Daily IV Report
Pre-Market IV Report March 19, 2026
Pre-Market IV Report March 19, 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: VG KOD GEMI UVIX […]
Pre-Market IV Report March 19, 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: VG KOD GEMI UVIX UVXY VXX RVMD NEXT ALRM SQQQ SIG TQQQ MTA CF HDB CWAN SGRY UNG V ABT SPY AAPL DIA OITS EEM FEZ JEPI ASHR XLRE MCD QQQM SPYI HYG LQD UUP
Stocks expected to have increasing option volume: MU FDX BABA PDD ACN PUK DRI PL SIG FLY LUNR XPEV MSTR RKLB RCAT
Movers
Sandisk (SNDK) 30-day option implied volatility is at 96; compared to its 52-week range of 44 to 123. Call put ratio 1.3 calls to 1 put into Micron (MU) results and outlook.
Western Digital (WDC) 30-day option implied volatility is at 79; compared to its 52-week range of 33 to 93. Call put ratio 1.8 calls to 1 put into Micron (MU) results and outlook.
Strategy (MSTR) 30-day option implied volatility is at 70; compared to its 52-week range of 44 to 126. Call put ratio 1.1 calls to 1 put into Bitcoin trades $70K.
Carvana (CVNA) 30-day option implied volatility is at 73; compared to its 52-week range of 46 to 125. Call put ratio 1 call to 2.2 puts.
Affirm Holdings (AFRM) 30-day option implied volatility is at 76; compared to its 52-week range of 51 to 131. Call put ratio 1.1 calls to 1 put.
Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 51; compared to its 52-week range of 29 to 60. Call put ratio 2 calls to 1 put ss gold at six-week low.
Venture Global (VG) 30-day option implied volatility is at 97; compared to its 52-week range of 51 to 125. Call put ratio 11.7 calls to 1 put amid wide price movement.
Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 24; compared to its 52-week range of 13 to 49. Call put ratio 1 call to 1.2 puts.
Freeport-McMoran (FCX) 30-day option implied volatility is at 55; compared to its 52-week range of 32 to 83. Call put ratio 1.9 calls to 1 put amid price movement.
Adobe Systems (ADBE) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 58. Call put ratio 1 call to 1.9 puts with a focus on March puts.
Shoals Technologies Group, Inc. (SHLS) 30-day option implied volatility is at 80; compared to its 52-week range of 66 to 117 with a focus on 19999 contracts of May 7 calls.
BlackSky (BKSY) 30-day option implied volatility is at 108; compared to its 52-week range of 76 to 162. Call put ratio 18 calls to 1 put with a focus on 4K contracts of April 30 calls.
SailPoint Technologies Holdings, Inc. (SAIL) 30-day option implied volatility is at 67; compared to its 52-week range of 45 to 86. Call put ratio 1.6 calls to 1 put as share price down 14.5%.
Kohl’s (KSS) 30-day option implied volatility is at 69; compared to its 52-week range of 46 to 156. Call put ratio 1 call tow puts with a focus on 10K contracts of April 12 puts as share price down 4%.
Amphenol (APH) 30-day option implied volatility is at 49; compared to its 52-week range of 26 to 60. Call put ratio 1 call to 2 puts as share price down 4.6%.
Straddle prices into quarter results and outlook
FedEx (FDX) March 350 straddle priced for a move of 7%. Call put ratio 1 call to 2.1 puts into the expected release of quarter results today after the bell.
Options with decreasing option implied volatility: QURE PATH RBRK S DOCU LULU TTAN DG M ADBE DLTR ULTA BEKE
Increasing unusual option volume: QSR EWT ORBS YEXT TME TWO XIFR BNO CTMX
Increasing unusual call option volume: QSR ORBS TME KBH TWO MCHP BNO JBL
Increasing unusual put option volume: EWT XIFR ARES NEXT WSM FSLY JBL NN SHW FEZ TGTX
Popular stocks with increasing option volume: SOFI MU AMD MSTR INTC PLTR BABA AVGO NFLX PFE SNDK
Active options: TSLA NVDA AMZN AAPL SOFI MU MSFT META AMD MSTR INTC GOOGL PLTR BABA AVGO NFLX PFE SNDK ONDS NBIS
Global S&P Futures lower in premarket, Nikkei down 3%, DAX down 2%, WTI Crude oil recently at $97.60, natural gas up 4%, gold at $4704
