Mid-session IV Report March 27, 2026

Mid-session IV Report March 27, 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: CAR METU GLL AES FROG BUR NVAX ZS DASH OKTA ABNB COF CVE FTNT MA PANW AES

Popular stocks with increasing option volume: MU MSTR NFLX AMD SOFI PLTR CCL SNDK INTC COIN

Active options: NVDA TSLA AAPL META AMZN MSFT MU MSTR NFLX GOOGL AMD SOFI PLTR GOOG CCL SNDK IREN INTC COIN BMNR

Movement

Meta Platforms (META) 30-day option implied volatility is at 44; compared to its 52-week range of 24 to 68. Call put ratio 1.2 calls to 1 put as share price down 3.1%.

Alphabet (GOOG) 30-day option implied volatility is at 36; compared to its 52-week range of 25 to 58. Call put ratio 1.9 calls to 1 put.

Microsoft (MSFT) 30-day option implied volatility is at 34; compared to its 52-week range of 16 to 50. Call put ratio 1.9 calls to 1 put as share price down 1.5%.

Sandisk (SNDK) 30-day option implied volatility is at 99; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1 put as share price up 3.4%.

Western Digital (WDC) 30-day option implied volatility is at 84; compared to its 52-week range of 33 to 93. Call put ratio 1 call to 1.6 puts.

Micron Technology (MU) 30-day option implied volatility is at 66; compared to its 52-week range of 38 to 87. Call put ratio 1.5 calls to 1 put with as share price up 2%.

NVIDIA (NVDA) 30-day call option implied volatility is at 41; compared to its 52-week range of 32 to 75. Call put ratio 1.3 calls to 1 put as share price down 1.7%.

Apple (AAPL) 30-day call option implied volatility is at 30; compared to its 52-week range of 18 to 65. Call put ratio 1.1 calls to 1 put.

Oracle (ORCL) 30-day call option implied volatility is at 54; compared to its 52-week range of 28 to 77. Call put ratio 1.5 calls to 1 put as share price down 2.1%.

Netflix (NFLX) 30-day option implied volatility is at 45; compared to its 52-week range of 25 to 71. Call put ratio 2.4 calls to 1 put with a focus on March 27 weekly 90 puts.

Options with decreasing option implied volatility: WVE ABVX MESO BRZE CHWY GME PDD
Increasing unusual option volume: DBA BUR NAVN CANE RCKT ETR BFB BNO
Increasing unusual call option volume: DBA NAVN CANE ETR RCKT BNO ADMA SCO
Increasing unusual put option volume: KLAR BFB S BB FROG LPTH ADMA WIX