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英伟达带头跳水,都是被这个周五给吓的?
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10:00","market":"us","language":"zh","title":"英伟达带头跳水,都是被这个周五给吓的?","url":"https://stock-news.laohu8.com/highlight/detail?id=2445274163","media":"华尔街见闻","summary":"周五美股“三巫日”将有约5.5万亿美元期权到期,规模史上最大,英伟达相关期权到期价值是所有标的资产中第二大的,仅次于标普500。而本次期权到期恰逢标普道琼斯指数再平衡,相关ETF也将进行持仓调整。","content":"<html><head></head><body><blockquote><p>周五美股“三巫日”将有约5.5万亿美元期权到期,规模史上最大,英伟达相关期权到期价值是所有标的资产中第二大的,仅次于标普500。而本次期权到期恰逢标普道琼斯指数再平衡,相关ETF也将进行持仓调整。</p></blockquote><p style=\"text-align: justify;\">随着“三巫日”临近,美股风声鹤唳,隔夜英伟达高位跳水8%,纳指止步七日连创新高,“恐慌指数”VIX飙高。</p><p style=\"text-align: justify;\">据期权分析平台SpotGamma估计,约5.5万亿美元的指数、股票和ETF期权将在周五到期。据高盛分析师John Marshall估计,到期期权的名义价值将超过5.1万亿美元,<strong>将是有史以来规模最大的一次。</strong></p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/9b92ef641c643a0fbf2bbc2bfe68fa51\" tg-width=\"640\" tg-height=\"401\"/></p><p style=\"text-align: justify;\">美股“三巫日”(Triple Witching Day)是指指数、股票和ETF期权这三种金融衍生工具的合约在同一天到期的日子,每年四次,通常是三月、六月、九月和十二月的第三个星期五。</p><p style=\"text-align: justify;\">由于投资者和交易员需要在这些合约到期之前调整他们的持仓,在“三巫日”前后,市场往往会经历较大的波动和成交量的增加。</p><p style=\"text-align: justify;\"><strong>而本次期权到期恰逢标普道琼斯指数进行指数重平衡,随后ETF也将进行相应调整,为市场波动性再添一股推波助澜的力量。</strong></p><p style=\"text-align: justify;\">周四,美股市场已经提前反应,由于与英伟达相关的合约到期价值高企,英伟达盘中波动剧烈,涨3.8%后一度转跌4.5%,日内等于从最高位跳水8%,最终收跌3.5%脱离历史新高。</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/09e51815580f5a4c5e43d2d3866318f9\" tg-width=\"640\" tg-height=\"461\"/></p><p style=\"text-align: justify;\">美股大盘方面,标普500指数在八天里第二天下跌并脱离新高,纳指和纳指100跌离新高,“恐慌指数”VIX涨超6%升破13。</p><h2 id=\"id_1589086079\">英伟达可能“首当其冲”</h2><p style=\"text-align: justify;\">美国股市近来表现强劲,本季度期权到期之际,S&P 500期权的隐含波动率维持在疫情前的低点附近。</p><p style=\"text-align: justify;\">周五将到期的期权代表的名义价值相当于罗素3000指数市值的9.3%。这一比例高于绝大多数月份,仅次于2023年12月。</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/1c566bbc28726b506a00ff49bfbb1e34\" tg-width=\"640\" tg-height=\"350\"/></p><p style=\"text-align: justify;\">近一半的标普500期权仍然是末日期权。当前散户交投仍然非常活跃,标普500指数SPX的1手期权和末日1手期权交易在总交易中的比例仍然很高。</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/3bec38f8a0dc8dffbc15a9230b503c78\" tg-width=\"640\" tg-height=\"382\"/></p><p style=\"text-align: justify;\">据媒体高盛全球市场部门董事总经理Scott Rubner称,<strong>伴随长伽码(指持有某种期权策略时,标的资产价格波动对策略价值的正增益)约50亿美元的消失,市场可能会经历一段时间的动荡。</strong></p><p style=\"text-align: justify;\">SpotGamma创始人Brent Kochuba指出,这一次与看涨期权挂钩的到期价值是看跌期权名义价值的 11 倍左右,这与上个季度相比有很大不同,当时该比率接近 5:1。差距扩大表明对上行敞口的需求不断增长,同时对看跌期权的需求不断萎缩。</p><p style=\"text-align: justify;\"><strong>Kochuba表示,这可能会导致周五及下周初某些高交易量股票和指数出现小幅下挫。</strong></p><p style=\"text-align: justify;\">而英伟达可能“首当其冲”。自 2022 年底以来,Nvidia股价已飙升近800%,购买英伟达看涨期权在过去一年中已成为一种越来越受欢迎的交易。</p><p style=\"text-align: justify;\">根据 SpotGamma 数据,随着投资者以近乎前所未有的速度涌入与英伟达相关的看涨押注,导致英伟达看涨期权的未平仓合约高于与标普500和其它跟踪大盘股指数的热门ETF相关合约,<strong>这种情况被认为"极为罕见",约有三分之一的英伟达相关未平仓期权预计将在本周五到期。</strong></p><p style=\"text-align: justify;\"><strong>据彭博,这次英伟达相关期权到期价值是所有标的资产中第二大的,仅次于标普500,高于SPDR S&P 500 ETF以及Nasdaq 100等相关ETF。</strong></p><p style=\"text-align: justify;\">分析认为,推动英伟达股价上涨的动力可能在本周五期权到期后减弱,一直在助推股价走高的 "Gamma挤压"现象可能放缓。"