smartzhang
2023-01-19
这篇文章不错，转发给大家看看
@期权小班长：
CPI+财报季，如何布局大转折？
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in利好，前半周上涨。而数据落地后极大概率就是回调，除非进一步低于预期，否则大盘也就止步于此了。</p><p>本周是不是财报季前的最后狂欢呢？</p><p>从期权异动来看，本周主要财报是银行股和<a target=\"_blank\" href=\"https://laohu8.com/S/TSM\">$台积电(TSM)$</a> ，风格偏向sell call 和平价put。</p><p>平价put可以理解，但个人认为sell call可以等财报后再做考虑。</p><ul><li><a target=\"_blank\" href=\"https://laohu8.com/OPT/TSM%2020230317%2080.0%20CALL\">$TSM 20230317 80.0 CALL$</a></li><li><a target=\"_blank\" href=\"https://laohu8.com/OPT/C%2020230203%2047.0%20PUT\">$C 20230203 47.0 PUT$</a></li><li><a target=\"_blank\" href=\"https://laohu8.com/OPT/JPM%2020230616%20140.0%20PUT\">$JPM 20230616 140.0 PUT$</a></li></ul><p><img referrerpolicy=\"no-referrer\" src=\"https://static.tigerbbs.com/bbfdbbac73cdc19c5032fd9bfa94ddeb\" tg-width=\"2596\" tg-height=\"590\">周末蚂蚁可能会重新上市的传闻沸沸扬扬，盘前<a target=\"_blank\" href=\"https://laohu8.com/S/BABA\">$阿里巴巴(BABA)$</a> 再次上涨，不过从上周五的期权异动来看，似乎大资金还是偏向sell call </p><ul><li><a target=\"_blank\" href=\"https://laohu8.com/OPT/BABA%2020230915%20120.0%20CALL\">$BABA 20230915 120.0 CALL$</a></li></ul><p>120差不多也是2022年7月和3月高点。</p><p>不过我个人对这张单子方向略感疑惑，虽然近期接近顶部，但对sell call而言时间太长了。<img referrerpolicy=\"no-referrer\" src=\"https://static.tigerbbs.com/3f5b68905b3f46db7bbab4b2063abd0d\" tg-width=\"2562\" tg-height=\"96\">对于近期这种趋势来说可能哪个策略都不会很舒适：做空需要忍受一段时间的被套；做多需要随时留意顶部回调；单腿的call和put时间损耗都很厉害，但call不及时平仓可能风险会更大；sell call 和sell put同理，但sell put要做好接盘准备。</p><p>然而不做交易看着股票暴涨暴跌可能会更不舒服。。。</p><p>想了想可能也就价差策略会稳一些，比如星巴克的这套大单策略：</p><ul><li><a target=\"_blank\" href=\"https://laohu8.com/OPT/SBUX%2020230317%20115.0%20CALL\">$SBUX 20230317 115.0 CALL$</a></li><li><a target=\"_blank\" href=\"https://laohu8.com/OPT/SBUX%2020230317%20105.0%20CALL\">$SBUX 20230317 105.0 CALL$</a></li></ul><p><img referrerpolicy=\"no-referrer\" src=\"https://static.tigerbbs.com/ac31a623b5dd4f8e9382259829b6d6e8\" tg-width=\"1170\" tg-height=\"953\">最后值得一提BBBY，散户指标沦落破产，流动性紧缩+市场衰退的悲剧，对于2023年很有警示意味。</p></body></html>","htmlText":"<html><head></head><body><p>周五大涨非农数据起到的作用很小，解读上模棱两可，甚至偏鹰，但也在预期之中，因为早有预期就业数据下降速度不会很快。开盘后带动大涨的主要因素还是ISM制造业PMI爆冷，录得48.4，大大低于预期，创造2020年5月以来新低。</p><p>实锤了经济衰退，市场一片欢呼，感觉有了倒逼美联储降息的空间。</p><p>在我看来这就是进ICU前的蹦迪，因为这周就开始财报季了。</p><p>众所周知，宏观数据和财报联系十分紧密。比较熟悉的例子就是二手车价格和汽车板块股价表现之间的联系。所以PMI数据这么差，我很为财报季捏把汗。</p><p>所以问题就来了，周四是即将公布12月CPI，预测年率是6.5%，通胀进一步明显下降。那么市场肯定会提前price in利好，前半周上涨。而数据落地后极大概率就是回调，除非进一步低于预期，否则大盘也就止步于此了。</p><p>本周是不是财报季前的最后狂欢呢？</p><p>从期权异动来看，本周主要财报是银行股和<a target=\"_blank\" href=\"https://laohu8.com/S/TSM\">$台积电(TSM)$</a> ，风格偏向sell call 和平价put。</p><p>平价put可以理解，但个人认为sell call可以等财报后再做考虑。