Daily IV Report
Pre-Market IV Report March 2, 2026
Pre-Market IV Report March 2, 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: KLAR ABR DHT APO […]
Pre-Market IV Report March 2, 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: KLAR ABR DHT APO AXP MET ZSL VERA HTGC DPST ABR CRMD LE JEF ZION ALKT SATS TEN ASC AES FAS KKR OWL HBAN ALLY RITM RF PRU PNC PFG CFG C MS BANC JPM USB XLF AAPL SGI HSBC MTB KBWB HIG JHG
Stocks expected to have increasing option volume: USO CVX XOM SLB HAL CRWD JPM C WFC BAC PNC USB GS MS BMRN CCL RCL NCLH
United States Oil Fund (USO) 30-day option implied volatility is at 63; compared to its 52-week range of 26 to 66. Call put ratio 1.2 calls to 1 put into WTI crude trades $72.
ExxonMobil (XOM) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 53. Call put ratio 2.1 calls to 1 put into WTI crude trades $72.
Chevron (CVX) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 58. Call put ratio 3.7 calls to 1 put into WTI crude oil up 7%.
SLB (SLB) 30-day option implied volatility is at 39; compared to its 52-week range of 28 to 65. Call put ratio 3.2 calls to 1 put into WTI crude oil up 7%.
Halliburton (HAL) 30-day option implied volatility is at 42; compared to its 52-week range of 30 to 69. Call put ratio 1.3 calls to 1 put into WTI crude trades $72.
Delta Air Lines (DAL) 30-day option implied volatility is at 49; compared to its 52-week range of 34 to 89. Call put ratio 1 call to 1.9 puts into WTI crude trades $72.
United Airlines (UAL) 30-day option implied volatility is at 55; compared to its 52-week range of 39 to 105. Call put ratio 1 call to 1.1 puts into WTI crude trades $72.
Southwest Airlines (LUV) 30-day option implied volatility is at 50; compared to its 52-week range of 29 to 77. Call put ratio 1.4 calls to 1 put into WTI crude trades $72.
American Airlines (AAL) 30-day option implied volatility is at 54; compared to its 52-week range of 37 to 95. Call put ratio 1 call to 1 put into WTI crude trades $72.
Shipping stocks option IV
DHT Holdings (DHT) 30-day option implied volatility is at 53; compared to its 52-week range of 27 to 61. Call put ratio 9.1 calls to 1 put into share price up before the bell.
International Seaways (INSW) 30-day option implied volatility is at 53; compared to its 52-week range of 27 to 66. Call put ratio 2.5 calls to 1 put into share price before the bell.
Scorpio Tankers (STNG) 30-day option implied volatility is at 45; compared to its 52-week range of 33 to 74. Call put ratio 7.4 calls to 1 put into share price up before the bell.
Teekay Tankers Ltd (TNK) 30-day option implied volatility is at 47; compared to its 52-week range of 31 to 69. Call put ratio 1 call to 4.9 puts into Iran conflict.
Nordic American Tanker (NAT) 30-day option implied volatility is at 54; compared to its 52-week range of 32 to 76. Call put ratio 15.6 calls to 1 put into Iran conflict.
Star Bulk Carriers (SBLK) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 66. Call put ratio 15 calls to 1 put into Iran conflict.
Global Ship Lease (GSL) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 61. Call put ratio 1.5 calls to 1 put into Iran conflict.
ZIM Integrated Shipping Services Ltd. (ZIM) 30-day option implied volatility is at 35; compared to its 52-week range of 32 to 118. Call put ratio 1.3 calls to 1 put into Iran conflict.
Danaos Corporation (DAC) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 47. Call put ratio 13 calls to 1 put into Iran conflict.
Genco Shipping & Trading Limited (GNK) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 70. Call put ratio 6.8 calls to 1 put into Iran conflict.
Frontline (FRO) 30-day option implied volatility is at 61; compared to its 52-week range of 33 to 73. Call put ratio 21 calls to 1 put into Iran conflict.
Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 49; compared to its 52-week range of 29 to 60. Call put ratio 2.2 calls to 1 put into gold up 3%.
iShares Silver Trust (SLV) 30-day option implied volatility is at 83; compared to its 52-week range of 22 to 110. Call put ratio 1.9 calls to 1 put into silver up 2.8%.
Straddle into quarter results and outlook
CrowdStrike Holdings Inc. (CRWD) March 6 weekly 370 straddle priced for a move of 10.5%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on March 3.
Target (TGT) March 6 weekly 114 straddle priced for a move of 9.5%. Call put ratio 1 call to 1.5 puts into the expected release of quarter results before the bell on March 3.
Options with decreasing option implied volatility: WOLF XRPT SOLT VNDA PSTG BBBY TTD AXON
Increasing unusual option volume: PBRA EWC CNK HTHC GXO
Increasing unusual call option volume: CNK PBRA LMT ICLN IGV
Increasing unusual put option volume: EWC FEZ PBF EWY FSK DVA MNST
Popular stocks with increasing option volume: SOFI CRWV MSTR MU WBD INTC BAC HOOD
Active options: NVDA NFLX TSLA AAPL SOFI AMZN CRWV PLTR MARA MSTR MSFT AMD MU GOOGL META WBD IREN INTC BAC HOOD
Global S&P Futures down in premarket, Nikkei down 1.5%, DAX down 1%, WTI Crude oil recently at $71.71, natural gas up 3%, gold at $5408
