迈克白
2022-12-31
这篇文章不错，转发给大家看看
@期权小班长：
大跌后能不能抄底？一份特别的期权案例
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src=\"https://static.tigerbbs.com/2fe0bbad1287672eba8616acaa6e9fa9\" tg-width=\"-1\" tg-height=\"-1\">按时间倒序排序就可以看到收盘前10分钟的期权大单行权价非常出乎意料，不是常见的平价和价外期权，而是深度价内call</p><ul><li><a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020240119%203.33%20CALL\">$TSLA%2020240119%203.33%20CALL$ </a><a href=\"https://laohu8.com/OPT/TSLA 20240119 3.33 CALL\">$TSLA 20240119 3.33 CALL$ </a></li><li><a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230915%201.67%20CALL\">$TSLA%2020230915%201.67%20CALL$ </a><a href=\"https://laohu8.com/OPT/TSLA 20230915 1.67 CALL\">$TSLA 20230915 1.67 CALL$ </a></li><li><a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230120%2010.0%20CALL\"></a><a href=\"https://laohu8.com/OPT/TSLA 20230120 10.0 CALL\">$TSLA 20230120 10.0 CALL$ </a></li><li><a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230120%2050.0%20CALL\">$TSLA%2020230120%2050.0%20CALL$ </a><a href=\"https://laohu8.com/OPT/TSLA 20230120 50.0 CALL\">$TSLA 20230120 50.0 CALL$ </a></li></ul><p>周二特斯拉收盘价108，但这些call的行权价甚至达到了1.67。<img src=\"https://static.tigerbbs.com/a252caaf0af63a0e5322e7fb1a60ad3c\" tg-width=\"-1\" tg-height=\"-1\"><img src=\"https://static.tigerbbs.com/713263750ca38cde25a13a7a794011a3\" tg-width=\"-1\" tg-height=\"-1\">虽然不是特别清楚操作者具体的想法，不过可以考虑当交易者选择如此深度的期权买入或者做空时，此时市场上平价或者价外期权的iv过高，股票也达到阶段性波动高点，此时选择常规期权很可能无利可图。</p><p>不过一众套利大单里最亮眼的还是总成交金额为366万的 <a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230120%20110.0%20CALL\">$TSLA%2020230120%20110.0%20CALL$ </a><a href=\"https://laohu8.com/OPT/TSLA 20230120 110.0 CALL\">$TSLA 20230120 110.0 CALL$ </a> ，到期日贼近的平价call。<img src=\"https://static.tigerbbs.com/e076e8686eb83ac203370a0108760301\" tg-width=\"-1\" tg-height=\"-1\">周三特斯拉收盘前的大单就是比较典型的获利移仓操作了。从<a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230120%20120.0%20PUT\">$TSLA%2020230120%20120.0%20PUT$ </a><a href=\"https://laohu8.com/OPT/TSLA 20230120 120.0 PUT\">$TSLA 20230120 120.0 PUT$ </a> 移仓到 <a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230120%20105.0%20PUT\">$TSLA%2020230120%20105.0%20PUT$ </a><a href=\"https://laohu8.com/OPT/TSLA 20230120 105.0 PUT\">$TSLA 20230120 105.0 PUT$ </a> ，做空获利平仓后继续roll更低行权价的put，保留了利润的同时继续做空，算是期权大单阶段性止盈的常见做法。<img src=\"https://static.tigerbbs.com/a7151827a0486cbfbc2c31e188ca40c9\" tg-width=\"-1\" tg-height=\"-1\"></p><p>然后我发现每当我不盯盘的时候<a href=\"https://laohu8.com/S/GME\">$游戏驿站(GME)$</a> 就开始大跌。