Mid-session IV Report December 22, 2023

Mid-session IV Report December 22, 2023

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By this often over looked information.

Options with increasing option implied volatility: RKLB ZIM JEPI CYTK NTES RKLB HIVE BOWL BILI WWW NMM ANSS RTX

Popular stocks with increasing volume: COIN PFE F BAC NIO MU INTC MRNA

Option IV after China published draft rules meant to discourage players from spending money or time on online games

NetEase (NTES) 30-day option implied volatility is at 60; compared to its 52-week range of 30 to 78 after China published draft rules meant to discourage players from spending money or time on online games.

Bilibili Inc. (BILI) 30-day option implied volatility is at 61; compared to its 52-week range of 50 to 102 after China published draft rules meant to discourage players from spending money or time on online games. Call put ratio 3.4 calls to 1 put.

Unity Software Inc. (U) 30-day option implied volatility is at 59; compared to its 52-week range of 47 to 108 after China published draft rules meant to discourage players from spending money or time on online games.

Roblox (RBLX) 30-day option implied volatility is at 42; compared to its 52-week range of 37 to 89 into China published draft rules meant to discourage players from spending money or time on online games.

Alibaba (BABA) 30-day option implied volatility is at 35; compared to its 52-week range of 30 to 61 after China published draft rules meant to discourage players from spending money or time on online games.

Baidu (BIDU) 30-day option implied volatility is at 37; compared to its 52-week range of 34 to 61 after China published draft rules meant to discourage players from spending money or time on online games.

Pinduoduo (PDD) 30-day option implied volatility is at 33; compared to its 52-week range of 32 to 77 after China published draft rules meant to discourage players from spending money or time on online games.

JD.com (JD) 30-day option implied volatility is at 42; compared to its 52-week range of 34 to 67 after China published draft rules meant to discourage players from spending money or time on online games.

TAL Education (TAL) 30-day option implied volatility is at 72; compared to its 52-week range of 50 to 123 after China published draft rules meant to discourage players from spending money or time on online games.

New Oriental Education (EDU) 30-day option implied volatility is at 52; compared to its 52-week range of 38 to 89 after China published draft rules meant to discourage players from spending money or time on online games.

Trip.com Group (TCOM) 30-day option implied volatility is at 29; compared to its 52-week range of 29 to 90 after China published draft rules meant to discourage players from spending money or time on online games. Call put ratio 28 calls to 1 put.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 57 after China published draft rules meant to discourage players from spending money or time on online games. Call put ratio 3.3 calls to 1 put.

KraneShares CSI China Internet ETF (KWEB) option IV after China published draft rules

ANSYS (ANSS) 30-day option implied volatility is at 28; compared to its 52-week range of 22 to 69 after ANSYS weighing sale after drawing takeover interest, Bloomberg reports.

Options with decreasing option implied volatility: CFLT MULN AYX SGML AUPH TSLY LNTH OGN BXMT CVE PNT PR ARCC CPRI IMGN QID SILJ GFI TH
Increasing unusual option volume: NTES INVZ CAN RKLB BOWL HIVE DLO
Increasing unusual call option volume: NTES RKLB CAN RKLB ACAD HIVE GNW ZIM GOTU NMM
Increasing unusual put option volume: NTES CYTK MPLX RKLB CC TAL NKE OTLY MT NAT UAA GSAT TNP MP
Active options: TSLA NKE NVDA AAPL MARA AMD GOOG META COIN AMZN BABA MSFT PFE F BAC NIO GOOG MU INTC RIOT