Mid-session IV Report March 5, 2026

Mid-session IV Report March 5, 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: UCO ZSL USO CYTK LW NAT BSX TECK CF JETS EWJ EFM HSBC RITM EFA HYG MLTX DJT TTD NICE AGNC EWJ CORN

Popular stocks with increasing option volume: AVGO PLTR NFLX AMD BABA SOFI MSTR HOOD MU

Active options: NVDA TSLA AMZN AVGO TTD PLTR AAPL NFLX MSFT GOOGL AMD BABA SOFI MSTR HOOD IREN MU CRCL BULL

Option IV as WTI oil up 6%

Market Vectors Oil Services ETF (OIH) 30-day option implied volatility is at 42; compared to its 52-week range of 28 to 70. Call put ratio 1 call to 1 put.

United States Oil Fund (USO) 30-day option implied volatility is at 81; compared to its 52-week range of 26 to 68. Call put ratio 2.3 calls to 1 put.

ExxonMobil (XOM) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 53. Call put ratio 3.7 calls to 1 put.

Chevron (CVX) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 58. Call put ratio 2.2 calls to 1 put.

SLB (SLB) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 65 with a focus on a spreader of 9998 contracts of May 50 and 55 calls.

Halliburton (HAL) 30-day option implied volatility is at 42; compared to its 52-week range of 30 to 69. Call put ratio 6.4 calls to 1 put into WTI crude trades $79.

BP plc (BP) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 57. Call put ratio 1.7 calls to 1 put.

Delta Air Lines (DAL) 30-day option implied volatility is at 58; compared to its 52-week range of 34 to 89. Call put ratio 1.1 calls to 1 put as WTI crude trades $79.

United Airlines (UAL) 30-day option implied volatility is at 63; compared to its 52-week range of 39 to 105. Call put ratio 1 call to 1 put as WTI crude up 6%.

Southwest Airlines (LUV) 30-day option implied volatility is at 54; compared to its 52-week range of 29 to 77. Call put ratio 1 call to 1.2 puts as WTI crude up.

American Airlines (AAL) 30-day option implied volatility is at 62; compared to its 52-week range of 37 to 95. Call put ratio 1 call to 1.6 puts as WTI crude trades $79.

Option IV into quarter results and outlook

Costco (COST) March 6 weekly call option implied volatility is at 72, 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 today after the bell.

Petrobras (PBR) March 6 weekly call option implied volatility is at 87, March is at 45; compared to its 52-week range of 20 to 56. Call put ratio 13 calls to 1 put with a focus on April 22 calls into the expected release of quarter results today after the bell.

Marvell Technology (MRVL) March 6 weekly call option implied volatility is at 215, March is at 91; compared to its 52-week range of 43 to 103. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Samsara Inc (IOT) March 6 weekly call option implied volatility is at 280, March is at 117; compared to its 52-week range of 37 to 95. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: QURE SOC MDB SG DUOL INOD COMP ASAN AES XYZ ANF GTLB ZS OKTA ONON RKT SE TGT DEL WBD CPNG ADSK VEEV BBY INTU HBAN MNST ROST
Increasing unusual option volume: ALTO PTRN IONS TNK WEAT EXAS CVI BURL PBF DINO TNYA BNO
Increasing unusual call option volume: ALTO CVI WEAT DINO PBF BUG IGV RRC TNYA NMAX BNO NICE EXPE
Increasing unusual put option volume: JEPI CMPS BURL EXE UAA WIX EWY JETS LWLG TAP DHT CORT CF UL SHW