Pre-Market IV Report March 18, 2026

Pre-Market IV Report March 18, 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: MU FDX WSM M GIS LULU OKLO HQY BOBS TTD SOFI BMBL GIS HTHT M FIVE RCAT DLO BABA

Straddle prices into quarter results and outlook

Micron Technology (MU) March 460 straddle priced for a move of 8.5%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on March 18.

Five Below (FIVE) March 210 straddle priced for a move of 9%. Call put ratio 1 calls to 19 puts into the expected release of quarter results after the bell on March 18.

Red Cat Holdings Inc. (RCAT) March 17 straddle priced for a move of 15%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on March 18.

Alibaba (BABA) March 137 straddle priced for a move of 6.5%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on March 19.

Accenture (ACN) March 197.50 straddle priced for a move of 7.5%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on March 19.

FedEx (FDX) March 355 straddle priced for a move of 7%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on March 19.

Movers

SoFi Technologies (SOFI) 30-day option implied volatility is at 63; compared to its 52-week range of 47 to 114. Call put ratio 1 call to 1 put amid wide price movement.

Flutter Entertainment (FLUT) 30-day option implied volatility is at 56; compared to its 52-week range of 25 to 72. Call put ratio 1 call to 71 puts with a focus on March puts.

DraftKings (DKNG) 30-day option implied volatility is at 53; compared to its 52-week range of 34 to 87. Call put ratio 3.6 calls to 1 put with a focus on March options.

The Trade Desk Inc. (TTD) 30-day option implied volatility is at 64; compared to its 52-week range of 42 to 107. Call put ratio 1.2 calls to 1 put amid wide price movement.

Elbit Systems (ESLT) 30-day option implied volatility is at 47; compared to its 52-week range of 28 to 60. Call put ratio 1.9 calls to 1 put as share price up 14.9%.

Align Technology (ALGN) 30-day option implied volatility is at 41; compared to its 52-week range of 30 to 82. Call put ratio 1 call to 1.8 puts as share price up 3.9%.

Chemours (CC) 30-day option implied volatility is at 73; compared to its 52-week range of 48 to 92 with a focus on March weekly calls as share price up 7.9%.

RTX (RTX) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 54. Call put ratio 2 calls to 1 put on active option volume of 38K contracts.

GXO Logistics, Inc. (GXO) 30-day option implied volatility is at 39; compared to its 52-week range of 28 to 79. Call put ratio 1 call to 1.9 puts.

Green Plains (GPRE) 30-day option implied volatility is at 70; compared to its 52-week range of 57 to 119 with a focus on 5K contracts of April 15 calls.

Kenvue (KVUE) 30-day option implied volatility is at 22; compared to its 52-week range of 21 to 75 with a focus on a spreader of March 17 and June 18 calls.

Options with decreasing option implied volatility: TSSI QURE ORCX PATH RBRK AGQ OCUL EVLV VNET S AVAV ORCL DG DJT DLTR ADBE TTAN UNG CZR LI
Increasing unusual option volume: ORBS TME ALDX VSAT CTMX AIRS FIGS
Increasing unusual call option volume: TME ORBS VSAT AIRS SMTC JBL SCO KPTI
Increasing unusual put option volume: ALDX STWD JBL EWT FIVE KPTI BKLN
Popular stocks with increasing option volume: INTC PLTR MU AVGO MSTR NBIS ORCL NFLX AAL
Active options: NVDA TSLA SOFI AMZN MSFT INTC AAPL META PLTR MU AVGO MSTR AMD GOOGL NBIS ORCL NFLX ONDS AAL OPEN
Global S&P Futures up in premarket, Nikkei up 2.5%, DAX up, WTI Crude oil recently at $94.60, natural gas down 2.4%, gold at $4998