Mid-session IV Report March 26, 2026

Mid-session IV Report March 26, 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: FUBO SMCI GLL GLD AES ADMA BBY

Popular stocks with increasing option volume: MU SOFI INTC SMCI MSTR SNDK NFLX COIN

Active options: NVDA TSLA AMD MARA MU META GOOGL MSFT PLTR AMZN AAPL SOFI INTC SMCI GOOG ONDS MSTR SNDK NFLX COIN

Movement

Sandisk (SNDK) 30-day option implied volatility is at 93; compared to its 52-week range of 44 to 123. Call put ratio 1.6 calls to 1 put as share price down 6.4%.

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 put as share price down 4%.

Micron Technology (MU) 30-day option implied volatility is at 64; compared to its 52-week range of 38 to 87. Call put ratio 1.5 calls to 1 put with as share price down 4%.

NVIDIA (NVDA) 30-day call option implied volatility is at 37; compared to its 52-week range of 32 to 75. Call put ratio 1.6 calls to 1 put as share price down 2.1%.

Apple (AAPL) 30-day call option implied volatility is at 28; compared to its 52-week range of 18 to 65. Call put ratio 2.3 calls to 1 put as share price up 1.3%.

Oracle (ORCL) 30-day call option implied volatility is at 52; compared to its 52-week range of 28 to 77. Call put ratio 2.5 calls to 1 put with a focus on March 27 weekly calls.

Netflix (NFLX) 30-day option implied volatility is at 43; compared to its 52-week range of 25 to 71. Call put ratio 2 calls to 1 put with a focus on March 27 weekly 81 puts and July 120 calls.

Option IV into quarter results

Carnival Corp. (CCL) March 27 weekly call option implied volatility is at 170, April is at 65; compared to its 52-week range of 33 to 88. Call put ratio 1.8 calls to 1 put into the expected release of quarter results before the bell on March 27.

Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 62; compared to its 52-week range of 38 to 100. Call put ratio 2.1 calls to 1 put as share price down 1.7%.

Royal Caribbean (RCL) 30-day option implied volatility is at 57; compared to its 52-week range of 32 to 79. Call put ratio 1 call to 1.7 puts.

Viking (VIK) 30-day option implied volatility is at 44; compared to its 52-week range of 29 to 74. Call put ratio 2.3 calls to 1 put as share price down 1%.

Options with decreasing option implied volatility: WVE MESO ABVX BRZE CAPR CHWY PDD GME
Increasing unusual option volume: HNRG ADMA MLCO NEXT ESTC BZAI JBS NAVN TERN AIRS
Increasing unusual call option volume: ADMA MLCO ESTC NEXT BZAI JBS CHPT NAVN TERN
Increasing unusual put option volume: DAWN IEP WVE FROG PONY CWAN TME FSK ADMA MARA