Mid-session IV Report August 26, 2022

Market Rebellion

This article was last updated on 08/26/2022.

Mid-session IV Report August 26, 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: CGA ISEE PRG EA SGEN UPLD

Popular stocks with increasing volume: AFRM MRVL WBD PDD PTON SOFI SNOW

Option IV as share prices pull back after Federal Reserve Chair Jerome Powell speech

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 21; compared to its 52-week range of 12 to 56.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 27; compared to its 52-week range of 14 to 40.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 38. Call put ratio 1 call to 3.6 puts.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 60; compared to its 52-week range of 28 to 91.

Option IV for China tech stocks amid wide price movement

Pinduoduo (PDD) 30-day option implied volatility is at 88; compared to its 52-week range of 52 to 162.

JD.com (JD) 30-day option implied volatility is at 53; compared to its 52-week range of 40 to 96. Call put ratio 1.5 calls to 1 put.

Alibaba (BABA) 30-day option implied is at 53; compared to its 52-week range of 38 to 99. Call put ratio 5.2 calls to 1 put.

Vipshop Holdings (VIPS) 30-day option implied is at 54; compared to its 52-week range of 55 to 87. Call put ratio 9 calls to 1 put.

NetEase (NTES) 30-day option implied is at 43; compared to its 52-week range of 37 to 85.

NIO Inc. (NIO) 30-day option implied is at 73; compared to its 52-week range of 49 to 131. Call put ratio 5 calls to 1 put.

iShares China Large-Cap (FXI) 30-day option implied is at 28; compared to its 52-week range of 23 to 56. Call put ratio 2 calls to 1 put.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied is at 50; compared to its 52-week range of 40 to 98. Call put ratio 6 calls to 1 put.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied is at 25; compared to its 52-week range of 19 to 37. Call put ratio 1 call to 9 puts.

Options with decreasing option implied volatility: GETY EVTL ALNY ANF PTON DKS GPS SNOW M
Increasing unusual option volume: PLTK EGIO TPX FTCH BZ AVYA
Increasing unusual call option volume: EGIO ULTA ISEE TIGR WDAY FTCH
Increasing unusual put option volume: AVYA FTCH GPS CLAR CNC MRVL DELL BBBY
Active options: TSLA BABA BBBY NIO NVDA AAPL AFRM AMZN AMD META GOOGL MRVL MSFT WBD PDD PTON SOFI SNOW F BAC

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