compared to its 52-week range of 34 to 74. Call put ratio 1 call to 1.5 puts into the expected release of quarter results before the bell on March 25.

Jefferies Financial Group (JEF) 30-day option implied volatility is at 64; compared to its 52-week range of 30 to 82. Call put ratio 1 call to 2.3 puts as share price up 2.4%.

Options with decreasing option implied volatility: FUBO UCO DLO M LULU DOCU FDX
Increasing unusual option volume: KPTI TWO EWT CDNS DBA ORBS ACHV BOX
Increasing unusual call option volume: KPTI ORBS EWT BOX ACHV ADMA WRD APD YPF KBH AIRS
Increasing unusual put option volume: KPTI CDNS IBRX EWT ALK FEZ SCO HSAI EXE WVE LQD EWG