Pre-Market IV Report March 12, 2026

Pre-Market IV Report March 12, 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 UCO USO BOIL SCO UNG LEVI JETS HYG TLT LQD OFIX SOXS NTSK NANOS UTZ FSK ARES MOS LEVI HBAN FICO MKC NMM SYK IXUS CAG TBT VTEB

Stocks expected to have increasing option volume: ADBE PATH DG ULTA LEN DKS LI RBRK S TTAN OLLI USO NTSK FOSL SFIX LVS VICI MGM CZR WYNN IEP VG BMBL TEAM

Casino entertainment option IV after WSJ report of Fertitta deal talks

Caesars Entertainment (CZR) 30-day option implied volatility is at 50; compared to its 52-week range of 41 to 88. Call put ratio 3.1 calls to 1 put after WSJ report of Fertitta deal talks.

VICI Properties Inc. (VICI) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 2.1 put.
MGM Resorts (MGM) 30-day option implied volatility is at 47; compared to its 52-week range of 31 to 81. Call put ratio 3.1 calls to 1 put with a focus on March 13 weekly 34.50 and 36.50 calls.

Las Vegas Sands (LVS) 30-day option implied volatility is at 39; compared to its 52-week range of 26 to 79. Call put ratio 3 calls to 1 put with a focus on March calls.

Wynn Resorts Ltd (WYNN) 30-day option implied volatility is at 43; compared to its 52-week range of 29 to 79. Call put ratio 4.8 calls to 1 put with a focus on September 125 calls.

PENN Entertainment (PENN) 30-day option implied volatility is at 62; compared to its 52-week range of 41 to 90. Call put ratio 12.9 calls to 1 put with a focus on April calls.

Melco Resorts & Entertainment (MLCO) 30-day option implied volatility is at 54; compared to its 52-week range of 37 to 95. Call put ratio 1 call to 7.8 put with a focus on July 6 puts.

Movement

Alibaba (BABA) 30-day option implied volatility is at 49; compared to its 52-week range of 31 to 73. Call put ratio 2.2 calls to 1 put into quarter results.

AXT, Inc. (AXTI) 30-day option implied volatility is at 167; compared to its 52-week range of 20 to 171. Call put ratio 1.1 calls to 1 put as share price up 6.7%.

Mondelez (MDLZ) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 37. Call put ratio 1 call to 7.2 puts with a focus on 3K contracts of March 54 puts.

Serve Robotics (SERV) 30-day option implied volatility is at 94; compared to its 52-week range of 77 to 135. Call put ratio 4.8 calls to 1 put with a focus on March calls as share price up 7.1%.

Papa John’s (PZZA) 30-day option implied volatility is at 65; compared to its 52-week range of 41 to 86. Call put ratio 4.1 calls to 1 put after renewed takeover speculation.

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 today after the bell.

Ulta Beauty (ULTA) March 13 weekly 652.50 straddle priced for a move of 8%. Call put ratio 1 call to 1.8 puts into the expected release of quarter results today after the bell.

Rubrik (RBRK) March 13 weekly 57.50 straddle priced for a move of 14%. Call put ratio 2.6 calls to 1 put into the expected release of quarter results today after the bell.

SentinelOne, Inc. (S) March 13 weekly 14 straddle priced for a move of 14%. Call put ratio 12.7 calls to 1 put with a focus on March 12 calls into the expected release of quarter results today after the bell.

ServiceTitan (TTAN) March 80 straddle priced for a move of 13%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: STUB TSSI ORCX FCEL GAP IOT OKTA CRMD VEEV VSCO wiX AEO MRVL ORCL HPE VRTX KR
Increasing unusual option volume: TRMD BKLN FRO YEXT UMC CG BNO PVH
Increasing unusual call option volume: TRMD FRO UMC CG FITB PRCT BNO PZZA ASX
Increasing unusual put option volume: BKLN KOS FSLY SYK ARCC KPTI DKS EXE GRPN FHN
Popular stocks with increasing option volume: ORCL MU NFLX PLTR AMD INTC MSTR CRWV SOFI AVGO
Active options: TSLA NVDA ORCL AMZN HIMS MSFT AAPL MU META NFLX PLTR AMD INTC OWL MSTR GOOGL CRWV SOFI IREN AVGO
Global S&P Futures lower in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $91.90, natural gas up 1.5%, gold at $5188