Pre-Market IV Report March 27, 2026

Pre-Market IV Report March 27, 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: SATL HIMZ METU SMCI GLL UGL CAR GLD BKLN IAU TMF EEM IEF WVE MESO ABVX BRZE CAPR SRPT CHWY GME PDD VISN

Stocks expected to have increasing option volume: META GOOGL GOOG SNAP RBLX MSFT CCL NCLH VIK RCL NMAX U VERI LMND

Meta (META) option IV increases

Meta Platforms (META) 30-day option implied volatility is at 42; compared to its 52-week range of 24 to 68. Call put ratio 1.7 calls to 1 put amid social headlines.

Alphabet (GOOG) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 58. Call put ratio 1.2 calls to 1 put.

Microsoft (MSFT) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 50. Call put ratio 1 call to 1.2 puts.

Sandisk (SNDK) 30-day option implied volatility is at 97; compared to its 52-week range of 44 to 123. Call put ratio 1.2 calls to 1 put as share price movement.

Western Digital (WDC) 30-day option implied volatility is at 83; compared to its 52-week range of 33 to 93. Call put ratio 1.4 calls to 1 put as share price down.

Micron Technology (MU) 30-day option implied volatility is at 66; compared to its 52-week range of 38 to 87. Call put ratio 1 call to 1 put with as share price down.

Snap (SNAP) 30-day option implied volatility is at 76; compared to its 52-week range of 42 to 125. Call put ratio 3.8 calls to 1 put on active option volume of 293K contracts.

Roblox (RBLX) 30-day option implied volatility is at 70; compared to its 52-week range of 37 to 98. Call put ratio 1.4 calls to 1 put.

Cirrus Logic, Inc. (CRUS) 30-day option implied volatility is at 44; compared to its 52-week range of 30 to 69. Call put ratio 2.3 calls to 1 put amid wide price movement.

Straddle prices into quarter results and outlook

Nike (NKE) April 2 weekly straddle is priced for a move of 9%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on April 2.Nike (NKE) April 2 weekly straddle is priced for a move of 9%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on April 2.

Movers

The Lovesac Company (LOVE) 30-day option implied volatility is at 75; compared to its 52-week range of 48 to 120. Call put ratio 9.2 calls to 1 put with a focus on 1300 contracts of May 15 calls as share price up 20.9%.

ICON plc (ICLR) 30-day option implied volatility is at 66; compared to its 52-week range of 32 to 73. Call put ratio 1 call to 1 put as share price up 2.6%.

Jefferies Financial Group (JEF) 30-day option implied volatility is at 55; compared to its 52-week range of 30 to 82. Call put ratio 19 calls to 1 put with a focus on a spreader of 8K contracts of May 45 and 55 calls.

Scotts Miracle-Gro (SMG) 30-day option implied volatility is at 46; compared to its 52-week range of 32 to 81. Call put ratio 1.9 calls to 1 put as share price down 8.2%.

Noah Holdings (NOAH) 30-day option implied volatility is at 54; compared to its 52-week range of 40 to 100 with a focus on 500 contracts of September 12.50 calls as share price down 10.8%.

Icahn Enterprises L.P. (IEP) 30-day option implied volatility is at 45; compared to its 52-week range of 27 to 77 with a focus on 2K contracts of September 5 puts.

Melco Resorts & Entertainment (MLCO) 30-day option implied volatility is at 55; compared to its 52-week range of 37 to 95 with a focus on 10K contracts of January 7 calls.

MakeMyTrip Limited (MMYT) 30-day option implied volatility is at 75; compared to its 52-week range of 33 to 79 with a focus on spreader of 5K contracts of April 40 and 45 calls.

ADMA Biologics (ADMA) 30-day option implied volatility is at 116; compared to its 52-week range of 41 to 97. Call put ratio 4.3 calls to 1 put with a focus on June 10 and 15 calls as share price down 18.4%.

Options with decreasing option implied volatility: WVE MESO ABVX BRZE CAPR SRPT CHWY GME PDD VISN
Increasing unusual option volume: TERN WT HNRG CODI ADMA PROP CNK
Increasing unusual call option volume: WT ADMA CODI TERN BFB MLCO NEXT
Increasing unusual put option volume: XLC CTRA TSEM EXE BAM CG DAWN ADMA
Popular stocks with increasing option volume: 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 mixed in premarket, Nikkei mixed, DAX down, WTI Crude oil recently at $93.32, natural gas mixed, gold at $4425