Mid-session IV Report June 24, 2022

Mid-session IV Report June 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 monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Option IV increases: CFVI REV ARCT VUZI EXEL

Popular stocks with increasing volume: CCL AMC PLTR RBLX FDX CHPT BAC LI DIS SQ

Apple results on July 25 and Fed meeting July 26-27 impacting IV

Apple (APPL) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 44 into the expected release of quarter results after the bell on July 25.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 25; compared to its 52-week range of 11 to 56 into 2-day Fed meeting on July 26 and 27.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 31; compared to its 52-week range of 14 to 40 into 2-day Fed meeting on July 26 and 27.

United States Oil Fund (USO) 30-day option implied volatility is at 44; compared to its 52-week range of 28 to 81 as WTI crude oil trades $107.

Nike (NKE) 30-day option implied volatility is at 45; compared to its 52-week range of 20 to 52 into the expected release of quarte results after the bell on June 27.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 70; compared to its 52-week range of 28 to 91.

China stock share price, option volume and IV movers

Alibaba (BABA) 30-day option implied volatility is at 66; compared to its 52-week range of 24 to 100. Call put ratio 2.6 calls to 1 put as shares rally 2.5%.

JD.com (JD) 30-day option implied volatility is at 62; compared to its 52-week range of 31 to 96. Call put ratio 1.6 calls to 1 put as shares rally 3.8%.

Pinduoduo (PDD) 30-day option implied volatility is at 82; compared to its 52-week range of 43 to 161.

Vipshop Holdings (VIPS) 30-day option implied volatility is at 68; compared to its 52-week range of 57 to 88. Call put ratio 3.4 calls to 1 put.

NetEase (NTES) 30-day option implied volatility is at 54; compared to its 52-week range of 30 to 85 as shares rally 1.9%.

NIO (NIO) 30-day option implied volatility is at 82; compared to its 52-week range of 49 to 133. Call put ratio 1.5 calls to 1 put as shares rally 2%.

XPeng Inc. (XPEV) 30-day option implied volatility is at 54; compared to its 52-week range of 54 to 128. Call put ratio 1.5 calls to 1 put as shares rally 3.8%.

iQIYI (IQ) 30-day option implied volatility is at 130; compared to its 52-week range of 50 to 180. Call put ratio 1.7 calls to 1 put as shares rally 3.5%.

Huazhu Group (HTHT) 30-day option implied volatility is at 63; compared to its 52-week range of 25 to 106.
Yum China (YUMC) 30-day option implied volatility is at 44; compared to its 52-week range of 20 to 105.

Baidu (BIDU) 30-day option implied volatility is at 55; compared to its 52-week range of 32 to 98. Call put ratio 2.1 calls to 1 put as shares up 2.7%.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 36; compared to its 52-week range of 18 to 56. Call put ratio 2.4 calls to 1 put as shares rally 2.2%.

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 56. Call put ratio 4.9 calls to 1 put as shares rally 2%.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 37. Call put ratio 79 calls to 1 put as shares rally 1.5%.

Krsh Csi Ch Intern (KWEB) 30-day option implied volatility is at 64; compared to its 52-week range of 30 to 98. Call put ratio 2.3 calls to 1 put as shares rally 2.3%.

Revlon (REV) 30-day option implied volatility is at 156; compared to its 52-week range of 54 to 598 as shares rally 4.9%.

Zendesk (ZEN) 30-day option implied volatility is at 19; compared to its 52-week range of 31 to 112 after acquired for $10.2B, $77.50 per share.

Airbnb (ABNB) 30-day option implied volatility is at 61; compared to its 52-week range of 34 to 77 as shares rally 7.7%.

Options with decreasing option implied volatility: ACAD PSNY ZEN MSTR RDBX KMX
Increasing unusual option volume: REM BZ EXEL NOG
Increasing unusual call option volume: EXEL COPX NOG AGEN APRN
Increasing unusual put option volume: VUZI ZEN LWLG BHP SHY
Active options: AAPL TSLA AMZN META AMD MSFT NVDA F CCL NIO BABA AMC PLTR RBLX FDX CHPT BAC LI DIS SQ