Mid-session IV Report June 8, 2022

Mid-session IV Report June 8, 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.

Options with increasing option implied volatility: ZEN STT YINN GGPI RDBX ZIM CS DAC STT MO

Popular stocks with increasing volume: NIO UBER GME DKNG NVAX RBLX

Movers

DraftKings (DKNG) 30-day option implied volatility is at 82; compared to its 52-week range of 44 to 111 as shares rally 10%. Call put ratio 2.5 calls to 1 put with focus on November 20 calls.

Intel (INTC) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 48 as shares sell off 4.4%.

China stock share price, option volume and IV movers

Alibaba (BABA) 30-day option implied volatility is at 59; compared to its 52-week range of 24 to 100. Call put ratio 2.8 calls to 1 put as shares rally 6%.

JD.com (JD) 30-day option implied volatility is at 55; compared to its 52-week range of 31 to 95. Call put ratio 3.7 calls to 1 put as shares rally 4.3%.

Pinduoduo (PDD) 30-day option implied volatility is at 75; compared to its 52-week range of 43 to 161 as shares rally 4.6%.

Vipshop Holdings (VIPS) 30-day option implied volatility is at 61; compared to its 52-week range of 57 to 88. Call put ratio 7.6 calls to 1 put as shares rally 4.7%.

DiDi Global (DIDI) 30-day option implied volatility is at 144; compared to its 52-week range of 68 to 211 as shares rally 2.9%.

NetEase (NTES) 30-day option implied volatility is at 48; compared to its 52-week range of 30 to 85 as shares rally 1%.

NIO (NIO) 30-day option implied volatility is at 84; compared to its 52-week range of 49 to 133. Call put ratio 2.1 calls to 1 put into he expected release of quarter results on June 9.

XPeng Inc. (XPEV) 30-day option implied volatility is at 74; compared to its 52-week range of 54 to 128. Call put ratio 2.9 calls to 1 put as shares rally 2.3%.

iQIYI (IQ) 30-day option implied volatility is at 93; compared to its 52-week range of 50 to 180. Call put ratio 3.9 calls to 1 put.

Sohu.com, Inc. (SOHU) 30-day option implied volatility is at 53; compared to its 52-week range of 43 to 128. Call put ratio 5 calls to 1 put as shares rally 4%.

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 40; compared to its 52-week range of 20 to 105.

Baidu (BIDU) 30-day option implied volatility is at 51; compared to its 52-week range of 31 to 98.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 56. Call put ratio 40 calls to 1 put as shares rally 1.6%.

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 5 calls to 1 put as shares rally 1.8%.

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 4.4 calls to 1 put.

Krsh Csi Ch Intern (KWEB) 30-day option implied volatility is at 57; compared to its 52-week range of 28 to 98. Call put ratio 5.1 calls to 1 put as shares rally 3.4%.

IV into quarter results

DocuSign Inc. (DOCU) June weekly call option implied volatility is at 260, June is at 150; compared to its 52-week range of 32 to 113 into the expected release of quarter results after the bell on June 9. Call put ratio 1 call to 1.7 puts.

FuelCell (FCEL) June weekly call option implied volatility is at 230, June is at 150; compared to its 52-week range of 76 to 128 into the expected release of quarter results before the bell on June 9.

Rent the Runway (RENT) June call option implied volatility is at 190, July is at 112; compared to its 52-week range of 70 to 146 into the expected release of quarter results after the bell on June 9.

Signet Jewelers (SIG) June weekly call option implied volatility is at 220, June is at 125; compared to its 52-week range of 46 to 96 into the expected release of quarter results before the bell on June 9. Call put ratio 1 call to 1.4 puts as shares sell off 2.6%.

Stitch Fix (SFIX) June weekly call option implied volatility is at 112, June is at 45; compared to its 52-week range of 51 to 146 into the expected release of quarter results after the bell on June 9. Call put ratio 1 call to 1.5 puts as shares rally 4.4%.

Vail Resorts (MTN) June call option implied volatility is at 70, July is at 45; compared to its 52-week range of 22 to 77 into the expected release of quarter results after the bell on June 9. Call put ratio 1 call to 5 puts.

State Street (STT) call put ratio 11.1 calls to 1 put as shares sell off 2.4%.

Options with decreasing option implied volatility: ASAN GTLB PSTG IVR PATH AI CHWY
Increasing unusual option volume: LOVE CS VIRT BZ MLCO SMAR ZN CS STT DKNG
Increasing unusual call option volume: MLCO CS GSK BZUN SMAR GOTU ASHR FIVE STT
Increasing unusual put option volume: LOVE CS DJX TIGR OLLI
Active options: AMZN TSLA AAPL BABA AMC FB CHPT XOM INTC NVDA AMD NIO ROKU RDBX SNAP UBER GME NVAX DKNG RBLX