</p><ul><li><a target=\"_blank\" href=\"https://laohu8.com/OPT/TSM%2020230317%2080.0%20CALL\">$TSM 20230317 80.0 CALL$</a></li><li><a target=\"_blank\" href=\"https://laohu8.com/OPT/C%2020230203%2047.0%20PUT\">$C 20230203 47.0 PUT$</a></li><li><a target=\"_blank\" href=\"https://laohu8.com/OPT/JPM%2020230616%20140.0%20PUT\">$JPM 20230616 140.0 PUT$</a></li></ul><p><img referrerpolicy=\"no-referrer\" src=\"https://static.tigerbbs.com/bbfdbbac73cdc19c5032fd9bfa94ddeb\" tg-width=\"2596\" tg-height=\"590\">周末蚂蚁可能会重新上市的传闻沸沸扬扬，盘前<a target=\"_blank\" href=\"https://laohu8.com/S/BABA\">$阿里巴巴(BABA)$</a> 再次上涨，不过从上周五的期权异动来看，似乎大资金还是偏向sell call </p><ul><li><a target=\"_blank\" href=\"https://laohu8.com/OPT/BABA%2020230915%20120.0%20CALL\">$BABA 20230915 120.0 CALL$</a></li></ul><p>120差不多也是2022年7月和3月高点。</p><p>不过我个人对这张单子方向略感疑惑，虽然近期接近顶部，但对sell call而言时间太长了。<img referrerpolicy=\"no-referrer\" src=\"https://static.tigerbbs.com/3f5b68905b3f46db7bbab4b2063abd0d\" tg-width=\"2562\" tg-height=\"96\">对于近期这种趋势来说可能哪个策略都不会很舒适：做空需要忍受一段时间的被套；做多需要随时留意顶部回调；单腿的call和put时间损耗都很厉害，但call不及时平仓可能风险会更大；sell call 和sell put同理，但sell put要做好接盘准备。</p><p>然而不做交易看着股票暴涨暴跌可能会更不舒服。。。</p><p>想了想可能也就价差策略会稳一些，比如星巴克的这套大单策略：</p><ul><li><a target=\"_blank\" href=\"https://laohu8.com/OPT/SBUX%2020230317%20115.0%20CALL\">$SBUX 20230317 115.0 CALL$</a></li><li><a target=\"_blank\" href=\"https://laohu8.com/OPT/SBUX%2020230317%20105.0%20CALL\">$SBUX 20230317 105.0 CALL$</a></li></ul><p><img referrerpolicy=\"no-referrer\" src=\"https://static.tigerbbs.com/ac31a623b5dd4f8e9382259829b6d6e8\" tg-width=\"1170\" tg-height=\"953\">最后值得一提BBBY，散户指标沦落破产，流动性紧缩+市场衰退的悲剧，对于2023年很有警示意味。</p></body></html>","text":"周五大涨非农数据起到的作用很小，解读上模棱两可，甚至偏鹰，但也在预期之中，因为早有预期就业数据下降速度不会很快。开盘后带动大涨的主要因素还是ISM制造业PMI爆冷，录得48.4，大大低于预期，创造2020年5月以来新低。 实锤了经济衰退，市场一片欢呼，感觉有了倒逼美联储降息的空间。 在我看来这就是进ICU前的蹦迪，因为这周就开始财报季了。 众所周知，宏观数据和财报联系十分紧密。比较熟悉的例子就是二手车价格和汽车板块股价表现之间的联系。所以PMI数据这么差，我很为财报季捏把汗。 所以问题就来了，周四是即将公布12月CPI，预测年率是6.5%，通胀进一步明显下降。那么市场肯定会提前price in利好，前半周上涨。而数据落地后极大概率就是回调，除非进一步低于预期，否则大盘也就止步于此了。 本周是不是财报季前的最后狂欢呢？ 从期权异动来看，本周主要财报是银行股和$台积电(TSM)$ ，风格偏向sell call 和平价put。 平价put可以理解，但个人认为sell call可以等财报后再做考虑。 $TSM 20230317 80.0 CALL$ $C 20230203 47.0 PUT$ $JPM 20230616 140.0 PUT$ 周末蚂蚁可能会重新上市的传闻沸沸扬扬，盘前$阿里巴巴(BABA)$ 再次上涨，不过从上周五的期权异动来看，似乎大资金还是偏向sell call $BABA 20230915 120.0 CALL$ 120差不多也是2022年7月和3月高点。 不过我个人对这张单子方向略感疑惑，虽然近期接近顶部，但对sell call而言时间太长了。对于近期这种趋势来说可能哪个策略都不会很舒适：做空需要忍受一段时间的被套；做多需要随时留意顶部回调；单腿的call和put时间损耗都很厉害，但call不及时平仓可能风险会更大；sell call 和sell put同理，但sell put要做好接盘准备。 然而不做交易看着股票暴涨暴跌可能会更不舒服。。。 想了想可能也就价差策略会稳一些，比如星巴克的这套大单策略： $SBUX 20230317 115.0 CALL$ $SBUX 20230317 105.0 CALL$ 最后值得一提BBBY，散户指标沦落破产，流动性紧缩+市场衰退的悲剧，对于2023年很有警示意味。","highlighted":2,"essential":2,"paper":2,"link":"https://laohu8.com/post/628223856","repostId":0,"isVote":1,"tweetType":1,"commentLimit":10,"symbols":["C","BABA","JPM","TSM","TSM%2020230317%2080.0%20CALL","JPM%2020230616%20140.0%20PUT","C%2020230203%2047.0%20PUT","SBUX","SBUX%2020230317%20105.0%20CALL","BABA%2020230915%20120.0%20CALL","SBUX%2020230317%20115.0%20CALL"],"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":1532,"xxTargetLangEnum":"ZH_CN"},"isVote":1,"tweetType":1,"viewCount":1128,"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/626613312"}
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