Mid-session IV Report March 30, 2026

Mid-session IV Report March 30, 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: METU CAR CMG META AMZN GM KVUE MSFT SYY PINS CMG PBR UPS

Popular stocks with increasing option volume: MU INTC MSTR AAL HOOD CRWV

Active options: NVDA TSLA AAPL META AMZN MU MSFT SOFI AMD INTC ONDS PLTR IREN MARA NFLX MSTR AAL HOOD GOOGL CRWV

Movement

Meta Platforms (META) 30-day option implied volatility is at 47; compared to its 52-week range of 24 to 68. Call put ratio 1.3 calls to 1 put as share price up 1.2%.

Alcoa (AA) option IV as share price up

Alcoa (AA) 30-day option implied volatility is at 78; compared to its 52-week range of 43 to 100. Call put ratio 7.1 calls to 1 put as share price up 12.1%.

Century Aluminum Co (CENX) 30-day option implied volatility is at 87; compared to its 52-week range of 50 to 101. Call put ratio 6.7 calls to 1 put as share price up 12.4%.

Freeport-McMoran (FCX) 30-day option implied volatility is at 61; compared to its 52-week range of 33 to 83. Call put ratio 1.8 calls to 1 put as share price up 0.8%.

Southern Copper Corp. (SCCO) 30-day option implied volatility is at 66; compared to its 52-week range of 29 to 73. Call put ratio 4.2 calls to 1 put with focus on April 2 weekly calls.

Option IV into quarter results and outlook

Nike (NKE) August 2 weekly call option implied volatility is at 112, April is at 59; compared to its 52-weeek range of 25 to 78. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell after the bell on April 2.

Options with decreasing option implied volatility: WVE ABVX BRZE CHWY GME
Increasing unusual option volume: CORN ALMS CANE PROP SW DBA BUR SCO TERN BNO SYY
Increasing unusual call option volume: ECH CANE PROP DBA SCO TERN ADMA
Increasing unusual put option volume: TSEM URNM PTON USAS SYY AXTI KPTI BSX