ww219
05-23
怎么从跨式期权定价看出波动在10%左右的?
期权大单 | 要砸英伟达?跌10%,还是直冲1100美元?
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height: 30px; margin: 0; padding: 0; border-radius: 50%; float: left;}\n.head .h-content { margin: 0; padding: 0 0 0 9px; float: left;}\n.head .h-name {font-size: 13px; color: #eee; margin: 0;}\n.head .h-time {font-size: 11px; color: #7E829C; margin: 0;line-height: 11px;}\n.small {font-size: 12.5px; display: inline-block; transform: scale(0.9); -webkit-transform: scale(0.9); transform-origin: left; -webkit-transform-origin: left;}\n.smaller {font-size: 12.5px; display: inline-block; transform: scale(0.8); -webkit-transform: scale(0.8); transform-origin: left; -webkit-transform-origin: left;}\n.bt-text {font-size: 12px;margin: 1.5em 0 0 0}\n.bt-text p {margin: 0}\n</style>\n</head>\n<body>\n<div class=\"wrapper\">\n<header>\n<h2 class=\"title\">\n期权大单 | 要砸英伟达?跌10%,还是直冲1100美元?\n</h2>\n\n<h4 class=\"meta\">\n\n\n<a class=\"head\" href=\"https://laohu8.com/wemedia/102\">\n\n\n<div class=\"h-thumb\" style=\"background-image:url(https://static.tigerbbs.com/8274c5b9d4c2852bfb1c4d6ce16c68ba);background-size:cover;\"></div>\n\n<div class=\"h-content\">\n<p class=\"h-name\">老虎资讯综合 </p>\n<p class=\"h-time\">2024-05-21 14:17</p>\n</div>\n\n</a>\n\n\n</h4>\n\n</header>\n<article>\n<html><head></head><body><h3 id=\"id_880334941\">市场概览</h3><p>周一,美股三大指数出现了分化行情,纳斯达克指数续创历史新高,道指收跌,标普500指数微涨。当日美股期权市场成交33,982,333张合约,其中看涨合约(CALL)占比57%,看跌合约(PUT)占比43%。</p><h3 id=\"id_680536718\">期权成交观察:白银,暴涨之后是暴跌?</h3><p>成交量榜单方面,白银ETF期权交易攀上第六位,力压苹果、英伟达!今年以来,白银已飙升36%,涨幅超过黄金,并成为今年表现最好的主要大宗商品之一。昨日国内白银期货主力合约收盘涨停,创上市以来新高。</p><p></p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/6583ef0fdeadf50f8a6d9bca1c9f2ea2\" title=\"\" tg-width=\"432\" tg-height=\"671\"/></p><p>配合银价暴涨,白银ETF(SLV)5月涨幅已超20%,资金涌入明显。不过,从周一的期权上看,也出现了值得警惕的信号。<strong>当日最活跃得一份成交是PUT,到期日7月19日,行权价23美元,这个价格较现价低约20%,也低于本轮行情的启动位置。</strong></p><p></p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/f1405c1f38125cab724eba263406904b\" title=\"\" tg-width=\"956\" tg-height=\"414\"/></p><p>所以,又是一次刺激的过山车表演吗?</p><h3 id=\"id_509098692\">期权成交观察:英伟达,惊涛骇浪</h3><p>本周三,“地球上最重要的股票”英伟达将发布一季度财报。</p><p>今年以来,英伟达股价已经暴涨91%,堪称AI行情的总龙头。不过,最新期权交易数据显示,<strong>部分投资者开始采取谨慎态度,押注英伟达股价下跌的Put期权持仓增加。</strong></p><p>芝加哥期权交易所的数据显示,投资者通过一种被称为“跨式期权”(Straddle) 的复合期权策略,同时购买英伟达的看涨期权和看跌期权,押注英伟达股价将出现双向大波动。<strong>跨式期权组合策略的定价显示,市场对英伟达股价波动的预期在10%左右。</strong></p><p>从周一的期权交易情况看,多头依然占据优势,本周有高达1100美元的看涨押注。</p><p>【点击交易英伟达期权: <a class=\"teditor-mention\" data-mention-id=\"NVDA 20240524 935.0 CALL\" data-mention-name=\"NVDA\" href=\"https://laohu8.com/OPT/NVDA%2020240524%20935.0%20CALL\">$NVDA 20240524 935.0 CALL$</a> 】</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/4c4fe4d27cc356543dd00e8ce642d4e7\" title=\"\" tg-width=\"972\" tg-height=\"409\"/></p><p>英伟达的这份财报,毫无疑问将是“地震”级别,对多空两方来说都是难得的机遇。此时,您会如何操作呢?</p></body></html>\n\n</article>\n</div>\n</body>\n</html>\n","type":0,"thumbnail":"https://static.tigerbbs.com/7308276753c5ff6ceaac8e2cceebffd3","relate_stocks":{"NVDA":"英伟达"},"source_url":"","is_english":false,"share_image_url":"https://static.laohu8.com/e9f99090a1c2ed51c021029395664489","article_id":"1166886979","content_text":"市场概览周一,美股三大指数出现了分化行情,纳斯达克指数续创历史新高,道指收跌,标普500指数微涨。当日美股期权市场成交33,982,333张合约,其中看涨合约(CALL)占比57%,看跌合约(PUT)占比43%。期权成交观察:白银,暴涨之后是暴跌?成交量榜单方面,白银ETF期权交易攀上第六位,力压苹果、英伟达!今年以来,白银已飙升36%,涨幅超过黄金,并成为今年表现最好的主要大宗商品之一。昨日国内白银期货主力合约收盘涨停,创上市以来新高。配合银价暴涨,白银ETF(SLV)5月涨幅已超20%,资金涌入明显。不过,从周一的期权上看,也出现了值得警惕的信号。当日最活跃得一份成交是PUT,到期日7月19日,行权价23美元,这个价格较现价低约20%,也低于本轮行情的启动位置。所以,又是一次刺激的过山车表演吗?期权成交观察:英伟达,惊涛骇浪本周三,“地球上最重要的股票”英伟达将发布一季度财报。今年以来,英伟达股价已经暴涨91%,堪称AI行情的总龙头。不过,最新期权交易数据显示,部分投资者开始采取谨慎态度,押注英伟达股价下跌的Put期权持仓增加。芝加哥期权交易所的数据显示,投资者通过一种被称为“跨式期权”(Straddle) 的复合期权策略,同时购买英伟达的看涨期权和看跌期权,押注英伟达股价将出现双向大波动。跨式期权组合策略的定价显示,市场对英伟达股价波动的预期在10%左右。从周一的期权交易情况看,多头依然占据优势,本周有高达1100美元的看涨押注。【点击交易英伟达期权: $NVDA 20240524 935.0 CALL$ 】英伟达的这份财报,毫无疑问将是“地震”级别,对多空两方来说都是难得的机遇。此时,您会如何操作呢?","news_type":1},"isVote":1,"tweetType":1,"viewCount":137,"commentLimit":10,"likeStatus":false,"favoriteStatus":false,"reportStatus":false,"symbols":[],"verified":2,"subType":0,"readableState":1,"langContent":"CN","currentLanguage":"CN","warmUpFlag":false,"orderFlag":false,"shareable":true,"causeOfNotShareable":"","featuresForAnalytics":[],"commentAndTweetFlag":false,"upFlag":false,"length":38,"xxTargetLangEnum":"ZH_CN"},"commentList":[],"isCommentEnd":true,"isTiger":false,"isWeiXinMini":false,"url":"/m/post/308830275026976"}
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