Pre-Market IV Report March 16, 2026

Pre-Market IV Report March 16, 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: WVE WBD TERN LE YEXT SLNO DRVN PAR CMBT WEAT CHDN NTST VTRS GAIN EMB WBD

Stocks expected to have increasing option volume: TSM BABA SNDK WDC BABA LULU DLTR CZR TTD USO

Important leaders option IV

NVIDIA (NVDA) 30-day option implied volatility is at 42; compared to its 52-week range of 32 to 75. Call put ratio 1.5 calls to 1 put.

Sandisk (SNDK) 30-day option implied volatility is at 94; compared to its 52-week range of 44 to 123. Call put ratio 1.3 calls to 1 put.

Western Digital (WDC) 30-day option implied volatility is at 80; compared to its 52-week range of 33 to 93. Call put ratio 1 call to 1.1 puts.

Micron Technology (MU) 30-day option implied volatility is at 74; compared to its 52-week range of 38 to 87. Call put ratio 1.1 calls to 1 put into quarter results.

Taiwan Semi (TSM) 30-day option implied volatility is at 44; compared to its 52-week range of 30 to 72. Call put ratio 1 call to 1.9 puts.

Alibaba (BABA) 30-day option implied volatility is at 47; compared to its 52-week range of 31 to 73. Call put ratio 2.1 calls to 1 put into quarter results.

Straddle prices into quarter results and outlook

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

lululemon athletica (LULU) March 157.50 straddle priced for a move of 13%. Call put ratio 1 calls to 1.8 puts into the expected release of quarter results after the bell on March 17.

Docusign Inc. (DOCU) March 47 straddle priced for a move of 14%. Call put ratio 2.9 calls to 1 put into the expected release of quarter results after the bell on March 17.

Oklo Inc (OKLO) March 58 straddle priced for a move of 13%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on March 17.

Micron Technology (MU) March 427.50 straddle priced for a move of 11%. Call put ratio 1 calls to 1.1 puts into the expected release of quarter results after the bell on March 18.

Options with decreasing option implied volatility: QURE TSST ORCX PATH CAPR RBRK FCEL KSS S EVLV AVAV ORCL HPE PALL DG CZR ADBE ULTA VRTX
Increasing unusual option volume: PSA TERN FPS EWC HIMX BKLN BIZD XLB HNRG
Increasing unusual call option volume: PSA TERN IRM ADMA HIMX MRK BCE BNO GROY
Increasing unusual put option volume: EWC BW XLB BKLN EWG BIZD AKRG ALDX XLI CF
Popular stocks with increasing option volume: MSTR AAPL MU MRK PLTR AMD ORCL INTC AVGO SOFI COIN
Active options: NVDA TSLA META MSTR AAPL MU MRK PLTR AMZN MARA AMD ORCL INTC GOOGL AVGO SOFI IREN COIN ONDS
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $99.30, natural gas mixed, gold at $4907