Pre-Market IV Report March 25, 2026

Pre-Market IV Report March 25, 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: UGL FOUR GLL CHTR GLD IAU SAP IBM ISRG T TLT IEF IBRX ADMA LABD TSSI FRPT CRCL NTLA TTD SAP AXON WOR ACLS PRLB DX NVRI SNA

Stocks expected to have increasing option volume: USO CVX XOM XLE UNG LNG VG ONON PDD CTAS KBH PAYX CHWY ARM NKE PDD CTAS GME KBH APO KKR CG BX OWL TPG SATS ASTS

Movement

Strategy (MSTR) 30-day option implied volatility is at 70; compared to its 52-week range of 44 to 126. Call put ratio 1 call to 1 put with a focus 2600 contracts of March 27 weekly 130 puts.

Coinbase (COIN) 30-day option implied volatility is at 73; compared to its 52-week range of 48 to 100. Call put ratio 1.8 calls to 1 put.

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 38; compared to its 52-week range of 26 to 64. Call put ratio 1.4 calls to 1 put.

Novo Nordisk (NVO) 30-day option implied volatility is at 44; compared to its 52-week range of 48 to 100. Call put ratio 1.5 calls to 1 put.

Viking Therapeutics (VKTX) 30-day option implied volatility is at 75; compared to its 52-week range of 60 to 169. Call put ratio 5.6 calls to 1 put with a focus on March 27 weekly calls.

Ralph Lauren (RL) 30-day option implied volatility is at 39; compared to its 52-week range of 29 to 80. Call put ratio 1 call to 2.5 puts as share price up 1.7%.

The Lovesac Company (LOVE) 30-day option implied volatility is at 96; compared to its 52-week range of 49 to 120. Call put ratio 52 calls to 1 put with a focus on April 12.50 and 15 calls.

Cadence Design Systems (CDNS) 30-day option implied volatility is at 46; compared to its 52-week range of 26 to 67. Call put ratio calls to 1 put with a focus on 9990 contracts of June 265 and 7500 contracts of 290 puts.

SAP SE (SAP) 30-day option implied volatility is at 46; compared to its 52-week range of 22 to 51. Call put ratio 1 call to 1.1 puts as share price down 4.1%.

Urban Outfitters (URBN) 30-day option implied volatility is at 45; compared to its 52-week range of 37 to 82 with a focus on a spreader of 2786 contracts of April 65 and 70 calls.

GlobalFoundries (GFS) 30-day option implied volatility is at 58; compared to its 52-week range of 36 to 75. Call put ratio calls to 1 put with a focus 7K contracts of May 55 calls as share price up 4.4%.

Energy Recovery (ERII) 30-day option implied volatility is at 61; compared to its 52-week range of 30 to 80 with a focus on 5100 contracts of April 12.50 calls.

Straddle prices into quarter results and outlook

Chewy (CHWY) March 27 weekly 23 straddle priced for a move of 13%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: FUBO UCO ABVX DLO MESO M LULU DOCU FDX
Increasing unusual option volume: ORBS RXT DOC KPTI RARE NTNX SOYB TWO
Increasing unusual call option volume: DOC ORBS KPTI RARE ADMA SOYB BMEA
Increasing unusual put option volume: KPTI JEF HOLX CDNS FOUR SEI
Popular stocks with increasing option volume: MU PLTR GOOGL CRCL SOFI AMD SMCI INTC COIN HOOD MSTR ORCL
Active options: TSLA NVDA MSFT AAPL MU PLTR GOOGL CRCL META AMZN SOFI AMD SMCI INTC ONDS COIN GOOG HOOD MSTR ORCL
Global S&P Futures up in premarket, Nikkei up 2.8%, DAX up 1.5%, WTI Crude oil recently at $87.35, natural gas down 1.5%, gold at $4552