Pre-Market IV Report March 26, 2026

Pre-Market IV Report March 26, 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 GLL IAU GLD AES FUBO PAYS CORT DAVE APGE BKLN AES XOVR DOC

Stocks expected to have increasing option volume: DBI CMC BYND CELH JBLU ALK CCL RCL NLCH VIK JEF CMC PONY USO CVX XOM XLE UNG LNG VG ARES NAVN NDLS JEF WS

United States Oil Fund (USO) 30-day option implied volatility is at 87; compared to its 52-week range of 26 to 128. Call put ratio 1 calls to 1 put amid energy price movement.

SPDR Gold Trust (GLD) 30-day option implied volatility is at 35; compared to its 52-week range of 14 to 44. Call put ratio 1.2 calls to 1 put as gold trends lower.

Option IV for social media amid headlines

Meta Platforms (META) 30-day option implied volatility is at 35; compared to its 52-week range of 24 to 68. Call put ratio 1.1 calls to 1 put amid headlines.

Alphabet (GOOG) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 58. Call put ratio 2.3 calls to 1 put amid headlines

Microsoft (MSFT) 30-day option implied volatility is at 28; compared to its 52-week range of 16 to 50. Call put ratio 1.5 calls to 1 put.

Snap (SNAP) 30-day option implied volatility is at 65; compared to its 52-week range of 42 to 125. Call put ratio 3.8 calls to 1 put.

Straddle prices into quarter results and outlook

Carnival Corp. (CCL) March 27 weekly straddle is priced for a move of 9.5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on March 27.

Movers

JetBlue Airways (JBLU) 30-day option implied volatility is at 82; compared to its 52-week range of 52 to 115. Call put ratio 8 calls to 1 put with a focus on June calls.

Alaska Air Group (ALK) 30-day option implied volatility is at 64; compared to its 52-week range of 39 to 89. Call put ratio 1 call to 1.6 puts.

UBS AG (UBS) 30-day option implied volatility is at 39; compared to its 52-week range of 21 to 60. Call put ratio 8 calls to 1 put with a focus on 1000 contracts of April 40 calls and 4200 contracts of April 42.50 calls as share price up 3.1%.

Arbor Realty Trust (ABR) 30-day option implied volatility is at 49; compared to its 52-week range of 28 to 68. Call put ratio 1 call to 2.3 puts with a focus on 13K contracts of April 6 puts.

KE Holdings Inc. (BEKE) 30-day option implied volatility is at 43; compared to its 52-week range of 32 to 82. Call put ratio 1 call to 27 puts with a focus on 20K contracts of April 13 puts.

Pony AI (PONY) 30-day option implied volatility is at 89; compared to its 52-week range of 63 to 200. Call put ratio 3.9 calls to 1 put on active option volume of 20K contracts.

Options with decreasing option implied volatility: ABVX SRPT DLO MESO BRZE CHWY FDX PDD UUP
Increasing unusual option volume: TERN RXT REAL ORBS HDB PD BWA VGZ
Increasing unusual call option volume: TERN ORBS REAL VGZ DOC BZAI TXG TWO AIRS FSK
Increasing unusual put option volume: TSEM BEKE BAM JBL CDNS GGAL BRZE
Popular stocks with increasing option volume: MU INTC PLTR CRWV SOFI SMCI MSTR HOOD ARM GME
Active options: TSLA NVDA AMD MU MSFT AMZN INTC AAPL META GOOGL PLTR CRWV SOFI SMCI MSTR HOOD ARM ONDS GOOG GME
Global S&P Futures lower in premarket, Nikkei mixed, DAX down 1.5%, WTI Crude oil recently at $93.53, natural gas mixed, gold at $4422