Pre-Market IV Report March 16, 2022

Pre-Market IV Report March 16, 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: VXX PDD BABA BKLN NLY FXI ASHR IQ CHWY KWEB

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

Chinese stocks U.S. listing share prices higher in premarket amid China policy support reports

Alibaba (BABA) 30-day option implied volatility is at 99; compared to its 52-week range of 24 to 100.

JD.com (JD) 30-day option implied volatility is at 94; compared to its 52-week range of 31 to 95.

Pinduoduo (PDD) 30-day option implied volatility is at 151; compared to its 52-week range of 43 to 161.

Vipshop Holdings (VIPS) 30-day option implied volatility is at 86; compared to its 52-week range of 47 to 131.

DiDi Global (DIDI) 30-day option implied volatility is at 423; compared to its 52-week range of 68 to 205

NetEase (NTES) 30-day option implied volatility is at 86; compared to its 52-week range of 30 to 85

NIO (NIO) 30-day option implied volatility is at 130; compared to its 52-week range of 49 to 133

XPeng Inc. (XPEV) 30-day option implied volatility is at 123; compared to its 52-week range of 54 to 128

iQIYI (IQ) 30-day option implied volatility is at 151; compared to its 52-week range of 48 to 180

Sohu.com, Inc. (SOHU) 30-day option implied volatility is at 80; compared to its 52-week range of 43 to 79

Huazhu Group (HTHT) 30-day option implied volatility is at 104; compared to its 52-week range of 25 to 106

Coupang (CPNG) 30-day option implied volatility is at 92; compared to its 52-week range of 43 to 92.

BeiGene (BGNE) 30-day option implied volatility is at 111; compared to its 52-week range of 36 to 114.

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 100; compared to its 52-week range of 58 to 98.

HUTCHMED (China) (HCM) 30-day option implied volatility is at 91; compared to its 52-week range of 43 to 181.

Yum China (YUMC) 30-day option implied volatility is at 90; compared to its 52-week range of 20 to 91.

Baidu (BIDU) 30-day option implied volatility is at 95; compared to its 52-week range of 31 to 98.

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 53; compared to its 52-week range of 20 to 56.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 38; compared to its 52-week range of 19 to 37.

Krsh Csi Ch Intern (KWEB) 30-day option implied volatility is at 98; compared to its 52-week range of 28 to 98.

Options with decreasing option implied volatility: PARA AMZN PYPL FB SNAP
Increasing unusual option volume: FEZ MULN SIMO WEAT BEAM
Increasing unusual call option volume: MULN WEAT SST SM ARCH
Increasing unusual put option volume: FEZ UMC BCS SABR MCHI IGT
Popular stocks with increasing volume: SOFI CVX JD PLTR PFE BABA
Active options: AAPL TSLA AMD NVDA BABA NIO FB AMC XOM AAL MSFT F JD SOFI CVX AMZN PLTR BAC C PFE
Global S&P Futures higher in premarket, Nikkei up 1%, DAX up 2%, WTI Crude oil recently at $98, natural gas up 3%, gold at $1913 an ounce