还是之前的看法，在市场行情风向上GME比VIX要敏锐太多，GME总是领跌大盘领跌1天时间。虽然金额不大，不过近期有人明确做空gme，选择的是熊市看跌价差，买入17.5put卖出12.5put。<img src=\"https://static.tigerbbs.com/dbe442a4b88635acd7a0a7925119dec8\" tg-width=\"-1\" tg-height=\"-1\"></p></body></html>","htmlText":"<html><head></head><body><p>周三比较忙所以没来得及发帖，有鉴于特斯拉周二晚上的期权大单很有意思，虽然现在发晚了不过还是想做个备份发出来。</p><p>特斯拉在周二大跌了11%，从行情来看开盘和收盘都有急跌发生，所以开盘时间段和收盘时间段附近的期权大单思路会体现今天的行情趋势和明天的行情趋势。也就是急跌之下，特斯拉是继续回落还是反弹。<img src=\"https://static.tigerbbs.com/2fe0bbad1287672eba8616acaa6e9fa9\" tg-width=\"-1\" tg-height=\"-1\">按时间倒序排序就可以看到收盘前10分钟的期权大单行权价非常出乎意料，不是常见的平价和价外期权，而是深度价内call</p><ul><li><a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020240119%203.33%20CALL\">$TSLA%2020240119%203.33%20CALL$ </a><a href=\"https://laohu8.com/OPT/TSLA 20240119 3.33 CALL\">$TSLA 20240119 3.33 CALL$ </a></li><li><a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230915%201.67%20CALL\">$TSLA%2020230915%201.67%20CALL$ </a><a href=\"https://laohu8.com/OPT/TSLA 20230915 1.67 CALL\">$TSLA 20230915 1.67 CALL$ </a></li><li><a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230120%2010.0%20CALL\"></a><a href=\"https://laohu8.com/OPT/TSLA 20230120 10.0 CALL\">$TSLA 20230120 10.0 CALL$ </a></li><li><a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230120%2050.0%20CALL\">$TSLA%2020230120%2050.0%20CALL$ </a><a href=\"https://laohu8.com/OPT/TSLA 20230120 50.0 CALL\">$TSLA 20230120 50.0 CALL$ </a></li></ul><p>周二特斯拉收盘价108，但这些call的行权价甚至达到了1.67。<img src=\"https://static.tigerbbs.com/a252caaf0af63a0e5322e7fb1a60ad3c\" tg-width=\"-1\" tg-height=\"-1\"><img src=\"https://static.tigerbbs.com/713263750ca38cde25a13a7a794011a3\" tg-width=\"-1\" tg-height=\"-1\">虽然不是特别清楚操作者具体的想法，不过可以考虑当交易者选择如此深度的期权买入或者做空时，此时市场上平价或者价外期权的iv过高，股票也达到阶段性波动高点，此时选择常规期权很可能无利可图。</p><p>不过一众套利大单里最亮眼的还是总成交金额为366万的 <a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230120%20110.0%20CALL\">$TSLA%2020230120%20110.0%20CALL$ </a><a href=\"https://laohu8.com/OPT/TSLA 20230120 110.0 CALL\">$TSLA 20230120 110.0 CALL$ </a> ，到期日贼近的平价call。<img src=\"https://static.tigerbbs.com/e076e8686eb83ac203370a0108760301\" tg-width=\"-1\" tg-height=\"-1\">周三特斯拉收盘前的大单就是比较典型的获利移仓操作了。从<a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230120%20120.0%20PUT\">$TSLA%2020230120%20120.0%20PUT$ </a><a href=\"https://laohu8.com/OPT/TSLA 20230120 120.0 PUT\">$TSLA 20230120 120.0 PUT$ </a> 移仓到 <a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230120%20105.0%20PUT\">$TSLA%2020230120%20105.0%20PUT$ </a><a href=\"https://laohu8.com/OPT/TSLA 20230120 105.0 PUT\">$TSLA 20230120 105.0 PUT$ </a> ，做空获利平仓后继续roll更低行权价的put，保留了利润的同时继续做空，算是期权大单阶段性止盈的常见做法。