Mid-session IV Report August 12, 2022

Mid-session IV Report August 12, 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: ASTS NVTA CFVI GSK LAW IPOF LAW

Popular stocks with increasing volume: RIVN DIS CHPT BBBY BAC BABA DKNG PBR COIN NIO

US-listed China Stocks Option IV amid Xi Jinping to Travel to Southeast Asia, Meet With Biden in November – WSJ

Alibaba (BABA) 30-day option implied volatility is at 50; compared to its 52-week range of 34 to 98 as shares sell off 1.7%.

Pinduoduo (PDD) 30-day option implied volatility is at 81; compared to its 52-week range of 52 to 162 as shares sell off 1.4%.

JD.com (JD) 30-day option implied volatility is at 53; compared to its 52-week range of 40 to 96 as shares sell off 1%.

China Life Insurance (LFC) call put ratio 1 call to 12 puts as shares sell off 3%

2PetroChina (PTR) call put ratio 1 call to 7 puts as shares sell off 3%

China Petroleum & Chemical (SNP) call put ratio 1 call to 2 puts as shares sell off 3%.

Kohl’s (KSS) August call option implied volatility is at 110, September is at 74; compared to its 52-week range of 40 to 122 into the expected release of quarter results before the bell on August 18.

Options with decreasing option implied volatility: UPST BHC GRPN COIN APPS BROS BE
Increasing unusual option volume: MBB CSTM ABEV LU TOST NVTA
Increasing unusual call option volume: TOST NVTA CSSE COMM NEXT
Increasing unusual put option volume: EWJ DM NVTA LOGI CSSE
Active options: TSLA AAPL NVDA AMC AMZN RIVN DIS CHPT BBBY META MSFT BAC BABA GOOGL DKNG PBR F COIN NIO