Mid-session IV Report March 4, 2026

Mid-session IV Report March 4, 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: NFLX MSTR MSFT HOOD COIN SOFI MU AMD INTC F AVGO

Active options: TSLA NVDA AMZN PLTR AAPL NFLX META MSTR MSFT HOOD COIN SOFI MU AMD GOOGL IREN INTC F AVGO ASTS

IV into events

Apple (AAPL) 30-day call option implied volatility is at 28; compared to its 52-week range of 18 to 65. Call put ratio 3.2 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.

Charles Schwab (SCHW) 30-day call option implied volatility is at 30; compared to its 52-week range of 20 to 61. Call put ratio 1 call to 1.4 puts into hosting an investor day on May 14.

Option IV into quarter results and outlook

Broadcom (AVGO) March 6 weekly call option implied volatility is at 125, March is at 68; compared to its 52-week range of 35 to 74. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.

Okta, Inc. (OKTA) March 6 weekly call option implied volatility is at 180, March is at 82; compared to its 52-week range of 30 to 74. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.

Rigetti Computing (RGTI) March 6 weekly call option implied volatility is at 190, March is at 113; compared to its 52-week range of 74 to 164. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell.

Costco (COST) March 6 weekly call option implied volatility is at 60, March is at 33; compared to its 52-week range of 18 to 43. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on March 4.

Kroger (KR) March 6 weekly call option implied volatility is at 98, March is at 49; compared to its 52-week range of 39 to 39. Call put ratio 1 calls to 1.5 puts into the expected release of quarter results after the bell on March 4.

American Eagle Outfitters (AEO) March 6 weekly call option implied volatility is at 210, March is at 100; compared to its 52-week range of 44 to 97. Call put ratio 3.4 calls to 1 put into the expected release of quarter results today after the bell.

Webull Corp (BULL) March 6 weekly call option implied volatility is at 161, March is at 97; compared to its 52-week range of 56 to 177. Call put ratio 12.6 calls to 1 put with a focus on March 6 weekly 160 and 97 into the expected release of quarter results today after the bell.

Petrobras (PBR) March 6 weekly call option implied volatility is at 70, March is at 43; compared to its 52-week range of 20 to 56. Call put ratio 4.2 calls to 1 put with a focus on March 17 and 17.50 calls into the expected release of quarter results after the bell on March 5.

Marvell Technology (MRVL) March 6 weekly call option implied volatility is at 187, March is at 91; compared to its 52-week range of 43 to 103. Call put ratio 2.2 calls to 1 put with a focus on March 6 weekly options into the expected release of quarter results after the bell on March 5.

JD.com (JD) March 6 weekly call option implied volatility is at 92, March is at 50; compared to its 52-week range of 27 to 77. Call put ratio 2.1 calls to 1 put with a focus April 28 calls into the expected release of quarter results before the bell on March 5.

Burlington Stores (BURL) March 6 weekly call option implied volatility is at 159, March is at 71; compared to its 52-week range of 28 to 63. Call put ratio 1 calls to 3.8 puts into the expected release of quarter results before the bell on March 5.

BJ’s Wholesale Club (BJ) April call option implied volatility is at 55, April is at 43; compared to its 52-week range of 25 to 46. Call put ratio 14 calls to 1 put with a focus on 400 contracts of May 400 calls into the expected release of quarter results before the bell on March 5.

Samsara Inc (IOT) March 6 weekly call option implied volatility is at 250, March is at 113; compared to its 52-week range of 37 to 95. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on March 5.

Options with decreasing option implied volatility: QURE BCRX MDB TTD DUOL SG INOD PSTG ENVX CELH NTNX FOUR XYZ CHYM AES WRBY ZS SNOW WBD TGT ZM DELL ADSK DELL CRM MNST HRL CHYM ZYZ FOUR NTNX ENVX
Increasing unusual option volume: ABUS GLNG COUR EWY BGS BOX TECK WTI EXAS FSLY ROST FLNG LASR
Increasing unusual call option volume: GLNG ABUS COUR BOX BGS EWY TECK FSK FSLY FLNG FEZ LASR WTI ROST FFIV REMX OLMA
Increasing unusual put option volume: IQ EWY BXSL GTLB ROST DHT