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Daily IV Report

Pre-Market IV Report March 13, 2026

Pre-Market IV Report March 13, 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 WVE […]

By Market Rebellion · March 13, 2026
Pre-Market IV Report March 13, 2026

Pre-Market IV Report March 13, 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 WVE CF MPT RCL TMF TLT LQD HYG IEF KMT CE KDK TNA MOS WVE AVTR LION BCS MPT DB CORN MEOH LW BRBR MUB ALEX IWM ITT APD PNR QQQ HEGC TLT GE GS MS HSBC MKC IP NDX UBS EMR ENR

Stocks expected to have increasing option volume: ADBE ULTA LEN PD TSM BABA

Money Center option IV

JPMorgan (JPM) 30-day option implied volatility is at 34; compared to its 52-week range of 18 to 58. Call put ratio 1 call to 1.8 puts.

Wells Fargo (WFC) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 65. Call put ratio 1 call to 1.2 puts.

PNC Financial Services (PNC) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 58. Call put ratio 1 call to 9.2 puts.

U.S. Bancorp (USB) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 61. Call put ratio 1.1 calls to 1 put.

Bank of America (BAC) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 61. Call put ratio 1.1 calls to 1 put.

Goldman Sachs (GS) 30-day option implied volatility is at 43; compared to its 52-week range of 22 to 66. Call put ratio 1 call to 2.1 puts.

Morgan Stanley (MS) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 71. Call put ratio 1.4 calls to 1 put as share price down 4.8%.

Taiwan Semi (TSM) 30-day option implied volatility is at 45; compared to its 52-week range of 30 to 72. Call put ratio 1 call to 1.4 puts.

Jefferies Financial Group (JEF) 30-day option implied volatility is at 68; compared to its 52-week range of 30 to 82. Call put ratio 1 calls to 2.6 puts.

Duke Energy (DUK) 30-day option implied volatility is at 20; compared to its 52-week range of 15 to 33. Call put ratio 12.3 calls to 1 put with focus on a spreader of 2K contracts of March 120 and April 120 calls.

G-III Apparel Group (GIII) 30-day option implied volatility is at 55; compared to its 52-week range of 31 to 86 with a focus on March 25 and 30 puts as share price down 10.4%.

TE Connectivity (TEL) 30-day option implied volatility is at 46; compared to its 52-week range of 20 to 51 with a focus on 3600 contracts of April 190 calls.

Occidental Petroleum (OXY) 30-day option implied volatility is at 42; compared to its 52-week range of 25 to 74. Call put ratio 6.4 calls to 1 put with a focus on March 13 weekly and Marck calls as share price up 6%.

Lightwave Logic, Inc. (LWLG) 30-day option implied volatility is at 156; compared to its 52-week range of 71 to 163. Call put ratio 2 calls to 1 put as share price up 45%.

Jabil (JBL) 30-day option implied volatility is at 63; compared to its 52-week range of 27 to 73 with a focus on a spreader of 3800 contracts of March 220 and 232.50 puts.

Pinterest (PINS) 30-day option implied volatility is at 53; compared to its 52-week range of 33 to 98. Call put ratio 14.6 calls to 1 put with a focus on spreader of April 21 and 22 calls as share price down 6.3%.

Straddle prices into quarter results

Dollar Tree (DLTR) March 112 straddle priced for a move of 11%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on March 16.

Options with decreasing option implied volatility: ORCX TSSI CAPR PATH FCEL GAP IOT STUB KSS ORCL HPE MRVL DG
Increasing unusual option volume: AU HSBC GFI BIZD CWH BNO FPS HIMX
Increasing unusual call option volume: HSBC AU GFI CWH BNO HIMX WOOF XEL BRBR
Increasing unusual put option volume: LWLG HTGC DKS FSLY BMBL LEN PLAY
Popular stocks with increasing option volume: MU SOFI MSTR ORCL AMD INTC NFLX HOOD
Active options: NVDA TSLA PLTR AAPL ONDS AMZN MSFT MU SOFI MSTR ORCL AMD INTC META HIMS OXY PATH NFLX GOOGL HOOD
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $95.95, natural gas up 2%, gold at $5097