Pre-Market IV Report March 24, 2026

Pre-Market IV Report March 24, 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: GLL UGL GLD IAU CERT EXK UGL REAL NMAX DUST HROW GLL ESTA ATEX IAU EWTX EL WEAT GLD PRGO BKLN KDK CHTR ICLN DBX CXW

Stocks expected to have increasing option volume: APO ARES BX CG TPG KKR BK EL ELF COTY PG CL GME SFD

PE option IV amid APO heallines

Apollo Global Management (APO) 30-day option implied volatility is at 49; compared to its 52-week range of 26 to 86. Call put ratio 1 call to 4.7 puts into capping private equity redemptions.

KKR & Co. (KKR) 30-day option implied volatility is at 50; compared to its 52-week range of 29 to 89. Call put ratio 1 call to 1.8 puts.

Blackstone (BX) 30-day option implied volatility is at 49; compared to its 52-week range of 26 to 77. Call put ratio 1 call to 1 put.

The Carlyle Group (CG) 30-day option implied volatility is at 50; compared to its 52-week range of 32 to 90. Call put ratio 9.5 calls to 1 put with a focus on a spreader of 621 contracts of June and January 60 calls.

Ares Management (ARES) 30-day option implied volatility is at 56; compared to its 52-week range of 27 to 77. Call put ratio 1 call to 1.1 puts.

TPG (TPG) 30-day option implied volatility is at 51; compared to its 52-week range of 29 to 77. Call put ratio 7.4 calls to 1 put with a focus on January 50 calls.

BlackRock (BLK) 30-day option implied volatility is at 36; compared to its 52-week range of 18 to 52. Call put ratio 1 call to 1.5 puts.

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 1.5 calls to 1 put.

Estee Lauder (EL), ELF, COTY, PG, CL, ULTA option IV

Estee Lauder (EL) 30-day option implied volatility is at 58; compared to its 52-week range of 30 to 101. Call put ratio 1 call to 1 put amid share price sell off into bell.

e.l.f. Beauty, Inc. (ELF) 30-day option implied volatility is at 65; compared to its 52-week range of 46 to 104. Call put ratio 2 calls to 1 put.

Coty (COTY) 30-day option implied volatility is at 61; compared to its 52-week range of 37 to 103. Call put ratio 1.6 calls to 1 put.

Ulta Beauty (ULTA) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 61. Call put ratio 4 calls to 1 put with a focus on Mach 640 calls.

Procter & Gamble (PG) 30-day option implied volatility is at 27; compared to its 52-week range of 15 to 35. Call put ratio 1.7 calls to 1 put.

Colgate-Palmolive (CL) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 37. Call put ratio 1.5 calls to 1 put.

Movers

MongoDB (MDB) 30-day option implied volatility is at 56; compared to its 52-week range of 34 to 99. Call put ratio 2.9 calls to 1 put with a focus on March 290 weekly calls as share price up 5.8%.

Vale S.A. (VALE) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 51. Call put ratio 1.9 calls to 1 put as share price up 5.9%.

Thomson Reuters (TRI) 30-day option implied volatility is at 46; compared to its 52-week range of 17 to 51. Call put ratio 1.4 calls to 1 put as share price down 2.3%.

Crown Castle (CCI) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 43. Call put ratio 1.3 calls to 1 put as share price down 1%.

Chewy (CHWY) 30-day option implied volatility is at 72; compared to its 52-week range of 34 to 74. Call put ratio 1 call to 2.2 puts on active option volume of 37K contracts.

IDEAYA Biosciences (IDYA) 30-day option implied volatility is at 107; compared to its 52-week range of 53 to 190 with a focus on April 22.50 ad May 30 puts.

Aris Water Solutions (ARIS) 30-day option implied volatility is at 73; compared to its 52-week range of 24 to 81 with a focus on 3300 contracts of May 20 calls.

Braze, Inc. (BRZE) 30-day option implied volatility is at 96; compared to its 52-week range of 40 to 97. Call put ratio 15.5 calls to 1 put with a focus on 1795 contracts of April 20 calls.

Straddle prices into quarter results and outlook

Cintas Corp. (CTAS) March 27 weekly 180 straddle priced for a move of 6%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results on March 25.

Options with decreasing option implied volatility: PL UCO DLO M LULU DOCU PZZA FDX VISN
Increasing unusual option volume: GXO AIRS BNO IDYA TWO XLC SIG EWT BIZD
Increasing unusual call option volume: AIRS BNO SIG SCO JBL PPL MDLN PPL
Increasing unusual put option volume: XLC EWT IDYA WEN BAM GGAL EXE XIFR CF
Popular stocks with increasing option volume: SMCI MU MSFT PLTR SOFI INTC GOOGL MSTR NFLX HOOD
Active options: TSLA NVDA AAPL AMZN SMCI MU MSFT PLTR SOFI META AMD INTC GOOGL MSTR ONDS IREN NFLX WULF HOOD
Global S&P Futures lower in premarket, Nikkei mixed to up, DAX mixed to down, WTI Crude oil recently at $91, natural gas up 1.5%, gold at $4408