Mid-session IV Report March 9, 2026

Mid-session IV Report March 9, 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: CF LEVI EFA EEMAUBS BSX UPS RSP MAGS XLY VTI IVV DJA JEPQ SCHD HYG UUP LQD XLY SCO NAIL MRNA NAIL CF BRBR ALK KC FAS HUM PZZA PBRA GT DASH EL VFC EL ERY MGM LAZ MGM SSO KKR PWP SLB UAN GM UNH CG USB USFD XLY CSCO CLX SPG

Popular stocks with increasing option volume: SOFI AAPL MSTR MU AVGO MSFT PLTR NFLX AAL ORCL

Active options: NVDA TSLA HIMS AMZN SOFI AAPL MSTR MU META AMD AVGO MSFT PLTR GOOGL NFLX ONDS AAL ORCL MARA EREN

Energy movement

United States Oil Fund (USO) 30-day option implied volatility is at 120; compared to its 52-week range of 26 to 109. Call put ratio 1.4 calls to 1 put as WTI crude up 7.9%.

ExxonMobil (XOM) 30-day option implied volatility is at 34; compared to its 52-week range of 18 to 53. Call put ratio 4.8 calls to 1 put as WTI crude up 7.9%.

Chevron (CVX) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 58. Call put ratio 3.5 calls to 1 put as WTI crude at $96.

BP plc (BP) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 57. Call put ratio 3.5 calls to 1 put amid wide energy price movement.

Option IV into quarter results

Oracle (ORCL) March 13 weekly call option implied volatility is at 140, March is at 101; compared to its 52-week range of 29 to 77. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on March 10.

Adobe Systems (ADBE) March 13 weekly call option implied volatility is at 105, March is at 74; compared to its 52-week range of 23 to 58. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on March 12.

Options with decreasing option implied volatility: WDX MDB STUB ASAN GAP IOT ANF OKTA SRAD VEEV ONON TGT AES
Increasing unusual option volume: PROP WEAT WTI BBW BNO BFB SCO DCH PAYO HOLX SOYB
Increasing unusual call option volume: PROP WEAT SCCO WTI DCH BNO PAYO SOYB SIG PBRA QURE BRBR CF EDIT EGY
Increasing unusual put option volume: BFB TAP BAM EWY ARR TECK SCO JETS MVIS RCL JEF DAWN IBB UL