Mid-session IV Report December 26, 2024

Mid-session IV Report December 26, 2024

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: RUM POET CNVA NFLX U VFC ROKU PARA TM MANU META IBM GM AAPL MSFT T HON UPS CMCSA

Popular stocks with increasing volume: AMC MSTR AVGO NIO SMCI SOFI MU

Active options: TSLA NVDA AAPL GME AMD PLTR BABA MSFT AMC MSTR AVGO NIO AMZN SMCI SOFI ACHR MU KULR GOOGL MARA

China option IV into 2025

Pinduoduo (PDD) 30-day option implied volatility is at 40; compared to its 52-week range of 30 to 77. Call put ratio 5.9 calls to 1 put with focus on December 27 weekly and January 3 weekly calls.

JD.com (JD) 30-day option implied volatility is at 42; compared to its 52-week range of 34 to 80. Call put ratio 2.7 calls to 1 put with a focus on January 40 calls.

Alibaba (BABA) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 62. Call put ratio 8.1 calls to 1 put with a focus on December 27 weekly and January 3 weekly call spreaders.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 25; compared to its 52-week range of 14 to 84. Call put ratio 2.3 calls to 1 put with a focus on January 25 and 26 calls.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 68. Call put ratio 4.9 calls to 1 put with a focus on January 34 and 40 calls.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 62. Call put ratio 3.4 calls to 1 put with focus on January calls.

UP Fintech Holding Limited (TIGR) 30-day option implied volatility is at 74; compared to its 52-week range of 35 to 213. Call put ratio 1 call to 1 put as share price down 2%.

Direxion Daily Ftse China Bear 3x Shares (YANG) 30-day option implied volatility is at 76; compared to its 52-week range of 62 to 181. Call put ratio 1.8 calls to 1 put as share price down 1.3%.

Starbucks (SBUX) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 43. Call put ratio 2 calls to 1 put as share price up 1.7% after worker strike ends.

Options with decreasing option implied volatility: NMRA QUBT SOUN CAPR MU SOC CONY FDX HIMS MSTY NVO NKE
Increasing unusual option volume: MOMO KULR OPTT QUBT RGTI INVZ HMC FND
Increasing unusual call option volume: MOMO KULR QUBT INVZ RGTI VNET POET GALT TM HMC
Increasing unusual put option volume: RGTI FND QBTS RUM MANU EDR EH POET RCAT TM ALTM