Gamma挤压"指的是密集的看涨期权购买迫使期权市场做市商购买更多的底层股票以对冲风险,从而形成推升股价的良性循环。</p></body></html>","source":"wallstreetcn_hot_news","collect":0,"html":"<!DOCTYPE html>\n<html>\n<head>\n<meta http-equiv=\"Content-Type\" content=\"text/html; charset=utf-8\" />\n<meta name=\"viewport\" content=\"width=device-width,initial-scale=1.0,minimum-scale=1.0,maximum-scale=1.0,user-scalable=no\"/>\n<meta name=\"format-detection\" content=\"telephone=no,email=no,address=no\" />\n<title>英伟达带头跳水,都是被这个周五给吓的?</title>\n<style 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Link</a>\n\n</div>\n\n\n</article>\n</div>\n</body>\n</html>\n","type":0,"thumbnail":"https://static.tigerbbs.com/e59aca23e429c4c7a633d777e9fdacb1","relate_stocks":{"IE00BFSS7M15.SGD":"Janus Henderson Balanced A Acc SGD-H","BK4533":"AQR资本管理(全球第二大对冲基金)","LU0234570918.USD":"高盛全球核心股票组合Acc Close","LU0238689110.USD":"贝莱德环球动力股票基金","IE0004445239.USD":"JANUS HENDERSON US FORTY \"A2\" (USD) ACC","LU0109391861.USD":"富兰克林美国机遇基金A Acc","IE0034235295.USD":"PINEBRIDGE GLOBAL DYNAMIC ASSET ALLOCATION \"A\" (USD) ACC","IE00BJJMRX11.SGD":"Janus Henderson Balanced A Acc SGD","LU0053666078.USD":"摩根大通基金-美国股票A(离岸)美元","IE00B19Z9505.USD":"美盛-美国大盘成长股A Acc","LU0417517546.SGD":"Allianz US Equity Cl AT Acc SGD","LU0072462426.USD":"贝莱德全球配置 A2","LU0079474960.USD":"联博美国增长基金A","LU0082616367.USD":"摩根大通美国科技A(dist)","GB00BDT5M118.USD":"天利环球扩展Alpha基金A Acc","BK4543":"AI","BK4527":"明星科技股","LU0080751232.USD":"富达环球多元动力基金A","BK4588":"碎股","LU0353189680.USD":"富国美国全盘成长基金Cl A Acc","IE00B1XK9C88.USD":"PINEBRIDGE US LARGE CAP 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Marshall估计,到期期权的名义价值将超过5.1万亿美元,将是有史以来规模最大的一次。美股“三巫日”(Triple Witching Day)是指指数、股票和ETF期权这三种金融衍生工具的合约在同一天到期的日子,每年四次,通常是三月、六月、九月和十二月的第三个星期五。由于投资者和交易员需要在这些合约到期之前调整他们的持仓,在“三巫日”前后,市场往往会经历较大的波动和成交量的增加。而本次期权到期恰逢标普道琼斯指数进行指数重平衡,随后ETF也将进行相应调整,为市场波动性再添一股推波助澜的力量。周四,美股市场已经提前反应,由于与英伟达相关的合约到期价值高企,英伟达盘中波动剧烈,涨3.8%后一度转跌4.5%,日内等于从最高位跳水8%,最终收跌3.5%脱离历史新高。美股大盘方面,标普500指数在八天里第二天下跌并脱离新高,纳指和纳指100跌离新高,“恐慌指数”VIX涨超6%升破13。英伟达可能“首当其冲”美国股市近来表现强劲,本季度期权到期之际,S&P 500期权的隐含波动率维持在疫情前的低点附近。周五将到期的期权代表的名义价值相当于罗素3000指数市值的9.3%。这一比例高于绝大多数月份,仅次于2023年12月。近一半的标普500期权仍然是末日期权。当前散户交投仍然非常活跃,标普500指数SPX的1手期权和末日1手期权交易在总交易中的比例仍然很高。据媒体高盛全球市场部门董事总经理Scott Rubner称,伴随长伽码(指持有某种期权策略时,标的资产价格波动对策略价值的正增益)约50亿美元的消失,市场可能会经历一段时间的动荡。SpotGamma创始人Brent Kochuba指出,这一次与看涨期权挂钩的到期价值是看跌期权名义价值的 11 倍左右,这与上个季度相比有很大不同,当时该比率接近 5:1。差距扩大表明对上行敞口的需求不断增长,同时对看跌期权的需求不断萎缩。Kochuba表示,这可能会导致周五及下周初某些高交易量股票和指数出现小幅下挫。而英伟达可能“首当其冲”。自 2022 年底以来,Nvidia股价已飙升近800%,购买英伟达看涨期权在过去一年中已成为一种越来越受欢迎的交易。根据 SpotGamma 数据,随着投资者以近乎前所未有的速度涌入与英伟达相关的看涨押注,导致英伟达看涨期权的未平仓合约高于与标普500和其它跟踪大盘股指数的热门ETF相关合约,这种情况被认为\"极为罕见\",约有三分之一的英伟达相关未平仓期权预计将在本周五到期。据彭博,这次英伟达相关期权到期价值是所有标的资产中第二大的,仅次于标普500,高于SPDR S&P 500 ETF以及Nasdaq 100等相关ETF。分析认为,推动英伟达股价上涨的动力可能在本周五期权到期后减弱,一直在助推股价走高的 \"Gamma挤压\"现象可能放缓。\"Gamma挤压\"指的是密集的看涨期权购买迫使期权市场做市商购买更多的底层股票以对冲风险,从而形成推升股价的良性循环。","news_type":1},"isVote":1,"tweetType":1,"viewCount":164,"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":27,"xxTargetLangEnum":"ZH_CN"},"commentList":[],"isCommentEnd":true,"isTiger":false,"isWeiXinMini":false,"url":"/m/post/319202220765232"}
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