Pre-Market IV Report March 31, 2026

Pre-Market IV Report March 31, 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 HUM AXON CMG ROKU ALGN META AMZN GM LLY SYY UPS

Stocks expected to have increasing option volume: CALM UNF LW CAG NG FDS MKC NKE ONON UA UAA DECK LULU CROX MKC SPCE IMAX SNDK WDC MU USO CVX XOM PHR

Option movers into end of quarter

Sandisk (SNDK) 30-day option implied volatility is at 104; compared to its 52-week range of 44 to 123. Call put ratio 1.2 calls to 1 put.

Western Digital (WDC) 30-day option implied volatility is at 93; compared to its 52-week range of 33 to 93. Call put ratio 1 call to 1 put.

Micron Technology (MU) 30-day option implied volatility is at 72; compared to its 52-week range of 38 to 87. Call put ratio 1.1 calls to 1 put.

Taiwan Semi (TSM) 30-day option implied volatility is at 50; compared to its 52-week range of 30 to 72. Call put ratio 1 call to 1.1 puts.

Alibaba (BABA) 30-day option implied volatility is at 44; compared to its 52-week range of 31 to 73. Call put ratio 1.1 calls to 1 put.

Arm Holdings (ARM) 30-day option implied volatility is at 64; compared to its 52-week range of 42 to 99. Call put ratio 1 call to 1 put amid wide price movement.

United States Oil Fund (USO) 30-day option implied volatility is at 94; compared to its 52-week range of 26 to 129. Call put ratio 1.1 calls to 1 put amid energy headlines.

Straddle prices into quarter results

RH (RH) March 27 weekly 132 straddle is priced for a move of 14%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Nike (NKE) April 2 weekly 51 straddle is priced for a move of 9%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on April 2.

Option movers into end of quarter

Alcoa (AA) 30-day option implied volatility is at 78; compared to its 52-week range of 43 to 100. Call put ratio 3.3 calls to 1 put as share price up 8.2%.

Sysco Corp. (SYY) 30-day option implied volatility is at 36; compared to its 52-week range of 15 to 39. Call put ratio 1.9 calls to 1 put following deal to acquire Jetro Restaurant Depot.

Boston Scientific (BSX) 30-day option implied volatility is at 48; compared to its 52-week range of 19 to 53. Call put ratio 1.3 calls to 1 put as share price down 9%.

United Therapeutics (UTHR) 30-day option implied volatility is at 39; compared to its 52-week range of 26 to 94. Call put ratio 3.4 calls to 1 put as share price up 12.5%.

Argo Group International Holdings (ARGO) 30-day option implied volatility is at 70; compared to its 52-week range of 28 to 80. Call put ratio 9.8 calls to 1 put with a focus on September 15 calls as share price down 8.5%.

Element Solutions (ESI) 30-day option implied volatility is at 52; compared to its 52-week range of 26 to 69. Call put ratio 1 call to 24 puts with a focus 2999 contracts of May 32 puts.

Sonoco (SON) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 43 with a focus on a spreader of 2778 contracts of May 50 and 60 calls.

Fidelity National Financial (FNF) 30-day option implied volatility is at 39; compared to its 52-week range of 18 to 48 with a focus on 5600 contracts of April 40 puts.

Vista Oil & Gas, S.A.B. de C.V. (VIST) 30-day option implied volatility is at 56; compared to its 52-week range of 38 to 88 with a focus on a spreader of April 55 and 65 puts.

Options with decreasing option implied volatility: ABVX WVE BRZE CHWY GME
Increasing unusual option volume: SNAP CORN UTHR MLYS LYG VIST
Increasing unusual call option volume: CNK CANE COLD TTE DBA EVTL FF CORN UTHR MLYS LYG VIST
Increasing unusual put option volume: VIAV INDA NN PAA UTHR RIG WIX PAGP SYY
Popular stocks with increasing option volume: INTC PLTR SOFI MSTR NFLX AVGO HOOD
Active options: NVDA TSLA MSFT META AAPL MU AMZN AMD INTC PLTR SOFI MSTR IREN GOOGL NFLX AVGO HOOD RIG ONDS
Global S&P Futures higher in premarket, Nikkei down 1.5%, DAX mixed, WTI Crude oil recently at $103.40, natural gas down 1.7%, gold at $4567