Mid-session IV Report October 24, 2022

Mid-session IV Report October 24, 2022

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.

Option IV increases: EVTL PDD BIDU CLR YANG PDD YINN BIDU TCOM KWEB BABA LI XPEV NIO BILI JD BEKE FXI SLK MCHI DLTR YANG CLR

Popular stocks with increasing volume: TSLA AAPL BABA NIO AMZN META AMD NVDA NFLX MULN SNAP TWTR MSFT T F PDD GOOGL X KO AMC

Meta Platforms (META) IV moving into quarter results

Meta Platforms (META) 30-day option implied volatility is at 76; compared to its 52-week range of 29 to 79 amid wide intra-day price movement. Call put ratio 2 calls to 1 put as shares rally 1.4% into quarter results and outlook on October 26.

China tech stocks option IV increases after as stocks sell off after China’s Xi expands power

JD.com (JD) 30-day option implied is at 83; compared to its 52-week range of 42 to 96 after China’s Xi expands power as head of China’s ruling power. Call put ratio 1.7 calls to 1 put as shares sell off 20%.

Alibaba (BABA) 30-day option implied is at 82; compared to its 52-week range of 41 to 99. Call put ratio 1.5 calls to 1 put as shares sell off 19%.

Vipshop Holdings (VIPS) 30-day option implied is at 73; compared to its 52-week range of 55 to 87. Call put ratio 1 call to 9 puts as shares sell off 14%.

NIO Inc. (NIO) 30-day option implied is at 113; compared to its 52-week range of 53 to 132 after China’s Xi expands power as head of China’s ruling power. Call put ratio 2 calls to 1 put as shares sell off 24%.

Pinduoduo (PDD) 30-day option implied is at 111; compared to its 52-week range of 59 to 162. Call put ratio 1 call to 1.2 puts as shares sell off 33%.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied is at 32; compared to its 52-week range of 19 to 37. Call put ratio 1.5 calls to 1 put as shares rally 5.3%.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied is at 80; compared to its 52-week range of 40 to 98. Call put ratio 2.6 calls to 1 put as shares sell off 18%.

iShares China Large-Cap (FXI) 30-day option implied is at 49; compared to its 52-week range of 23 to 55. Call put ratio 1 call to 1 put as shares sell off 11%.

iShares MSCI China ETF (MCHI) 30-day option implied is at 48; compared to its 52-week range of 25 to 56. Call put ratio 1 call to 10 puts as shares sell off 11%.

Powershares Golden Dragon China Portfolio (PGJ) 30-day option implied is at 61; compared to its 52-week range of 34 to 103 after China’s Xi expands power as head of China’s ruling power. Calls more active than puts as shares sell off 19%.

Baidu (BIDU) 30-day option implied is at 84; compared to its 52-week range of 39 to 98.

NetEase (NTES) 30-day option implied is at 66; compared to its 52-week range of 37 to 85 after China’s Xi expands power as head of China’s ruling power. Call put ratio 1 call to 2.4 puts with as shares sell off 11%.

iQIYI (IQ) 30-day option implied is at 120; compared to its 52-week range of 72 to 149.

XPeng Inc. (XPEV) 30-day option implied is at 114; compared to its 52-week range of 59 to 129 after China’s Xi expands power as head of China’s ruling power. Call put ratio 2.4 calls to 1 put as shares sell off 19%

Sohu.com, Inc. (SOHU) 30-day option implied is at 57; compared to its 52-week range of 41 to 128. Call put ratio 2.2 calls to 1 put as shares sell off 6.9%.

Huazhu Group (HTHT) 30-day option implied is at 77; compared to its 52-week range of 42 to 106. Call put ratio 1 call to 17 puts as shares sell off 17%.

Coupang (CPNG) 30-day option implied is at 75; compared to its 52-week range of 44 to 121. Call put ratio 3 calls to 1 put as shares sell off 5%.

BeiGene (BGNE) 30-day option implied is at 88; compared to its 52-week range of 51 to 136 after China’s Xi expands power as head of China’s ruling power. Call put ratio 1 call to 11 puts as shares sell off 13%.

Zai Lab Limited (ZLAB) 30-day option implied is at 123; compared to its 52-week range of 51 to 124. Call put ratio 1 call to 2.8 puts as shares sell off 25%.

ACM Research (ACMR) 30-day option implied is at 100; compared to its 52-week range of 58 to 111 after China’s Xi expands power as head of China’s ruling power.

HUTCHMED (China) (HCM) 30-day option implied is at 65; compared to its 52-week range of 50 to 108.

Yum China (YUMC) 30-day option implied is at 54; compared to its 52-week range of 24 to 106 after China’s Xi expands power as head of China’s ruling power. Call put ratio 1 call to 1 put as shares sell off 12%.

Tesla (TSLA) 30-day option implied is at 64; compared to its 52-week range of 37 to 84 after China’s Xi expands power as head of China’s ruling power. Call put ratio 1 call to 1 put as shares sell off 4.5%.

Wynn Resorts Ltd (WYNN) 30-day option implied is at 55; compared to its 52-week range of 43 to 74 after China’s Xi expands power as head of China’s ruling power. Call put ratio 1 call to 1.6 puts as shares sell off 7.8%.

Las Vegas Sands (LVS) 30-day option implied is at 64; compared to its 52-week range of 39 to 72 after China’s Xi expands power as head of China’s ruling power. Call put ratio 1 call to 1.8 puts as shares sell off 14%.

Nike (NKE) 30-day option implied is at 39; compared to its 52-week range of 20 to 52 after China’s Xi expands power as head of China’s ruling power. Call put ratio 1 call to 1.7 puts as shares sell off 1.4%.

Starbucks (SBUX) 30-day option implied is at 45; compared to its 52-week range of 20 to 44 after China’s Xi expands power as head of China’s ruling power. Call put ratio 1 call to 1 put as shares sell off 6.4%.

Options with decreasing option implied volatility: SNAP NFLX HCA IBM ISRG ACI PG
Increasing unusual option volume: TCDA IBN OLPX IRTC TAL EDU RLX MNTV MYOV SBLK ZION
Increasing unusual call option volume: SHY SNAP PACB LAZR PGEN RLX MYOV THC HBAN MULN
Increasing unusual put option volume: IBN MLCO PII YUM RRGB LOGI TCDA SLBK CNK MCHI SMR TME BIDU
Active options: TSLA SNAP AAPL TWTR META AMD NVDA AMZN T NFLX PFE GOOGL XOM VZ BAC GOOG MSFT NIO PBR SLB