Equity Derivatives and Volatility Specialist, Clifton Derivatives

John Ley

Equity Derivatives and Volatility Specialist

Clifton Derivatives

Independent derivative and volatility research firm focusing on events/catalysts, earnings, relative value and cross asset volatility strategies.

Equity Derivatives

<ul>
<li>A weekly roundup of key option and price metrics for Hong Kong single stocks.</li>
<li>Gains were broad-based again, though participation was slightly lower than the prior week.</li>
<li>We discuss the increase in Put open interest which has been trending higher over the past month.</li>
</ul>


A weekly roundup of key option and price metrics for Hong Kong single stocks.
Gains were broad-based again, though participation was slightly lower than the prior week.
We discuss the increase in Put open interest which has been trending higher over the past month.


Hong Kong Single Stock Options (June 09 – 13): Strong Breadth but Put Positioning Trending Higher

External broker reports(aggregated public sources), RHB Invest

RHB Invest

External broker reports(aggregated public sources)

RHB Investment Bank is one of the leading capital market players in Malaysia. Supported by an award-winning research team of experienced product specialists, RHB Group Investment Banking offers a full range of investment banking products and services covering primary markets, such as advisory (corporate & debt restructuring, mergers and acquisitions, takeovers), fundraising via both equity and debt instruments, and secondary markets including securities trading for both institutional and retail clients. 

Content available is external broker reports authored by a third party outside the Smartkarma network and has been aggregated by an online aggregator through publicly available sources and is displayed by Smartkarma in this format for user's convenience and general informational purposes only. Content does not constitute investment or financial advice and Smartkarma makes no representation or warranty regarding its accuracy or contents. Original third party author retains all copyright and other proprietary rights in the content. Access or use of third party links not controlled by Smartkarma are at the user's own risk.

Technical Analysis

<ul><li>Stay on long position. The HSIF underwent a retracement on Thursday, snapping its recent rally with a 295-pt decline to settle at 24,048 pts.</li><li>The index opened at 24,333 pts and briefly climbed to the session’s high of 24,401 pts before profittaking activities dragged it down to an intraday low of 23,974 pts.</li><li>It closed near the day’s low with a bearish candlestick, reflecting a pause in the bullish momentum. </li></ul>Content is external broker report sourced from online content aggregator through publicly available sources and is displayed below for general informational purposes only. Refer full disclaimer below.

Stay on long position. The HSIF underwent a retracement on Thursday, snapping its recent rally with a 295-pt decline to settle at 24,048 pts.The index opened at 24,333 pts and briefly climbed to the session’s high of 24,401 pts before profittaking activities dragged it down to an intraday low of 23,974 pts.It closed near the day’s low with a bearish candlestick, reflecting a pause in the bullish momentum. Content is external broker report sourced from online content aggregator through publicly available sources and is displayed below for general informational purposes only. Refer full disclaimer below.

Hang Seng Index Futures: Healthy Pullback Within An Uptrend; Bullish Setup Still Intact

<ul>
<li>A weekly roundup of key option and price metrics for Hong Kong single stocks.</li>
<li>Option volumes on par with the lowest levels seen over the past 6 months.</li>
<li>Implied volatility appears to have broadly settled around current levels.</li>
</ul>


A weekly roundup of key option and price metrics for Hong Kong single stocks.
Option volumes on par with the lowest levels seen over the past 6 months.
Implied volatility appears to have broadly settled around current levels.


Hong Kong Single Stock Options Weekly (June 02 – 06): Broad Gains as Option Activity Fades

Quantitative Researcher, MRM Research

Nico Rosti

Quantitative Researcher

MRM Research

Quantitative Research

<ul>
<li>After a 7-week rally the <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">Hang Seng Index (HSI INDEX)</a> last week gave up and close the week down (CC=-1 on our WEEKLY LONG model).</li>
<li>The pullback continued on  Monday, reaching 22668 and in our WEEKLY LONG model this price support zone is oversold.</li>
<li>The pullback may continue, so in this insight we are going to offer some perspective on possible support zones where to buy. We think this setback is a buy opportunity.</li>
</ul>


After a 7-week rally the Hang Seng Index (HSI INDEX) last week gave up and close the week down (CC=-1 on our WEEKLY LONG model).
The pullback continued on  Monday, reaching 22668 and in our WEEKLY LONG model this price support zone is oversold.
The pullback may continue, so in this insight we are going to offer some perspective on possible support zones where to buy. We think this setback is a buy opportunity.


