Pre-Market IV Report March 11, 2026

Pre-Market IV Report March 11, 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: QURE USO CYTK LEVI WBD HYG ALDX OCUL AVBP WEAT OMC UNF

Stocks expected to have increasing option volume: ORCL ADBE CPB AVAV USO

Tech, memory option IV

NVIDIA (NVDA) 30-day option implied volatility is at 40; compared to its 52-week range of 32 to 75. Call put ratio 1.1 calls to 1 put.

Sandisk (SNDK) 30-day option implied volatility is at 93; compared to its 52-week range of 44 to 123. Call put ratio 1.2 calls to 1 put.

Western Digital (WDC) 30-day option implied volatility is at 84; compared to its 52-week range of 33 to 93. Call put ratio 1 call to 1.2 puts.

Micron Technology (MU) 30-day option implied volatility is at 78; compared to its 52-week range of 38 to 87. Call put ratio 1.1 calls to 1 put.

Taiwan Semi (TSM) 30-day option implied volatility is at 43; compared to its 52-week range of 30 to 72. Call put ratio 1 call to 1.8 puts.

Alibaba (BABA) 30-day option implied volatility is at 47; compared to its 52-week range of 31 to 73. Call put ratio 2.4 calls to 1 put.

Straddle into quarter results and outlook

Adobe Systems (ADBE) March 13 weekly 255 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.

Dollar General (DG) March 13 weekly 146 straddle priced for a move of 12.5%. Call put ratio 1 calls to 1 put into the expected release of quarter results before the bell on March 12.

Ulta Beauty (ULTA) March 13 weekly 647.50 straddle priced for a move of 8%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on March 12.

Dick’s Sporting Goods (DKS) March 195 straddle priced for a move of 11%. Call put ratio 1 calls to 5.2 puts into the expected release of quarter results before the bell on March 12.

Movers

United States Oil Fund (USO) 30-day option implied volatility is at 108; compared to its 52-week range of 26 to 109. Call put ratio 1 calls to 1 put into WTI crude trades $86.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 55. Call put ratio 1.3 calls to 1 put.

ExxonMobil (XOM) 30-day option implied volatility is at 31; compared to its 52-week range of 18 to 53. Call put ratio 1.7 calls to 1 put into WTI crude trades $86.

Chevron (CVX) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 58. Call put ratio 2.2 calls to 1 put into WTI crude oil at $86.

Rivian Automotive (RIVN) 30-day option implied volatility is at 67; compared to its 52-week range of 46 to 101. Call put ratio 4.4 calls to 1 put with a focus on June 18 calls as share price up 6.3%.

SolarEdge Technologies (SEDG) 30-day option implied volatility is at 85; compared to its 52-week range of 75 to 133. Call put ratio 5.2 calls to 1 put with a focus on September 40 and 45 puts as share price up 9.8%.

Himax Technologies (HIMX) 30-day option implied volatility is at 64; compared to its 52-week range of 43 to 98 with a focus on 16K contracts of April 9 calls as share price up 7.8%.

BioNTech SE (BNTX) 30-day option implied volatility is at 47; compared to its 52-week range of 33 to 108. Call put ratio 1.8 calls to 1 put with a focus on June 80 and September 55 puts as share price down 17.7%.

ABM Industries (ABM) 30-day option implied volatility is at 39; compared to its 52-week range of 21 to 57. Call put ratio 3 calls to 1 put with a focus on March options as share price down 3.2%.

Qiagen (QGEN) 30-day option implied volatility is at 50; compared to its 52-week range of 18 to 59. Call put ratio 2.8 calls to 1 put with a focus on April 45 and 50 calls.

Erasca, Inc (ERAS) 30-day option implied volatility is at 121; compared to its 52-week range of 73 to 179 with a focus on 3500 contracts of December 15 calls.

Options with decreasing option implied volatility: STUB WIX IBRX GTLB IOT FCEL GAP ANF CIEN OKTA AEO
Increasing unusual option volume: BKLN NVS BNO UNIT QGEN DJX MLYS WEAT OMC CGNX SCO BRBR
Increasing unusual call option volume: NVS BRBR BNO OMC QGEN SCO CGNX WEAT ZVRA
Increasing unusual put option volume: BAX DJX BNTX PBF DKS BXSL NXE VFC EXE CVE
Popular stocks with increasing option volume: INTC MU PLTR NIO ORCL MSTR AVGO SOFI RIVN NFLX
Active options: NVDA TSLA INTC HIMS AAPL MU AMZN MSFT PLTR NIO ORCL AMD META MSTR AVGO SOFI RIVN GOOGL NFLX CRCL
Global S&P Futures mixed in premarket, Nikkei up 1.5%, DAX down 1%, WTI Crude oil recently at $86, natural gas up 1.5%, gold at $5193