Mid-session IV Report October 2, 2024

Mid-session IV Report October 2, 2024

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: BILI FUTU BEKE YINN WB RBLX NIO KWEB ASHR NRE BYON JD GCT XPEV CVNA TCOM HUM

Popular stocks with increasing volume: BABA PDD NKE NIO JD OXY BEKE BIDU MU XOM INTC HUM

Active options: TSLA NVDA BABA PDD NKE AAPL NIO SMCI JD TIGR AMD OXY BEKE BIDU META AMZN MU XOM MSFT INTC

Option IV for China stock as share prices rally

Pinduoduo (PDD) 30-day option implied volatility is at 60; compared to its 52-week range of 30 to 77. Call put ratio 1.6 calls to 1 put with focus on October 4 weekly 160 calls as share price up 5.3%.

JD.com (JD) 30-day option implied volatility is at 73; compared to its 52-week range of 34 to 64. Call put ratio 2.3 calls to 1 put with a focus on October 4 weekly 44 calls as share price up 3.8%.

Alibaba (BABA) 30-day option implied volatility is at 57; compared to its 52-week range of 27 to 52 as share price up 1%. Call put ratio 2.7 calls to 1 put with a focus on November 15 weekly 125 calls.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 54; compared to its 52-week range of 14 to 46. Call put ratio 3.5 calls to 1 put with a focus on October 27.50 and 30 calls.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 68; compared to its 52-week range of 25 to 54. Call put ratio 4.4 calls to 1 put with a focus on December 46 calls as share price up 3.8%.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 48; compared to its 52-week range of 20 to 39. Call put ratio 5.3 calls to 1 put with focus on December 34 and 38 calls as share price up 4.7%.

UP Fintech Holding Limited (TIGR) 30-day option implied volatility is at 105; compared to its 52-week range of 35 to 121. Call put ratio 6.8 calls to 1 put with focus on October 11 and 12 calls.

Option IV into quarter results

Levi Strauss (LEVI) October call option implied volatility is at 67, November is at 49; compared to its 52-week range of 23 to 83 into the expected release of quarter results after the bell on October 2. Call put ratio 1 call to 1.4 puts.

Constellation Brands (STZ) October weekly call option implied volatility is at 55, October is at 28; compared to its 52-week range of 13 to 25 into the expected release of quarter results before the bell on October 3. Call put ratio 1 call to 2.1 puts.

Options with decreasing option implied volatility: PLCE LW KMX MU SPOT ACN NKE PAYX
Increasing unusual option volume: TIGR MNSO ASHR YANG LY HBM BEKE MCHI FUTU
Increasing unusual call option volume: TIGR ASHR YANG HBM MCHI BEKE JOBY FHN FUTU FXI VIPS TAL YINN
Increasing unusual put option volume: ASHR CAG LEVI YANG FUTU HUM YINN ZI MCHI YUMC DQ HUBS TELL BILI NKE