Pre-Market IV Report March 23, 2026

Pre-Market IV Report March 23, 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: SMCI RVMD MESO IONX LE SMCX HIMZ SMCI RLAY BCRX TECL UPRO TECS VGT RUT NLY GRNY VGT MXEA PBRA XSP SPX NDX AEP XND TLT SAP XLK FEZ BKLN SPHR SDS SAP

Stocks expected to have increasing option volume: GDX SLV USO AA FCX GOLD SNPS VRT LITE COHR SATS MTCH MOH LW PAYC

Movers

United States Oil Fund (USO) 30-day option implied volatility is at 89; compared to its 52-week range of 26 to 129. Call put ratio 1.1 calls to 1 put into WTI crude above $100.

Freeport-McMoran (FCX) 30-day option implied volatility is at 57; compared to its 52-week range of 33 to 83. Call put ratio 1.1 calls to 1 put as share price lower before the bell.

Southern Copper Corp. (SCCO) 30-day option implied volatility is at 66; compared to its 52-week range of 29 to 73. Call put ratio 1 call to 7.6 puts as share price down 6.5%.

iShares Silver Trust (SLV) 30-day option implied volatility is at 66; compared to its 52-week range of 22 to 111. Call put ratio 1.1 calls to 1 put as silver down 6.5%.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 55; compared to its 52-week range of 29 to 60. Call put ratio 1 call to 1.3 puts as gold down 6.7%.

Alcoa (AA) 30-day option implied volatility is at 74; compared to its 52-week range of 43 to 100. Call put ratio 2.2 calls to 1 put.

Karyopharm Therapeutics (KPTI) 30-day option implied volatility is at 478; compared to its 52-week range of 72 to 493. Call put ratio 1 call to 1 put with a focus on a spreader of 6700 contracts of March 10 puts, April 10 puts, April 10 calls and April 17.50 calls.

Revolution Medicines (RVMD) 30-day option implied volatility is at 104; compared to its 52-week range of 40 to 104. Call put ratio 1 call to 4.7 puts with a focus on April 70 and 90 puts.

iShares 7-10 Year Treasury Bond ETF (IEF) 30-day option implied volatility is at 9; compared to its 52-week range of 5 to 11. Call put ratio 1 call to 6 puts with a focus on March 95, April 94 and May 94 puts.

Super Micro Computer (SMCI) 30-day option implied volatility is at 106; compared to its 52-week range of 52 to 128. Call put ratio 1 call to 1 put amid share price below$20 before the bell.

Synopsys (SNPS) 30-day option implied volatility is at 46; compared to its 52-week range of 30 to 68. Call put ratio 1.4 calls to 1 put into share price up in premarket.

Freshpet (FRPT) 30-day option implied volatility is at 53; compared to its 52-week range of 42 to 86. Call put ratio 1 call to 1.2 puts amid wide price movement.

Straddle prices into quarter results and outlook

GameStop (GME) March 27 weekly 22.50 straddle priced for a move of 7.5%. Call put ratio 2.4 calls to 1 put into the expected release of quarter results after the bell on March 24.

KB Home (KBH) April 50 straddle priced for a move of 11%. Call put ratio 4.8 calls to 1 put into the expected release of quarter results after the bell on March 24.

Options with decreasing option implied volatility: UCO DLO DOCU LULU M DLTR ACN BEKE FDX
Increasing unusual option volume: RXT AIRS MLYS KPTI OPRA PD BNO MTUM
Increasing unusual call option volume: AIRS OPRA RXT KPTI BNO DVA SCO CVI
Increasing unusual put option volume: KPTI XLB VISN BIZD RITM NEXT IEF
Popular stocks with increasing option volume: MU SOFI MSTR AMD PLTR BABA NFLX RIVN INTC SMCI IREN HOOD
Active options: NVDA TSLA MU AAPL META SOFI AMZN MSTR MSFT AMD PLTR BABA NFLX RIVN INTC SMCI GOOGL IREN HOOD ONDS
Global S&P Futures lower in premarket, Nikkei down 3%, DAX down 1.5%, WTI Crude oil recently at $100, natural gas up 1.5%, gold at $4242