Mid-session IV Report March 3, 2026

Mid-session IV Report March 3, 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: NAT CRMD LW DHT VIAV EEM DB JETS DB VOO VTI JEPQ ZD SDOW BNO IREN USO GGAL HSBC LABU EWZ FUTU GLL TSLL HPE SHOP VWO XP AMAT APO ARKK CCJ RKT SONY KKR LRCX AAL CVNA DAL LYFT MAGS MELI MGM RCL STLA SMH IBRR

Popular stocks with increasing option volume: AAL MU INTC SOFI BABA MSTR

Active options: NVDA TSLA AAPL AMZN NFLX PLTR AAL MU INTC GOOGL AMD MSFT CORZ META PLUG SOFI ASTS BABA MSTR GOOG

Movers

iShares Silver Trust (SLV) 30-day option implied volatility is at 82; compared to its 52-week range of 22 to 111. Call put ratio 1.5 calls to 1 put as share price down 7%.

Oracle (ORCL) 30-day option implied volatility is at 77; compared to its 52-week range of 28 to 77. Call put ratio 1.3 calls to 1 put as share price down 2%.

NVIDIA (NVDA) 30-day option implied volatility is at 46; compared to its 52-week range of 32 to 75. Call put ratio 1.8 calls to 1 put as share price down 1.6%.

Apple (AAPL) 30-day call option implied volatility is at 29; compared to its 52-week range of 18 to 65. Call put ratio 1.6 calls to 1 put into hosting members of the press to what it calls a “special Apple experience” in New York City, London, and Shanghai on March 4.

Sandisk (SNDK) 30-day option implied volatility is at 105; compared to its 52-week range of 44 to 123. Call put ratio 1.3 calls to 1 put as share price down 7.2%.

Western Digital (WDC) 30-day option implied volatility is at 91; compared to its 52-week range of 33 to 93. Call put ratio 1 call to 1.4 puts as share price down 5.8%.

Micron Technology (MU) 30-day option implied volatility is at 85; compared to its 52-week range of 38 to 87. Call put ratio 1.5 calls to 1 put as share price down 7%.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 57; compared to its 52-week range of 28 to 60. Call put ratio 2.6 calls to 1 put as share price up down 8.4%.

Freeport-McMoran (FCX) 30-day option implied volatility is at 59; compared to its 52-week range of 33 to 83. Call put ratio 2.2 calls to 1 put as share price down 7.2%.

Market Vectors Oil Services ETF (OIH) 30-day option implied volatility is at 46; compared to its 52-week range of 28 to 70. Call put ratio 1.4 calls to 1 put as share price down 1.5%.

United States Oil Fund (USO) 30-day option implied volatility is at 79; compared to its 52-week range of 26 to 69. Call put ratio 2.3 calls to 1 put into share price up 7.4%.

Option IV into quarter results and outlook

CrowdStrike Holdings Inc. (CRWD) March 6 weekly call option implied volatility is at 109, March is at 72; compared to its 52-week range of 67 to 157. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Ross Stores (ROST) March 6 weekly call option implied volatility is at 95, March is at 49; compared to its 52-week range of 17 to 45. Call put ratio 1 calls to 2.3 puts into the expected release of quarter results today after the bell.

Broadcom (AVGO) March 6 weekly call option implied volatility is at 120, March is at 72; compared to its 52-week range of 35 to 74. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on March 4.

Options with decreasing option implied volatility: QURE WOLF BCRX AXON PSTG MDB TTD DUOL WBD SG COMP ZETA HPQ XYZ CELH AES VTYX
Increasing unusual option volume: VET LYG FHN BNO ABEV TXT DINO WTI EWY OBDC GGAL VXUS
Increasing unusual call option volume: VET LYG FHN DINO BNO OBDC ABEV WTI
Increasing unusual put option volume: EWY FEZ GGAL VG XIFR IQ KVYO UAA VISN BCS UL SE