Pre-Market IV Report March 11, 2022

Pre-Market 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: ORCL SWN FXI KWEB PDD DBA XOP WE CPNG

Stocks expected to have increasing option volume: T ORCL ULTA DOCU RIVN FXI KWEB YUMC BABA JD

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 34; compared to its 52-week range of 16 to 103.

AT&T (T) March weekly call option implied volatility is at 70, March is at 40; compared to its 52-week range of 15 to 32 into hosting an analyst meeting today. Call put ratio 2.4 calls to 1 put.

Zoom (ZM) 30-day option implied volatility is at 74; compared to its 52-week range of 34 to 109.

Chinese stocks amid headlines

Alibaba (BABA) 30-day option implied volatility is at 68; compared to its 52-week range of 24 to 83.

JD.com (JD) 30-day option implied volatility is at 53; compared to its 52-week range of 31 to 69.

Pinduoduo (PDD) 30-day option implied volatility is at 116; compared to its 52-week range of 43 to 115.

Vipshop Holdings (VIPS) 30-day option implied volatility is at 75; compared to its 52-week range of 47 to 131

DiDi Global (DIDI) 30-day option implied volatility is at 95; compared to its 52-week range of 68 to 174.

NetEase (NTES) 30-day option implied volatility is at 67; compared to its 52-week range of 30 to 74

NIO (NIO) 30-day option implied volatility is at 101; compared to its 52-week range of 49 to 101

XPeng Inc. (XPEV) 30-day option implied volatility is at 96; compared to its 52-week range of 54 to 97

Baidu.com (BIDU) 30-day option implied volatility is at 60; compared to its 52-week range of 31 to 85

iQIYI (IQ) 30-day option implied volatility is at 120; compared to its 52-week range of 48 to 180

Sohu.com, Inc. (SOHU) 30-day option implied volatility is at 67; compared to its 52-week range of 43 to 79

Huazhu Group (HTHT) 30-day option implied volatility is at 82; compared to its 52-week range of 25 to 78

Coupang (CPNG) 30-day option implied volatility is at 91; compared to its 52-week range of 43 to 89. Option volume active on 90K contracts.

BeiGene (BGNE) 30-day option implied volatility is at 84; compared to its 52-week range of 36 to 89.

Zai Lab Limited (ZLAB) 30-day option implied volatility is at 120; compared to its 52-week range of 42 to 117.

ACM Research (ACMR) 30-day option implied volatility is at 93; compared to its 52-week range of 58 to 91.

HUTCHMED (China) (HCM) 30-day option implied volatility is at 98; compared to its 52-week range of 58 to 91.

Yum China (YUMC) 30-day option implied volatility is at 63; compared to its 52-week range of 20 to 64.

Baidu (BIDU) 30-day option implied volatility is at 60; compared to its 52-week range of 31 to 85.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 43; compared to its 52-week range of 18 to 40.

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 42; compared to its 52-week range of 20 to 42. Call put ratio 1 call to 6.5 puts.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 35.

Powershares Golden Dragon China Portfolio (PGJ) 30-day option implied volatility is at 83; compared to its 52-week range of 25 to 60.

Straddle prices for stocks expected to report quarterly results

Coupa (COUP) March 110 straddle priced for a move of +/- 15% into the expected release of quarter results after the bell on March 14.

PagerDuty (PD) March 30 straddle priced for a move of +/- 16% into the expected release of quarter results after the bell on March 16.

Lennar (LEN) March 88 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on March 16.

Endeavor Group (EDR) March 25 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on March 16.

Options with decreasing option implied volatility: JWN AMZN PYPL FB SNAP
Increasing unusual option volume: FEZ RSKD WEAT MULN
Increasing unusual call option volume: FEZ ETRN WEAT MULN YPF
Increasing unusual put option volume: FEZ CS DNUT YUMC BMBL
Popular stocks with increasing volume: XOM OXY CRWD AAL JD AMC RIVN SOFI
Active options: AAPL TSLA AMD NVDA AMZN NIO FB F BABA MSFT XOM OXY CRWD AAL JD AMC RIVN CCJ BAC SOFI
Global S&P Futures mixed in premarket, Nikkei down 2%, DAX mixed, WTI Crude oil recently at $107, natural gas mixed, gold at $1995 an ounce