Pre-Market IV Report March 30, 2026

Pre-Market IV Report March 30, 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: METU CAR META BKLN KODK ADMA PRCT UNHG HUM JACK INOD

Stocks expected to have increasing option volume: SNDK WDC MU USO CVX XOM BFB
Option implied volatility for cybersecurity companies

Oracle (ORCL) option IV

Oracle (ORCL) 30-day option implied volatility is at 55; compared to its 52-week range of 28 to 77. Call put ratio 1 call to 1 put.

Security option IV

CrowdStrike (CRWD) 30-day option implied volatility is at 50; compared to its 52-week range of 32 to 77. Call put ratio 1.1 calls to 1 put.

F5 Networks (FFIV) 30-day option implied volatility is at 59; compared to its 52-week range of 32 to 77. Call put ratio 1.1 calls to 1 put.

Okta, Inc. (OKTA) 30-day option implied volatility is at 55; compared to its 52-week range of 30 to 74. Call put ratio 1 call to 1.3 puts.

Fortinet (FTNT) 30-day option implied volatility is at 43; compared to its 52-week range of 25 to 76. Call put ratio 1.2 calls to 1 put.

Check Point (CHKP) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 52. Call put ratio 1 call to 1 put.

Palo Alto Networks (PANW) 30-dfay option implied volatility is at 45; compared to its 52-week range of 24 to 63. Call put ratio 1 call to 1.1 puts.

Zscaler (ZS) 30-day option implied volatility is at 61; compared to its 52-week range of 30 to 80. Call put ratio call to 1.6 puts.

SentinelOne, Inc. (S) 30-day option implied volatility is at 55; compared to its 52-week range of 35 to77. Call put ratio 1.6 calls to 1 put.

SailPoint Technologies Holdings, Inc. (SAIL) 30-day option implied volatility is at 70; compared to its 52-week range of 45 to 86. Call put ratio 5.2 calls to 1 put amid price movement.

Rubrik (RBRK) 30-day option implied volatility is at 66; compared to its 52-week range of 39 to 103. Call put ratio 2.3 calls to 1 put.

Cloudflare (NET) 30-day option implied volatility is at 62; compared to its 52-week range of 40 to 100. Call put ratio 1 call to 1.6 puts.

Netskope (NTSK) 30-day option implied volatility is at 89; compared to its 52-week range of 61 to 112. Call put ratio 6.1 calls to 1 put as share price moves lower.

Unity Software Inc. (U) 30-day option implied volatility is at 85; compared to its 52-week range of 55 to 108. Call put ratio 2.7 calls to 1 put with a focus on April 22 and 23 calls amid sharp rally.

Patterson-UTI Energy (PTEN) 30-day option implied volatility is at 60; compared to its 52-week range of 45 to 100 with a focus on 31K contracts of August 12 calls.

Entergy (ETR) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 42. Call put ratio 2.7 calls to 1 put.

Burford Capital (BUR) 30-day option implied volatility is at 89; compared to its 52-week range of 25 to 89. Call put ratio 1.5 calls to 1 put.
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Klarna Group (KLAR) 30-day option implied volatility is at 82; compared to its 52-week range of 55 to 107. Call put ratio 1 call to 9.8 puts with a focus on April 12.5 puts.

Galaxy Digital (GLXY) 30-day option implied volatility is at 95; compared to its 52-week range of 74 to 123. Call put ratio 1 call to 1.8 puts.

Straddle prices into quarter results and outlook

McCormick & Co. (MKC) April weekly straddle 55 is priced for a move of 10%. Call put ratio 4.5 calls to 1 put into the expected release of quarter results before the bell on March 31.

Options with decreasing option implied volatility: WVE MESO ABVX BRZE SMCI GME
Increasing unusual option volume: BUR CANE ADMA DBA PTEN COUR
Increasing unusual call option volume: ADMA CANE DBA PTEN PRCT COUR JBS
Increasing unusual put option volume: JBL VLY EXE IEF MDLN AGX PAGP YOU
Popular stocks with increasing option volume: MU MSTR AMD SOFI PLTR NFLX INTC HOOD AVGO
Active options: NVDA TSLA MSFT AAPL AMZN MU MSTR AMD SOFI AMZN MU AMD SOFI NFLX MARA PLTR GOOGL SMCI INTC IREN HOOD AVGO ONDS
Global S&P Futures mixed in premarket, Nikkei down 3%, DAX mixed, WTI Crude oil recently at $100.55, natural gas down 3%, gold at $4509