Mid-Session IV Report June 25, 2018

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 overlooked information.

Options with increasing option implied volatility: SDS SVXY VXX UVXY SPY BABA CPB NFLX MA AMZN NVDA BKNG CTRP SPY GOOGL SPLK

Popular stocks with increasing unusual option volume: CPB BABA NFLX FB GE TWTR IQ RCL OMC SIG FCX

Chinese stock option implied volatility increases as shares sell off

iShares FTSE Xinhua China 25 Index (FXI) June weekly call option implied volatility is at 28, July is at 22; compared to its 52-week range of 14 to 33. Call put ratio 1 call to 1.42 puts as shares sell off 2.2%.

Alibaba (NYSE: BABA) June weekly call option implied volatility is at 43, July is at 34; compared to its 52-week range of 24 to 43. Call put ratio 1.7 calls to 1 put as shares sell off 5%.

China Mobile (CHL) July call option implied volatility is at 16, August is at 17; compared to its 52-week range of 12 to 25. Option implied volatility bid as shares near four-year low.

Sinopec (SNP) July and August call option implied volatility is at 29; compared to its 52-week range of 16 to 36 as shares sell off 3.7%.

China Life Insurance (LFC) July and August call option implied volatility is at 22; compared to its 52-week range of 12 to 36 as shares trade at 18-month low.

Baidu (BIDU) June weekly call option implied volatility is at 48, July is at 33; compared to its 52-week range of 24 to 50. Call put ratio 2.3 calls to 1 put on active June weekly 255 calls as shares sell off 3.4%.

Weibo (WB) July call option implied volatility is at 47, August is at 51; compared to its 52-week range of 39 to 70. Call put ratio 1.38 calls to 1 put as shares sell off 4.5%.

SINA Corp (SINA) June weekly call option implied volatility is at 38, July is at 42; compared to its 52-week range of 32 to 62. Call put ratio 1.5 calls to 1 put as shares sell off 3%.

iQIYI (IQ) June weekly call option implied volatility is at 125, July is at 107; compared to its 52-week range of 57 to 121. Call put ratio 1.8 calls to 1 put as shares sell off 7%.

Increasing unusual call option volume: GTN OMC CPB SPHS TUR BWP SPB WEN SWK MTN
Increasing unusual put option volume: EWG BKE WPX CROX LEN DECK SWK DDS CCL LGCY
Options with decreasing option implied volatility: BB KMX UCO RHT IMMU USO OXY AMJ
Active options: BAC MU AMD AAPL BABA FB NFLX AMZN NVDA INTC MSFT TSLA CPB C GE JD TWTR T IQ