Pre-Market IV Report March 17, 2022

Pre-Market IV Report March 17, 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: CWEB BEKE PDD KWEB BKLN SIRI DWAC BBIG SNDL BEKE IQ KWEB CHWY CPNG

Stocks expected to have increasing option volume: LEN WSM DG SIG FDX BABA JD COUP PDD PD FXI KWEB YUMC PD GME EDR ACN

Chinese stocks option IV decreases amid sharp share price rally

Alibaba (BABA) 30-day option implied volatility is at 84; compared to its 52-week range of 24 to 100.

JD.com (JD) 30-day option implied volatility is at 85; compared to its 52-week range of 31 to 95.

Pinduoduo (PDD) 30-day option implied volatility is at 135; compared to its 52-week range of 43 to 161.

Vipshop Holdings (VIPS) 30-day option implied volatility is at 82; compared to its 52-week range of 47 to 131.

DiDi Global (DIDI) 30-day option implied volatility is at 184; compared to its 52-week range of 68 to 205.

NetEase (NTES) 30-day option implied volatility is at 82; compared to its 52-week range of 30 to 85.

NIO (NIO) 30-day option implied volatility is at 113; compared to its 52-week range of 49 to 133.

XPeng Inc. (XPEV) 30-day option implied volatility is at 114; compared to its 52-week range of 54 to 128.

iQIYI (IQ) 30-day option implied volatility is at 145; 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 93; compared to its 52-week range of 25 to 106.

Yum China (YUMC) 30-day option implied volatility is at 79; compared to its 52-week range of 20 to 91.

Baidu (BIDU) 30-day option implied volatility is at 78; compared to its 52-week range of 31 to 98.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 49; compared to its 52-week range of 18 to 56.

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 48; 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 33; compared to its 52-week range of 19 to 37.

Krsh Csi Ch Intern (KWEB) 30-day option implied volatility is at 94; compared to its 52-week range of 28 to 98.

Straddle prices for stocks expected to report quarterly results

Accenture (ACN) March 325 straddle priced for a move of +/- 6% into the expected release of quarter results today before the bell.

Canadian Solar (CSIQ) March 33 straddle priced for a move of +/- 8% into the expected release of quarter results today before the bell.

Dollar General (DG) March 212 straddle priced for a move of +/- 5.5% into the expected release of quarter results today before the bell.

FedEx (FDX) March 225 straddle priced for a move of +/- 7% into the expected release of quarter results today after the bell.

GameStop (GME) March 87 straddle priced for a move of +/- 19% into the expected release of quarter results today after the bell.

Signet Jewelers (SIG) March 78 straddle priced for a move of +/- 14% into the expected release of quarter results today before the bell.

Options with decreasing option implied volatility: BRCC ASAN SQ FB AMZN PYPL SNAP
Increasing unusual option volume: FEZ MULN UAVS FOSL FLEX VNET ZH WEAT
Increasing unusual call option volume: FEZ MULN FOSL UAVS EPAM
Increasing unusual put option volume: EWJ PD UNM SIRI ICLN FXE
Popular stocks with increasing volume: UBER JD AAL AMC SOFI DKNG
Active options: AAPL TSLA BABA NVDA NIO AMD FB AMC BAC MSFT F UBER SOFI PLTR JD AAL AMZN DKNG DIDI PYPL
Global S&P Futures mixed in premarket, Nikkei up 3%, DAX mixed, WTI Crude oil recently at $97, natural gas mixed, gold at $1932 an ounce