Mid-session IV Report December 3, 2021

Mid-session IV Report December 3, 2021

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: INO MOMO AUPH BABA DIDI HUYA DOCU PSTH YY VALE BHC BIDU NTES IPOF EXC CWEB

Popular stocks with increasing volume: BABA NIO DOCU F LCID MRVL AAL PYPL T BA

China stocks option implied volatility increases on China stock listing headlines

Alibaba (BABA) 30-day option implied volatility is at 111; compared to its 52-week range of 24 to 67.

JD.com (JD) 30-day option implied volatility is at 70; compared to its 52-week range of 31 to 63.

Pinduoduo (PDD) 30-day option implied volatility is at 92; compared to its 52-week range of 43 to 85. Call put ratio 1 call to 2.6 puts.

Vipshop Holdings (VIPS) 30-day option implied volatility is at 110; compared to its 52-week range of 46 to 130. Call put ratio 1 call to 15 puts.

DiDi Global (DIDI) 30-day option implied volatility is at 176; compared to its 52-week range of 67 to 160.

NetEase (NTES) 30-day option implied volatility is at 68; compared to its 52-week range of 30 to 61. Call put ratio 1 call to 12 puts.

NIO (NIO) 30-day option implied volatility is at 89; compared to its 52-week range of 49 to 120. Call put ratio 1.6 calls to 1 put as shares sell off 8%.

Baidu.com (BIDU) 30-day option implied volatility is at 64; compared to its 52-week range of 31 to 85. Call put ratio 1 call to 3 puts.
iQIYI (IQ) 30-day option implied volatility is at 225; compared to its 52-week range of 48 to 180. Call put ratio 1 call to 5 puts as shares sell off 12.7%.

Sohu.com, Inc. (SOHU) 30-day option implied volatility is at 66; compared to its 52-week range of 43 to 85. Call put ratio 1 call to 13 puts as shares sell off 5.9%.

Huazhu Group (HTHT) 30-day option implied volatility is at 54; compared to its 52-week range of 25 to 59 as shares sell off 4%.

Li Auto Inc. (LI) 30-day option implied volatility is at 87; compared to its 52-week range of 51 to 119. Call put ratio 1 call to 1.2 puts as shares sell off 8.5%.

New Oriental Education (EDU) 30-day option implied volatility is at 108; compared to its 52-week range of 36 to 236. Call put ratio 1 call to 1.1 puts as shares sell off 8%.

Newegg (NEGG) 30-day option implied volatility is at 177; compared to its 52-week range of 85 to 385. Call put ratio 1 call to 1.1 puts as shares sell off 10%.

ZTO Express (ZTO) 30-day option implied volatility is at 52; compared to its 52-week range of 30 to 58. Call put ratio 1 call to 17.9 puts as shares sell off 6.8%.

XPeng Inc. (XPEV) 30-day option implied volatility is at 86; compared to its 52-week range of 54 to 122. Call put ratio 2.6 calls to 1 put as shares sell off 7.9%.

Yum China (YUMC) 30-day option implied volatility is at 41; compared to its 52-week range of 20 to 44. Call put ratio 1 call to 6.8 puts as shares sell off 2.3%.

Krsh Csi Ch Intern (KWEB) 30-day option implied volatility is at 61; compared to its 52-week range of 28 to 65. Call put ratio 1 call to 1.7 puts as shares sell off 7%.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 37. Call put ratio 1 call to 2.7 puts as shares sell off 2.4%.

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 37; compared to its 52-week range of 20 to 41.

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 20 to 35.

Powershares Golden Dragon China Portfolio (PGJ) 30-day option implied volatility is at 50; compared to its 52-week range of 21 to 60 as shares sell off 8%.

Berkeley Lights Inc. (BLI) 30-day option implied volatility is at 87; compared to its 52-week range of 46 to 96. Call put ratio 1 call to 2.5 puts as shares sell off 6.5%.

Increasing unusual option volume: ARDX DOCU ESPR XERS OPRX
Increasing unusual call option volume: ARDX ESPR XERS DOCU ZH MRVL
Increasing unusual put option volume: SU DOCU QSR BIG WB
Options with decreasing option implied: NLY FPAC UNG BOIL PBR PVH FIVE TEVA BOX
Active options: AAPL TSLA BABA NIO DOCU NVDA AMD F LCID DIDI FB AMC MRVL MSFT AAL AMZN PYPL PLTR T BA