Pre-Market IV Report March 17, 2026

Pre-Market IV Report March 17, 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 LQDA MESO TRVI CYTK SMMT UTHR VISN OMF EXAS

Stocks expected to have increasing option volume: NVDA CRWV TSM BABA SNDK WDC BABA LULU DLTR GETY MTN USO CWCO LMND MRNA PFE BNTX NVAX AZN BMY LLY GSK JNJ MRK NVS MRK SNY

Movers

Taiwan Semi (TSM) 30-day option implied volatility is at 43; compared to its 52-week range of 30 to 72. Call put ratio 6.1 calls to 1 put with a focus on 33K contracts of March 290 calls.

Alibaba (BABA) 30-day option implied volatility is at 46; compared to its 52-week range of 31 to 73. Call put ratio 2.2 calls to 1 put into quarter results.

JD.com (JD) 30-day option implied volatility is at 35; compared to its 52-week range of 27 to 77. Call put ratio 2.8 calls to 1 put with a focus on March 28 and 29 calls.

NVIDIA (NVDA) 30-day option implied volatility is at 40; compared to its 52-week range of 32 to 75. Call put ratio 1.7 calls to 1 put amid NVIDIA GTC 2026.

Adobe Systems (ADBE) 30-day option implied volatility is at 41; compared to its 52-week range of 23 to 58. Call put ratio 3.4 calls to 1 put with a focus on 24K contracts of March 260 calls.

VNET Group (VNET) 30-day option implied volatility is at 76; compared to its 52-week range of 54 to 112. Call put ratio 16.1 calls to 1 put with a focus on March 11 and 12 calls.

Carrier Global (CARR) 30-day option implied volatility is at 39; compared to its 52-week range of 23 to 62 with the focus on a spreader of 21165 contracts of March 55 and June 50 puts.

Syndax Pharmaceuticals (SNDX) 30-day option implied volatility is at 72; compared to its 52-week range of 55 to 120. Call put ratio 1.4 calls to 1 put with a focus on a spreader of April 22 puts, April 25 calls and April 28 calls.

Ralph Lauren (RL) 30-day option implied volatility is at 39; compared to its 52-week range of 29 to 80. Call put ratio 11.3 calls to 1 put with a focus on 1500 contracts of April 380 calls.

Amer Sports (AS) 30-day option implied volatility is at 48; compared to its 52-week range of 37 to 90. Call put ratio 24 calls to 1 put with a focus on April 35 calls as share price up 3.9%.

First Trust Ipox-100 Index Fund (FPX) 30-day option implied volatility is at 80; compared to its 52-week range of 72 to 106. Call put ratio 2.4 with a focus on ATM March 35 calls and puts.

Cemex S.A. (CX) 30-day option implied volatility is at 40; compared to its 52-week range of 29 to 60 with a focus on 3100 contracts of July 12 calls.

Sable Offshore Corp (SOC) 30-day option implied volatility is at 123; compared to its 52-week range of 68 to 206. Call put ratio 6.2 calls to 1 put with a focus on March 15 and 18 calls.

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 160 straddle priced for a move of 13%. Call put ratio 1 calls to 1.1 puts into the expected release of quarter results today after the bell.

Docusign Inc. (DOCU) March 47 straddle priced for a move of 13%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Oklo Inc (OKLO) March 60 straddle priced for a move of 13%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results today after the bell.

Micron Technology (MU) March 440 straddle priced for a move of 11%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on March 18.

Options with decreasing option implied volatility: TSSI ORCX QURE PATH CAPR KSS RBRK EVLV S VNET AVAV ORCL HPE DG DLTR CZR GLL VRTX ULTA
Increasing unusual option volume: ORBS AIRS CTMX PAYC EWT HOLX SMTC
Increasing unusual call option volume: ORBS AIRS CTMX PAYC SMTC PLD SSL SCO
Increasing unusual put option volume: PAYC HUN CARR GDS FXE BAM LWLG LW NVS
Popular stocks with increasing option volume: INTC SOFI MU PLTR MSTR AVGO ORCL SMCI NBIS NIO
Active options: NVDA TSLA AMZN MSFT INTC SOFI MU PLTR MSTR AMD AVGO GOOGL ORCL SMCI BMNR NBIS NIO ONDS
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $96.16, natural gas mixed, gold at $5018