Pre-Market IV Report March 4, 2026

Pre-Market IV Report March 4, 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: NAT UCO LW DHT USO EEM EFA MESO SLS ZD UCO SLS ZD UCO BOIL YANG SCO KOLD LYG SPXS ARISSH BNS JEPI ZIM XLK HON FDP EMR CRH VALE BN UL UBS SONY LTM CF SSO DECK BSX GLD BFB

Stocks expected to have increasing option volume: CRWD PANW FTNT NET SAIL QS RPD OKTA PRGS KR BBWI BF.B ANF AEO ROST AVGO GTLB BOX MRNA NBIS AVAV

Movers

Moderna (MRNA) 30-day option implied volatility is at 85; compared to its 52-week range of 54 to 105. Call put ratio 2.4 calls to 1 put into resolves litigation.

AeroVironment (AVAV) 30-day option implied volatility is at 95; compared to its 52-week range of 40 to 113. Call put ratio 2.1 calls to 1 put amid wide price movement.

Shipping stocks option IV

DHT Holdings (DHT) 30-day option implied volatility is at 62; compared to its 52-week range of 27 to 61. Call put ratio 1.4 calls to 1 put amid price movement.

International Seaways (INSW) 30-day option implied volatility is at 61; compared to its 52-week range of 27 to 66. Call put ratio 4.1 calls to 1 put amid price movement.

Scorpio Tankers (STNG) 30-day option implied volatility is at 53; compared to its 52-week range of 33 to 74. Call put ratio 14 calls to 1 put amid price movement.

Teekay Tankers Ltd (TNK) 30-day option implied volatility is at 59; compared to its 52-week range of 31 to 69. Call put ratio 1 call to 1.6 puts amid price movement.

Nordic American Tanker (NAT) 30-day option implied volatility is at 71; compared to its 52-week range of 32 to 76. Call put ratio 3.3 calls to 1 put amid price movement.

Star Bulk Carriers (SBLK) 30-day option implied volatility is at 40; compared to its 52-week range of 26 to 66. Call put ratio 3.4 calls to 1 put amid price movement.

Global Ship Lease (GSL) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 61. Call put ratio 1.2 calls to 1 put amid price movement.

ZIM Integrated Shipping Services Ltd. (ZIM) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 116. Call put ratio 1.8 calls to 1 put.

Danaos Corporation (DAC) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 47. Call put ratio 1 call to 21 puts.

Genco Shipping & Trading Limited (GNK) 30-day option implied volatility is at 32; compared to its 52-week range of 19 to 70 with a focus on March calls.

Frontline (FRO) 30-day option implied volatility is at 70; compared to its 52-week range of 33 to 73. Call put ratio 5.5 calls to 1 put amid price movement.

Credo Technology Group Holding (CRDO) 30-day option implied volatility is at 91; compared to its 52-week range of 64 to 136 with a focus on 13874 contracts of April 60 puts as share price down 13.9%.

First Horizon National (FHN) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 70 with a focus on 30K contracts of March 25 calls, 30K contracts of May 26 calls and 30K contracts of May 30 calls.

Lloyds Banking Group (LYG) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 57 with a focus on 10600 contracts of October 6 calls.

BankUnited (BKU) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 70 with a focus on spreader of 7500 contracts of August 55 and 70 calls.

Straddle into quarter results and outlook

Broadcom (AVGO) March 6 weekly 310 straddle priced for a move of 9%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Okta, Inc. (OKTA) March 6 weekly 72 straddle priced for a move of 11.5%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.

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

JD.com (JD) March 6 weekly 26 straddle priced for a move of 8%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on March 5.

Kroger (KR) March 6 weekly straddle 69 priced for a move of 7.5%. Call put ratio 1 call to 2.8 puts into the expected release of quarter results before the bell on March 5.

Options with decreasing option implied volatility: QURE MDB AXON PSTG DUOL TTD INOD WBD ENVX ZETA NTNX LCID SG COMP SNOW XYZ CELH CAVA ZS CWAN ONON ZM WDAY
Increasing unusual option volume: YEXT GLNG WTI VET LYG TECK FNKO FHN BNO NE
Increasing unusual call option volume: GLNG YEXT FHN TECK VET SU WTI LYG FNKO
Increasing unusual put option volume: FEZ IQ EWY VIK ROST DHT MNST GGAL BEKE VISN UL VG
Popular stocks with increasing option volume: MU AMD AAL SOFI INTC BAC MSTR BABA
Active options: Increasing unusual option volume: NVDA TSLA MSFT AAPL PLTR AMZN NFLX MU AMD AAL SOFI GOOGL INTC BAC META PLUG MSTR CORZ BABA CRCL
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1.4%, WTI Crude oil recently at $75.11, natural gas down 1.5%, gold at $5194