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JD.com

JD.com (9618 HK) FY Earnings on 6 March: Divergence Between Option-Implied And Historic Move

997 Views03 Mar 2025 21:56
​JD.com's upcoming Q4 and Full Year 2024 results announcement on March 6th historically triggers significant stock volatility, with options market pricing implying a 9.4% post-announcement move.
What is covered in the Full Insight:
  • Introduction
  • Historic Reaction Data
  • Option Implied Moves
  • Market Data and Straddle Pricing
  • Contract Specifications and Resources
Boomeranged on Wed, 5 Mar 2025 22:00
JD.com (9618 HK) Earnings Call tonight 8:00 pm HKT. After yesterday's 3.06% move up, the ATM strike is now 165. ATM Straddles offer an opportunity to a) get an indication of the expected non-directional move, and b) to get exposure to the move. As of yesterday's (5 Mar) close, 7 Mar straddles priced 11.9 (bid) x 13.5 (ask), relating to 7.2% (bid) x 8.2% (ask). Implied Vol at ~ 111%.
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