Pre-Market IV Report March 6, 2026

Pre-Market IV Report March 6, 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: UCO ZSL BOIL USO JETS EWY LW BSX UDOW CF DB EEM EFA EWJ BOIL ODD NMAX SDOW ALK SM AAL LAZ VALE EXEL SM HOLX VOD

Stocks expected to have increasing option volume: COST PBR MRVL IOT GRPO RUM GAP UROY SWBI XOM CVX HAL SLB

Option IV as WTI crude above $84

United States Oil Fund (USO) 30-day option implied volatility is at 89; compared to its 52-week range of 26 to 89. Call put ratio 1.5 calls to 1 put into WTI crude trades $84.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 55. Call put ratio 1.1 calls to 1 put.

Market Vectors Oil Services ETF (OIH) 30-day option implied volatility is at 43; compared to its 52-week range of 28 to 70. Call put ratio 1.1 calls to 1 put.

ExxonMobil (XOM) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 53. Call put ratio 3.9 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 1.8 calls to 1 put into WTI crude oil up 4%.

SLB (SLB) 30-day option implied volatility is at 41; compared to its 52-week range of 28 to 65. Call put ratio 5.3 calls to 1 put into WTI crude oil up 4%.

Halliburton (HAL) 30-day option implied volatility is at 43; compared to its 52-week range of 30 to 69. Call put ratio 1.5 calls to 1 put.

BP plc (BP) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 57. Call put ratio 2.1 calls to 1 put.

Occidental Petroleum (OXY) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 73. Call put ratio 6.5 call to 1 put.

ConocoPhillips (COP) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 68. Call put ratio 2.7 calls to 1 put.

EOG Resources (EOG) 30-day option implied volatility is at 37; compared to its 52-week range of 23 to 58. Call put ratio 1.2 calls to 1.4 put .

Marathon Petroleum (MPC) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 69. Call put ratio 1 call to 5.4 puts.

iShares Silver Trust (SLV) 30-day option implied volatility is at 75; compared to its 52-week range of 22 to 111. Call put ratio 1.3 calls to 1 put as silver at $83.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 54; compared to its 52-week range of 29 to 60. Call put ratio 1.7 calls to 1 put as gold at $5102.

Freeport-McMoran (FCX) 30-day option implied volatility is at 57; compared to its 52-week range of 33 to 83. Call put ratio 2.4 calls to 1 put.

Delta Air Lines (DAL) 30-day option implied volatility is at 57; compared to its 52-week range of 34 to 89. Call put ratio 1 call to 1 put into WTI crude trades $84.

United Airlines (UAL) 30-day option implied volatility is at 64; compared to its 52-week range of 39 to 105. Call put ratio 1 call to 1.4 puts.

Southwest Airlines (LUV) 30-day option implied volatility is at 56; compared to its 52-week range of 29 to 77. Call put ratio 1 call to 2.4 puts.

American Airlines (AAL) 30-day option implied volatility is at 63; compared to its 52-week range of 37 to 95. Call put ratio 1 call to 1.1 puts.

Straddle into quarter results and outlook

Hewlett Packard Enterprise (HPE) March 13 weekly 21.50 straddle priced for a move of 11.5%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on March 9.

Oracle (ORCL) March 13 weekly 155 straddle priced for a move of 13%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on March 10.

Adobe Systems (ADBE) March 13 weekly 282.50 straddle priced for a move of 8%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on March 12.

Options with decreasing option implied volatility: QURE SOC INOD WIX MDB ASAN DUOL SG COMP AES GTLB ANF XYZ ONON OKTA ZS AEO SRAD ZS AEO SRAD TGT WBD SE DELL VEEV CPNG BBY ADSK ROST MNST KR

Increasing unusual option volume: BHP RIO YEXT SBLK ALTO QSR WEAT XLC HTZ IDYA BNO
Increasing unusual call option volume: RIO BHP ALTO WEAT YEXT PBF BNO HTZ DINO QURE
Increasing unusual put option volume: XLC EWY HTZ XLB VFF JETS BURL AR SCCO IDYA FLUT ALK
Popular stocks with increasing option volume: AVGO MSTR NFLX AMD MU AAL WMT BABA HOOD ORCL
Active options: NVDA TSLA SOFI AMZN AAPL AVGO PLTR MSFT MSTR NFLX TTD AMD META GOOGL MU AAL WMT BABA HOOD ORCL
Global S&P Futures mixed to lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $84.16, natural gas mixed, gold at $5091

TI Crude oil recently at $84.16, natural gas mixed, gold at $5091