Mid-session IV Report March 25, 2026

Mid-session IV Report March 25, 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: GLL UGL FOUR IAU GLD PAYS YOU IMXI ONON GNRC

Popular stocks with increasing option volume: MU INTC ARM HOOD GME MSTR CRWV SMCI SOFI ONON

Active options: NVDA TSLA AMD MU AMZN MSFT INTC AAPL GOOGL PLTR META ARM HOOD GME CRCL GOOG MSTR CRWV SMCI SOFI

Movers

Arm Holdings (ARM) 30-day option implied volatility is at 60; compared to its 52-week range of 42 to 99. Call put ratio 2.7 calls to 1 put as share price up 15%.

AMD (AMD) 30-day option implied volatility is at 52; compared to its 52-week range of 38 to 88. Call put ratio 1.7 calls to 1 put as share price up 6.2%.

Hewlett Packard Enterprise (HPE) HPE 30-day option implied volatility is at 45; compared to its 52-week range of 29 to 75. Call put ratio 4.8 calls to 1 put with a focus on 13800 contracts of August 35 calls share price up 10.5%.

Robinhood (HOOD) 30-day option implied volatility is at 64; compared to its 52-week range of 50 to 120. Call put ratio 3.7 calls to 1 put as share price up 6.6%.

Super Micro Computer (SMCI) 30-day option implied volatility is at 82; compared to its 52-week range of 52 to 128. Call put ratio 2.2 calls to 1 put as share price up 6.4%.

Rocket Lab (RKLB) 30-day option implied volatility is at 89; compared to its 52-week range of 67 to 124. Call put ratio 3.6 calls to 1 put as share price up 12%.

Firefly Aerospace (FLY) 30-day option implied volatility is at 99; compared to its 52-week range of 67 to 140. Call put ratio 29 calls to 1 put with a focus on April and May 35 calls as share price up 17%.

EchoStar (SATS) 30-day option implied volatility is at 65; compared to its 52-week range of 48 to 163. Call put ratio 11.6 calls to 1 put with a focus on a spreader of June 130 and 150 calls.

AST SpaceMobile (ASTS) 30-day option implied volatility is at 100; compared to its 52-week range of 76 to 133. Call put ratio 2.9 calls to 1 put as share price up 11.8%.

Planet Labs (PL) 30-day option implied volatility is at 99; compared to its 52-week range of 68 to 133. Call put ratio 3.1 calls to 1 put with a focus on April calls as share price up 12%.

Terns Pharmaceuticals Inc. (TERN) 30-day option implied volatility is at 32; compared to its 52-week range of 17 to 48. Call put ratio 10 call to 1.2 puts with a focus on 30K contracts of May 55 calls after Merck (MRK) acquired for $53 per share in cash, or $6.7B.

Option IV into quarter results

Carnival Corp. (CCL) March 27 weekly call option implied volatility is at 130, April is at 66; compared to its 52-week range of 33 to 88. Call put ratio 1 call to 1.6 puts into the expected release of quarter results before the bell on March 27.

Options with decreasing option implied volatility: ABVX SRPT DLO MESO CHWY FDX PDD
Increasing unusual option volume: ONON FLY GNRC TERN HDB PD BZAI ORBS RXT DOC AIRS LUNR
Increasing unusual call option volume: TERN ORBS BZAI FSK DOC ADMA KBH AIRS UFO
Increasing unusual put option volume: TSEM BEKE CDNS COMP NEXT ADMA ABR CAG LWLG