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.

Tencent (700 HK): Expiry-Day Recap; Intra-Day Swing of 4.1%.

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Event-Driven

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<li>
<a href="https://www.smartkarma.com/entities/tencent-holdings-ltd" target="_blank" data-smartkarma-citation="entities:26:1" rel="noopener">Tencent (700 HK)</a> stock options expiring on <strong>Thursday, February 27</strong>, show a concentration of approximately 40,000 open contracts at the 500 strike price, <strong>currently at the money. </strong>
</li>
<li>The open interest at the 500 strike may increase volatility and trading activity near expiry if the stock price hovers around 500, possibly leading to amplified intraday price swings.</li>
<li>At the last monthly expiry in January the stock experienced intraday price swings of 2.5%.</li>
</ul>



Tencent (700 HK) stock options expiring on Thursday, February 27, show a concentration of approximately 40,000 open contracts at the 500 strike price, currently at the money. 

The open interest at the 500 strike may increase volatility and trading activity near expiry if the stock price hovers around 500, possibly leading to amplified intraday price swings.
At the last monthly expiry in January the stock experienced intraday price swings of 2.5%.


Hang Seng China Enterprises Index (HSCEI INDEX)

Tencent - 27 Feb Options Expiry: Potentially Volatile Session Due to 500 Strike Open Interest