Mid-session IV Report October 7, 2024

Mid-session IV Report October 7, 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: YINN DJT ACMR ASHR BEKE CSIQ GEO UPST HIMS WB JD TME FXI JOBY EXPE TCOM SHOP APP TCOM SQ TTWO FTNT MELI PBR MCK SPX XSP

Popular stocks with increasing volume: SOFI BABA PDD SMCI PFE NIO MSFT OXY RIOT BA

Active options: NVDA TSLA AMZN AMD META SOFI AAPL BABA PDD TIGR SMCI PFE MSTR PLTR NIO MSFT OXY DJT RIOT BA

Option IV into quarter results

PepsiCo (PEP) October 11 weekly call option implied volatility is at 39, October is at 28; compared to its 52-week range of 13 to 26 into the expected release of quarter results before the bell on October 8. Call put ratio 1 call to 1 put.

China option IV and volume robust

Pinduoduo (PDD) 30-day option implied volatility is at 65; compared to its 52-week range of 30 to 77. Call put ratio 1.6 calls to 1 put with focus on October 11 weekly 145 and 152.50 puts as share price down 2.2%.

JD.com (JD) 30-day option implied volatility is at 80; compared to its 52-week range of 34 to 76. Call put ratio 2.7 calls to 1 put with a focus on October 11 weekly 45 and December 40 puts as share price down 4%.

Alibaba (BABA) 30-day option implied volatility is at 60; compared to its 52-week range of 27 to 57. Call put ratio 2.4 calls to 1 put with a focus on December 130 and 150 calls.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 73; compared to its 52-week range of 14 to 66. Call put ratio 4.5 calls to 1 put with a focus on December 26 puts and ATM October calls.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 66; compared to its 52-week range of 25 to 65. Call put ratio 3.1 calls to 1 put with a focus on December 35 and 40 calls as share price down 2%.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 55; compared to its 52-week range of 20 to 54. Call put ratio 6.3 calls to 1 put with focus on November 33 and 34 calls as share price up 0.9%.

UP Fintech Holding Limited (TIGR) 30-day option implied volatility is at 205; compared to its 52-week range of 35 to 213. Call put ratio 3.3 calls to 1 put with focus on October 9 puts and October 20 calls.

Direxion Daily Ftse China Bear 3x Shares (YANG) 30-day option implied volatility is at 167; compared to its 52-week range of 62 to 146. Call put ratio 6.3 calls to 1 put with focus on November 1 weekly calls 3.5 calls as share price down 3.2%.

Options with decreasing option implied volatility: LW NKE PAYX K
Increasing unusual option volume: TIGR ASHR ALTM JKS YANG DQ IPG EH MNSO LIT EVGO CSIQ LQDA CAPR
Increasing unusual call option volume: TIGR ASHR ALTM JKS DQ YANG MNSO EH CSIQ DBRG INOD LAC
Increasing unusual put option volume: ASHR ALTM YANG EVGO LQDA EH DFS INDA SILV BHP