<img src=\"https://static.tigerbbs.com/a7151827a0486cbfbc2c31e188ca40c9\" tg-width=\"-1\" tg-height=\"-1\"></p><p>然后我发现每当我不盯盘的时候<a href=\"https://laohu8.com/S/GME\">$游戏驿站(GME)$</a> 就开始大跌。还是之前的看法，在市场行情风向上GME比VIX要敏锐太多，GME总是领跌大盘领跌1天时间。虽然金额不大，不过近期有人明确做空gme，选择的是熊市看跌价差，买入17.5put卖出12.5put。<img src=\"https://static.tigerbbs.com/dbe442a4b88635acd7a0a7925119dec8\" tg-width=\"-1\" tg-height=\"-1\"></p></body></html>","text":"周三比较忙所以没来得及发帖，有鉴于特斯拉周二晚上的期权大单很有意思，虽然现在发晚了不过还是想做个备份发出来。 特斯拉在周二大跌了11%，从行情来看开盘和收盘都有急跌发生，所以开盘时间段和收盘时间段附近的期权大单思路会体现今天的行情趋势和明天的行情趋势。也就是急跌之下，特斯拉是继续回落还是反弹。按时间倒序排序就可以看到收盘前10分钟的期权大单行权价非常出乎意料，不是常见的平价和价外期权，而是深度价内call $TSLA%2020240119%203.33%20CALL$ $TSLA 20240119 3.33 CALL$ $TSLA%2020230915%201.67%20CALL$ $TSLA 20230915 1.67 CALL$ $TSLA 20230120 10.0 CALL$ $TSLA%2020230120%2050.0%20CALL$ $TSLA 20230120 50.0 CALL$ 周二特斯拉收盘价108，但这些call的行权价甚至达到了1.67。虽然不是特别清楚操作者具体的想法，不过可以考虑当交易者选择如此深度的期权买入或者做空时，此时市场上平价或者价外期权的iv过高，股票也达到阶段性波动高点，此时选择常规期权很可能无利可图。 不过一众套利大单里最亮眼的还是总成交金额为366万的 $TSLA%2020230120%20110.0%20CALL$ $TSLA 20230120 110.0 CALL$ ，到期日贼近的平价call。周三特斯拉收盘前的大单就是比较典型的获利移仓操作了。从$TSLA%2020230120%20120.0%20PUT$ $TSLA 20230120 120.0 PUT$ 移仓到 $TSLA%2020230120%20105.0%20PUT$ $TSLA 20230120 105.0 PUT$ ，做空获利平仓后继续roll更低行权价的put，保留了利润的同时继续做空，算是期权大单阶段性止盈的常见做法。 然后我发现每当我不盯盘的时候$游戏驿站(GME)$ 就开始大跌。还是之前的看法，在市场行情风向上GME比VIX要敏锐太多，GME总是领跌大盘领跌1天时间。虽然金额不大，不过近期有人明确做空gme，选择的是熊市看跌价差，买入17.5put卖出12.5put。","highlighted":2,"essential":2,"paper":2,"link":"https://laohu8.com/post/621227966","repostId":0,"isVote":1,"tweetType":1,"commentLimit":10,"symbols":["TSLA%2020230120%2010.0%20CALL","TSLA%2020230120%20110.0%20CALL","TSLA%2020230120%20120.0%20PUT","TSLA%2020230915%201.67%20CALL","TSLA%2020230120%2050.0%20CALL","TSLA%2020240119%203.33%20CALL","TSLA","TSLA%2020230120%20105.0%20PUT","GME"],"verified":2,"subType":0,"readableState":1,"langContent":"CN","currentLanguage":"CN","warmUpFlag":false,"orderFlag":false,"shareable":true,"causeOfNotShareable":"","featuresForAnalytics":[],"commentAndTweetFlag":false,"andRepostAutoSelectedFlag":false,"upFlag":false,"length":1411,"xxTargetLangEnum":"ZH_CN"},"isVote":1,"tweetType":1,"viewCount":1153,"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,"andRepostAutoSelectedFlag":false,"upFlag":false,"length":27,"xxTargetLangEnum":"ZH_CN"},"commentList":[],"isCommentEnd":true,"isTiger":false,"isWeiXinMini":false,"url":"/m/post/621482875"}
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