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.

Alibaba (BABA US): Trading the Placement Dip with US Options

Curator's Cut: Crop Risks Build, Alibaba Funds AI & Deal Heat in Australia

Aequitas: Alibaba Placement - US$10bn Raising, Relatively Ok Size, Index Flows

Alibaba Group (BABA US / 9988 HK) Q1 FY2027 Results Review — Cloud Holds; AI Investment Drag Peaks

Alibaba (9988 HK / BABA US) Earnings on 20 Aug: HK and US Options Diverge

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/alibaba-group-holding-limited" target="_blank" data-smartkarma-citation="entities:28434:1" rel="noopener">Alibaba (9988 HK)</a> dropped 9.4% following its HKD 80bn placement, although the capital raising represents only 3.6% of market capitalisation and will fund AI investment.</li>
<li>One-Month implied volatility stands at 42.3%, in its 67th percentile, creating elevated—but not extreme—premium income opportunities.</li>
<li>September short puts offer premiums ranging from 1.3% to 4.1%, with lower strikes providing greater downside protection and higher strikes offering greater tactical returns.</li>
</ul>



Alibaba (9988 HK) dropped 9.4% following its HKD 80bn placement, although the capital raising represents only 3.6% of market capitalisation and will fund AI investment.
One-Month implied volatility stands at 42.3%, in its 67th percentile, creating elevated—but not extreme—premium income opportunities.
September short puts offer premiums ranging from 1.3% to 4.1%, with lower strikes providing greater downside protection and higher strikes offering greater tactical returns.


Hang Seng China Enterprises Index (HSCEI INDEX)

Alibaba (9988 HK): 9% Placement Drop Creates Short-Put Setup