Mid-session IV Report March 11, 2022

Mid-session IV Report March 11, 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: CPNG BIDU IPOF ZIM BABA JD NIO PDD DIDI IQ XPEV HTHT YUMC

Popular stocks with increasing volume: DOCU BABA F JD OXY ORCL CVX

Chinese stocks U.S. listings; option IV, volume and share price

Alibaba (BABA) 30-day option implied volatility is at 76; compared to its 52-week range of 24 to 83. Call put ratio 1.2 calls to 1 put as shares sell off 3.6%.

JD.com (JD) 30-day option implied volatility is at 73; compared to its 52-week range of 31 to 69. Call put ratio 1 call to 1.6 puts as shares sell off 4%.

NIO (NIO) 30-day option implied volatility is at 107; compared to its 52-week range of 49 to 101 as shares sell off 5.9%.

Pinduoduo (PDD) 30-day option implied volatility is at 122; compared to its 52-week range of 43 to 115. Call put ratio 1 call to 1.1 puts as shares sell off 6.8%.

Vipshop Holdings (VIPS) 30-day option implied volatility is at 82; compared to its 52-week range of 47 to 131. Call put ratio 1 call to 1.4 puts as shares sell off 6.8%.

DiDi Global (DIDI) 30-day option implied volatility is at 237; compared to its 52-week range of 68 to 174. Call put ratio 1.1 calls to 1 put as shares sell off 35%.

NetEase (NTES) 30-day option implied volatility is at 75; compared to its 52-week range of 30 to 74. Call put ratio 1 call to 3 puts as shares sell off 1.8%.

XPeng Inc. (XPEV) 30-day option implied volatility is at 105; compared to its 52-week range of 54 to 97. Call put ratio 1 call to 1.1 puts as shares sell off 9.4%.

Baidu.com (BIDU) 30-day option implied volatility is at 73; compared to its 52-week range of 31 to 85. Call put ratio 1 call to 2.7 puts as shares sell off 7.8%.

iQIYI (IQ) 30-day option implied volatility is at 120; compared to its 52-week range of 48 to 180. Call put ratio 3 calls to 1 put as shares sell off 9%.

Sohu.com, Inc. (SOHU) 30-day option implied volatility is at 70; compared to its 52-week range of 43 to 79.

Huazhu Group (HTHT) 30-day option implied volatility is at 91; compared to its 52-week range of 25 to 78. Call put ratio 1 call to 2.8 puts as shares sell off 8.4%.

Coupang (CPNG) 30-day option implied volatility is at 86; compared to its 52-week range of 43 to 89. Call put ratio 1 call to 1 put as shares sell off 6.8%.

BeiGene (BGNE) 30-day option implied volatility is at 85; compared to its 52-week range of 36 to 89. Call put ratio 1 call to 5.3 puts as shares sell off 9.8%.

Zai Lab Limited (ZLAB) 30-day option implied volatility is at 108; compared to its 52-week range of 42 to 117 as shares sell off 11.8%.

ACM Research (ACMR) 30-day option implied volatility is at 88; compared to its 52-week range of 58 to 91 as shares sell off 6.9%.

HUTCHMED (China) (HCM) 30-day option implied volatility is at 119; compared to its 52-week range of 58 to 91 as shares sell off 7.9%.

Yum China (YUMC) 30-day option implied volatility is at 65; compared to its 52-week range of 20 to 64. Call put ratio 1 call to 3.9 puts as shares sell off 9%.

Baidu (BIDU) 30-day option implied volatility is at 72; compared to its 52-week range of 31 to 85. Call put ratio 1 call to 2.8 puts as shares sell off 8%.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 45; compared to its 52-week range of 18 to 40. Call put ratio 1.5 calls to 1 put as shares sell off 2.5%.

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 44; compared to its 52-week range of 20 to 42. Call put ratio 1 call to 11.3 puts as shares sell off 2.8%.

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 35. Call put ratio 24.8 calls to 1 put as shares sell off 0.2%.

Powershares Golden Dragon China Portfolio (PGJ) 30-day option implied volatility is at 100; compared to its 52-week range of 25 to 60. Call put ratio 2.6 calls to 1 put as shares sell off 6.9%.

Options with decreasing option implied volatility: TDOC ULTA ORCL RIVN SFIX BMBL GILD ATVI
Increasing unusual option volume: MULN ETRN WEAT RLX
Increasing unusual call option volume: MULN ETRN RLX IFF WEAT
Increasing unusual put option volume: CS BMBL TTE NLY VFC CEI ERJ
Active options: AAPL TSLA FB RIVN NIO NVDA T AMD DOCU AMZN BA BAC CEI F BABA AMC JD OXY ORCL CVX