<ul>
<li>HSI traded sideways for a third straight week as macro headlines swirled and tariffs turned internally litigious.</li>
<li>Volatility drifted lower, with 1M implied vol dropping below its 1-year median for the first time in months.</li>
<li>Call volumes were significantly higher led by one strike in particular.</li>
</ul>


HSI traded sideways for a third straight week as macro headlines swirled and tariffs turned internally litigious.
Volatility drifted lower, with 1M implied vol dropping below its 1-year median for the first time in months.
Call volumes were significantly higher led by one strike in particular.


HSI Index Options Weekly (May 26-30): Choppy Tape, One Strike Rules Them All

Hong Kong

The Hang Seng Index is a free-float capitalization-weighted index of a selection of companies from the Stock Exchange of Hong Kong. The components of the index are divided into four subindices: Commerce and Industry, Finance, Utilities, and Properties. The index was developed with a base level of 100 as of July 31, 1964.

Hang Seng Index (HSI INDEX)

Hang Seng Index Futures: Healthy Pullback Within An Uptrend; Bullish Setup Still Intact

Stay on long position. The HSIF underwent a retracement on Thursday, snapping its recent rally with a 295-pt decline to settle at 24,048 pts.

RHB Invest

Hong Kong Single Stock Options Weekly (June 02 – 06): Broad Gains as Option Activity Fades

Weekly roundup of key metrics shows low option volumes and stable implied volatility for Hong Kong single stocks and broad participation.

John Ley

HSI Tactical Outlook: Buy This Dip

After a 7-week rally, the Hang Seng Index closed down last week, reaching an oversold price support zone of 22668. According to our models this...

Nico Rosti

HSI Index Options Weekly (May 26-30): Choppy Tape, One Strike Rules Them All

HSI traded sideways amid macro headlines and internal tariff disputes, while volatility decreased and call volumes surged, driven by one specific...

John Ley

Hong Kong Single Stock Options (June 09 – 13): Strong Breadth but Put Positioning Trending Higher

​Weekly roundup of key option and price metrics for Hong Kong single stocks shows broad-based gains with slightly lower participation, and an...

John Ley

Hang Seng Index Futures: Healthy Pullback Within An Uptrend; Bullish Setup Still Intact

Stay on long position. The HSIF underwent a retracement on Thursday, snapping its recent rally with a 295-pt decline to settle at 24,048 pts.

RHB Invest

Hong Kong Single Stock Options Weekly (June 02 – 06): Broad Gains as Option Activity Fades

​Weekly roundup of key metrics shows low option volumes and stable implied volatility for Hong Kong single stocks and broad participation.

John Ley

HSI Tactical Outlook: Buy This Dip

​After a 7-week rally, the Hang Seng Index closed down last week, reaching an oversold price support zone of 22668. According to our models this...

Nico Rosti

HSI Index Options Weekly (May 26-30): Choppy Tape, One Strike Rules Them All

​HSI traded sideways amid macro headlines and internal tariff disputes, while volatility decreased and call volumes surged, driven by one specific...

John Ley

Weekly roundup of key option and price metrics for Hong Kong single stocks shows broad-based gains with slightly lower participation, and an...

Weekly roundup of key metrics shows low option volumes and stable implied volatility for Hong Kong single stocks and broad participation.

After a 7-week rally, the Hang Seng Index closed down last week, reaching an oversold price support zone of 22668. According to our models this...

HSI traded sideways amid macro headlines and internal tariff disputes, while volatility decreased and call volumes surged, driven by one specific...