Pre-Market IV Report March 10, 2026

Pre-Market IV Report March 10, 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 QURE BOIL USO CYTK JETS CF LEVI EWJ EFA INDA RSP HYG

Stocks expected to have increasing option volume: ORCL ADBE ULTA DG CPB KSS UNFI SFIX DKS FCEL DKS MTN GRPN CASY UOC XOM CVX

Energy option IV

United States Oil Fund (USO) 30-day option implied volatility is at 100; compared to its 52-week range of 26 to 109. Call put ratio 1.2 calls to 1 put into WTI crude trades $89.

ExxonMobil (XOM) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 53. Call put ratio 2.8 calls to 1 put into WTI crude trades $89.

Chevron (CVX) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 58. Call put ratio 1.9 calls to 1 put into WTI crude oil down 6%.

BP plc (BP) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 57. Call put ratio 2.9 calls to 1 put into WTI crude trades $89.

Movement

Hims & Hers Health, Inc. (HIMS) 30-day option implied volatility is at 102; compared to its 52-week range of 60 to 137. Call put ratio 2.2 calls to 1 put as share price up 41%.

Dick’s Sporting Goods (DKS) 30-day option implied volatility is at 61; compared to its 52-week range of 31 to 79. Call put ratio 3.5 calls to 1 put with a focus on March 200 calls into quarter results.

ArcelorMittal (MT) 30-day option implied volatility is at 55; compared to its 52-week range of 30 to 67. Call put ratio 2.1 calls to 1 put as share price down 3%.

Dianthus Therapeutics (DNTH) 30-day option implied volatility is at 76; compared to its 52-week range of 62 to 224 with a focus on 1300 contracts of May 70 puts as share price up 19.3%.

Cerro Dorado, Inc. (DCH) 30-day option implied volatility is at 33; compared to its 52-week range of 43 to 85 with a focus on 7200 contracts of July 7 calls.

Marriott Vacations Worldwide (VAC) 30-day option implied volatility is at 50; compared to its 52-week range of 34 to 83. Call put ratio 2 calls to 1 put as share price down 4%.

Ballard Power (BLDP) 30-day option implied volatility is at 95; compared to its 52-week range of 56 to 164. Call put ratio 2.7 calls to 1 put as share price down 2.2%.

Petrobras (PBR) 30-day option implied volatility is at 42; compared to its 52-week range of 20 to 56. Call put ratio 2.9 calls to 1 put as share price up 4.6%.

Option IV into quarter results

Oracle (ORCL) March 13 weekly 152.50 straddle priced for a move of 13.5%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.

Adobe Systems (ADBE) March 13 weekly 282.50 straddle priced for a move of 8%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on March 12.

Options with decreasing option implied volatility: ASAN WIX MDB CORZ IOT GAP GTLB ANF OKTA SRAD AEO VEEV ONON SE TGT AES ROST
Increasing unusual option volume: CME PROP BNO WEAT HOLX NAT
Increasing unusual call option volume: CME PROP SCO BNO WEAT NAT WTI BRBR
Increasing unusual put option volume: BFB BAM EWY SCO TAP PGY TECK ARR
Popular stocks with increasing option volume: AVGO SOFI AAL MU PLTR MSTR NFLX BAC ORCL INTC
Active options: NVDA TSLA AMZN AAPL HIMS AVGO SOFI AAL MSFT AMD META MU PLTR MSTR NFLX GOOGL BAC ONDS ORCL INTC
Global S&P Futures up in premarket, Nikkei up 2.5%, DAX up 2.5%, WTI Crude oil recently at $87, natural gas down 1.5%, gold at $5194