Pre-Market IV Report March 5, 2026

Pre-Market IV Report March 5, 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: CRMD UCO LW CYTK EWY USO NAT DHT BSX EEM EFA ALDX DAWN KORU OLMA EWY GASS BSX

Stocks expected to have increasing option volume: AVGO VEEV BJ VSCO CIEN KR BURL COST AEO OKTA STUB RGTI JD PBR IOT MRVL BULL CHPT FLY BABA GO MRAM CBRL TTD MORN IREN IPI

Movers

NVIDIA (NVDA) 30-day option implied volatility is at 44; compared to its 52-week range of 32 to 75. Call put ratio 1.4 calls to 1 put amid price movement.

Oracle (ORCL) 30-day option implied volatility is at 71; compared to its 52-week range of 28 to 77. Call put ratio 1.1 calls to 1 put.

Ishares S&P Software Index Fund (IGV) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 59. Call put ratio 1.3 calls to 1 put amid wide price movement.

Coinbase (COIN) 30-day option implied volatility is at 70; compared to its 52-week range of 48 to 100. Call put ratio 1.8 calls to 1 put as share price up 15.1%.

Crescent Energy Company (CRGY) 30-day option implied volatility is at 57; compared to its 52-week range of 29 to 89 with a focus on 13800 contracts of April 12.50 calls as share price up 2.8%.

PBF Energy (PBF) 30-day option implied volatility is at 74; compared to its 52-week range of 53 to 107 with a focus on March 42, 44 and 46 calls as share price up 11.9%.

GitLab Inc (GTLB) 30-day option implied volatility is at 67; compared to its 52-week range of 43 to 94 with a focus on March 25 and 32.50 puts as share price down 7.5%.

iQIYI (IQ) 30-day option implied volatility is at 59; compared to its 52-week range of 49 to 170. Call put ratio 1 call to 3 puts with a focus on June 1.5 puts.

StubHub (STUB) 30-day option implied volatility is at 128; compared to its 52-week range of 76 to 143 with a focus on March 6 weekly 8.5 puts and Marach 6 weekly 10 calls and March 13 weekly 8.5 puts.

The Trade Desk Inc. (TTD) 30-day option implied volatility is at 61; compared to its 52-week range of 42 to 106. Call put ratio 2.1 calls to 1 put into resolves litigation.

Straddle prices into quarter results

Costco (COST) March 6 weekly 1005 straddle priced for a move of 4%. Call put ratio 1 calls to 1 put into the expected release of quarter results today after the bell.

Marvell Technology (MRVL) March 6 weekly 78 straddle priced for a move of 12.5%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Samsara Inc (IOT) March 6 weekly 29 straddle priced for a move of 13%. Call put ratio 1 calls to 1.4 put into the expected release of quarter results today after the bell.

Marvell Technology (MRVL) March 6 weekly 28 straddle priced for a move of 13%. Call put ratio 1 calls to 5.7 puts into the expected release of quarter results today after the bell.

Samsara Inc (IOT) March 6 weekly 29 straddle priced for a move of 13%. Call put ratio 1 calls to 1.4 put into the expected release of quarter results today after the bell.

Oracle (ORCL) March 13 weekly 152.50 straddle priced for a move of 13%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell on March 9.

Adobe Systems (ADBE) March 13 weekly 272.50 straddle priced for a move of 8%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell on March 11.

Options with decreasing option implied volatility: QURE MDB DUOL ASAN INOD TTD SG PSTG ENVX WIX CELH NTNX GTLB SNOW ARRY XYZ COMP CHYM FOUR AES PSKY VISN SHAK ADSK WBD TGT DELL ONON SE CRWD CRM ZM INTU BBY MNST HRL ROST CWAN
Increasing unusual option volume: DINO CTMX ABUS RYAM EWY AMPY PBF ODD BNO
Increasing unusual call option volume: DINO JETS CTMX PBF RYAM AMPY ETN GLNG SABR BNO
Increasing unusual put option volume: IQ EWY VISN BW RITM FSK JEPI RCL DHT WU DHI STUB EQNR SCO
Popular stocks with increasing option volume: MSTR NFLX INTC COIN AVGO MU SOFI HOOD CRWV ORCL
Active options: NVDA TSLA AMZN MSFT AAPL PLTR MSTR AMD NFLX META INTC COIN AVGO MU SOFI HOOD GOOGL CRWV IREN ORCL
Global S&P Futures mixed in premarket, Nikkei up 1.5%, DAX mixed, WTI Crude oil recently at $75.57, natural gas mixed, gold at $5183