Derivatives and Quantitative Strategist

Gaudenz Schneider

Financial Economist with over 20 years of investment experience across all asset classes. He has worked as a sell-side derivatives researcher and trader on one of London’s largest trading floors, and as a structurer and portfolio manager for the buy-side in Switzerland. As head of Quantitative Strategy at an Asian WealthTech company, Gaudi and his team designed over 50 distinct investment strategies for institutional clients in Australasia.

Gaudi’s analysis follows a scientific approach based on empirical research and quantitative evidence.

Hang Seng (HSI Index) - This Butterfly Gives You Wings: Popular Option Strategies and Top Trades

2025 Essential Calendar for Option Traders in Asia: Key Dates & Insights

Event-Driven

<ul>
<li>This Insight analyses <a href="https://www.smartkarma.com/entities/meituan" target="_blank" data-smartkarma-citation="entities:26970:1" rel="noopener">Meituan (3690 HK)</a> tailor-made option strategies traded over the last five trading days on the Hong Kong Exchange. Strategy highlights and volatility insights are provided.</li>
<li>The vast majority of traders opt for bearish strategies, but there are examples of contrarian trades.</li>
<li>Although one-month implied volatility is historically low in its 7th percentile, it is above realized volatility. With an implied just below 40%, option premiums are significant in absolute terms.</li>
</ul>


This Insight analyses Meituan (3690 HK) tailor-made option strategies traded over the last five trading days on the Hong Kong Exchange. Strategy highlights and volatility insights are provided.
The vast majority of traders opt for bearish strategies, but there are examples of contrarian trades.
Although one-month implied volatility is historically low in its 7th percentile, it is above realized volatility. With an implied just below 40%, option premiums are significant in absolute terms.


EQD | Meituan (3690 HK) In the Bear's Grip - Popular Option Strategies and Top Trades