Pre-Market IV Report March 3, 2026

Pre-Market IV Report March 3, 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: LW DHT SOLT AVAV AXTI POET NAT SGRY RCAT AAOI BOIL LASR LABD DRVN AEHR KROS DPRO CYTX NG VIAV KOLD BTU DJT RH SCO SGMT COMP SMMT NOK SPT TNK CRMD DRS BILL VIR VIK USO KDK NVGS OIH WEN TEL FSK SAN DBC NOC DB EL ELV EXEL FEZ GLNG XBI EFA EWG MUB

Stocks expected to have increasing option volume: USO SLV GDX CRWD MDB CORZ ASTS ACHR ROST TGT VIK ONON BBY AVGO AZO VIK ASAN VSNT PLUG BBAI ACHR IHRT DAVE QUBT TREE OIH RIOT TOT BP TDW ASAN T

Movers

Oracle (ORCL) 30-day option implied volatility is at 74; compared to its 52-week range of 28 to 77. Call put ratio 1 call to 1.1 puts.

NVIDIA (NVDA) 30-day option implied volatility is at 44; compared to its 52-week range of 32 to 74. Call put ratio 1.8 calls to 1 put.

Strategy (MSTR) 30-day option implied volatility is at 78; compared to its 52-week range of 44 to 126. Call put ratio 1 call to 1 put into Bitcoin trades $66,500.

Market Vectors Oil Services ETF (OIH) 30-day option implied volatility is at 44; compared to its 52-week range of 28 to 70. Call put ratio 2.4 calls to 1 put.

United States Oil Fund (USO) 30-day option implied volatility is at 69; compared to its 52-week range of 26 to 68. Call put ratio 1.8 calls to 1 put.

ExxonMobil (XOM) 30-day option implied volatility is at 34; compared to its 52-week range of 18 to 53. Call put ratio 1.7 calls to 1 put.

Chevron (CVX) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 58. Call put ratio 2.7 calls to 1 put into WTI crude oil up 5.4%.

SLB (SLB) 30-day option implied volatility is at 41; compared to its 52-week range of 28 to 65. Call put ratio 9.1 calls to 1 put into WTI crude oil up 5.4%.

Halliburton (HAL) 30-day option implied volatility is at 45; compared to its 52-week range of 30 to 69. Call put ratio 3.1 calls to 1 put into WTI crude trades $75.

BP plc (BP) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 57. Call put ratio 1.4 calls to 1 put into WTI crude trades $75.

Occidental Petroleum (OXY) 30-day option implied volatility is at 42; compared to its 52-week range of 25 to 73. Call put ratio 5.4 call to 1 put.

ConocoPhillips (COP) 30-day option implied volatility is at 38; compared to its 52-week range of 24 to 68. Call put ratio 2.5 calls to 1 put.

EOG Resources (EOG) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 58. Call put ratio 1 call to 1.4 puts into WTI crude trades $75.

Straddle into quarter results and outlook

CrowdStrike Holdings Inc. (CRWD) March 6 weekly 385 straddle priced for a move of 10%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results today after the bell.

Ross Stores (ROST) March 6 weekly 202.50 straddle priced for a move of 7%. Call put ratio 1 calls to 3.7 puts into the expected release of quarter results today after the bell.

Broadcom (AVGO) March 6 weekly 320 straddle priced for a move of 9%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on March 4.

Abercrombie & Fitch (ANF) March 6 weekly straddle 98 priced for a move of 14%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on March 4.

Costco (COST) March 6 weekly 1002.5 straddle priced for a move of 4%. Call put ratio 1 calls to 1.2 puts into the expected release of quarter results after the bell on March 5.

Options with decreasing option implied volatility: QURE AXON TTD PSTG BBBY INOD DUOL AMBA WBD ENVX ZETA SNOW CELH SG XYZ CAVA ZS VYTX HRL MNST NU KDP TJX UUP INTU FOUR WDAY
Increasing unusual option volume: BNO JEF DINO WTI TEL BBW FSLY REAL BUG ADI KOPN
Increasing unusual call option volume: JEF DINO ADI WTI IGV PRGS JETS FSLY BUG LASR
Increasing unusual put option volume: EWY DHT VIK USAS FEZ NOK HUN FSLY NXE ONON QURE
Popular stocks with increasing option volume: SOFI MU MSTR WBD ORCL AAL XOM INTC
Active options: NVDA TSLA NFLX PLTR AAPL AMZN MSFT ONDS AMD META SOFI MU MSTR WBD GOOGL ORCL AAL XOM INTC MARA
Global S&P Futures down in premarket, Nikkei down 3%, DAX down 3%, WTI Crude oil recently at $75, natural gas up 6%, gold at $5284