Pre-Market IV Report March 14, 2022

Pre-Market IV Report March 14, 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: SBUX FXI JD KWEB BILI IPOF NAK BKLN XOP DWAC

Stocks expected to have increasing option volume: FXI KWEB YUMC BABA JD

Chinese stocks U.S. listing share prices lower on increasing option volume and IV

Alibaba (BABA) 30-day option implied volatility is at 82; compared to its 52-week range of 24 to 83.
JD.com (JD) 30-day option implied volatility is at 82; compared to its 52-week range of 31 to 79.

Pinduoduo (PDD) 30-day option implied volatility is at 128; compared to its 52-week range of 43 to 125.

Vipshop Holdings (VIPS) 30-day option implied volatility is at 80; compared to its 52-week range of 47 to 131. Call put ratio 1 call to 2.6 puts.

DiDi Global (DIDI) 30-day option implied volatility is at 214; compared to its 52-week range of 68 to 200.

NetEase (NTES) 30-day option implied volatility is at 76; compared to its 52-week range of 30 to 74

NIO (NIO) 30-day option implied volatility is at 115; compared to its 52-week range of 49 to 112

XPeng Inc. (XPEV) 30-day option implied volatility is at 108; compared to its 52-week range of 54 to 107

Baidu.com (BIDU) 30-day option implied volatility is at 84; compared to its 52-week range of 31 to 85

iQIYI (IQ) 30-day option implied volatility is at 130; compared to its 52-week range of 48 to 180

Sohu.com, Inc. (SOHU) 30-day option implied volatility is at 74; compared to its 52-week range of 43 to 79

Huazhu Group (HTHT) 30-day option implied volatility is at 101; compared to its 52-week range of 25 to 90

Coupang (CPNG) 30-day option implied volatility is at 89; compared to its 52-week range of 43 to 89.

BeiGene (BGNE) 30-day option implied volatility is at 100; compared to its 52-week range of 36 to 96.

Zai Lab Limited (ZLAB) 30-day option implied volatility is at 112; compared to its 52-week range of 42 to 117.

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

HUTCHMED (China) (HCM) 30-day option implied volatility is at 102; compared to its 52-week range of 58 to 181.

Yum China (YUMC) 30-day option implied volatility is at 88; compared to its 52-week range of 20 to 85.

Baidu (BIDU) 30-day option implied volatility is at 84; compared to its 52-week range of 31 to 85.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 49; compared to its 52-week range of 18 to 49.

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 46; compared to its 52-week range of 20 to 46. Call put ratio 1 call to 2.8 puts.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 35.

Euro banks

UBS AG (UBS) 30-day option implied volatility is at 57; compared to its 52-week range of 17 to 59. Call put ratio 1 call to 36 puts.

Credit Suisse (CS) 30-day option implied volatility is at 66; compared to its 52-week range of 19 to 61.
Barclays plc (BCS) 30-day option implied volatility is at 6;3 compared to its 52-week range of 21 to 66. Call put ratio 1 call to 3.6 puts.

Deutsche Bank (DB) 30-day option implied volatility is at 76; compared to its 52-week range of 27 to 95. Call put ratio 2.4 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

Coupa (COUP) March 100 straddle priced for a move of +/- 15% into the expected release of quarter results today.

PagerDuty (PD) March 25 straddle priced for a move of +/- 19% into the expected release of quarter results after the bell on March 16.

Lennar (LEN) March 87 straddle priced for a move of +/- 10% 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: AMZN BMBL PYPL FB SNAP
Increasing unusual option volume: MULN ETRN GRUB APTS WEAT BAM
Increasing unusual call option volume: MULN ETRN APTS NCNO WEAT TMC
Increasing unusual put option volume: DVAX ARCCC HAS CS MCHI
Popular stocks with increasing volume: RIVN BABA DOCU SOFI F DIDI BAC XOM T AAL PLTR
Active options: AAPL TSLA NIO AMD NVDA FB RIVN BABA AMZN AMC MSFT DOCU SOFI F DIDI BAC XOM T XOM AAL PLTR
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $105, natural gas down 2%, gold at $1973 an ounce