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@期权小班长：1亿put大单看跌！市场尚未就加息路径达成明确共识

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这篇文章不错，转发给大家看</body></html>","text":"这篇文章不错，转发给大家看","highlighted":1,"essential":1,"paper":1,"likeSize":0,"commentSize":0,"repostSize":0,"favoriteSize":0,"link":"https://laohu8.com/post/661418433","repostId":661027608,"repostType":1,"repost":{"magic":2,"id":661027608,"tweetId":"661027608","gmtCreate":1663593701604,"gmtModify":1663593710016,"author":{"id":3527667590215376,"idStr":"3527667590215376","authorId":3527667590215376,"authorIdStr":"3527667590215376","name":"期权小班长","avatar":"https://static.tigerbbs.com/e785bea87af8baf08d2b24111b78c16a","vip":2,"userType":2,"introduction":"最简单的期权策略实践者","boolIsFan":false,"boolIsHead":false,"crmLevel":1,"crmLevelSwitch":0,"currentWearingBadge":{"badgeId":"99ab5418acee46419c22b9c7ac12257b-1","templateUuid":"99ab5418acee46419c22b9c7ac12257b","name":"月度最佳创作者","description":"每月精华帖数量及质量位于社区TOP3的创作者","bigImgUrl":"https://static.tigerbbs.com/b0cad6192443c33dca826a001250fbd4","smallImgUrl":"https://static.tigerbbs.com/5ccd98c646815ce7610b0df338e060cc","redirectLinkEnabled":0,"hasAllocated":1,"isWearing":1,"stampPosition":0,"hasStamp":0,"allocationCount":1,"allocatedDate":"2022.03.02","individualDisplayEnabled":0},"individualDisplayBadges":[{"badgeId":"3f8f4b8c193b4343a88817ce07587dbd-1","templateUuid":"3f8f4b8c193b4343a88817ce07587dbd","name":"星级创作者","description":"累计发表精华帖>=3（或有料帖>=10），且30天内发表过至少一篇精华帖（或4篇有料帖）并参与过评论","bigImgUrl":"https://static.tigerbbs.com/1866dcf97a73be1c330f85862546aedc","smallImgUrl":"https://static.tigerbbs.com/4f5c5fa8e2c7683bb5a7fce8753ee456","redirectLinkEnabled":1,"redirectLink":"https://www.laohu8.com/activity/market/2023/star-contributors/","hasAllocated":1,"isWearing":0,"stampPosition":0,"hasStamp":0,"allocationCount":1,"allocatedDate":"2025.01.09","individualDisplayEnabled":1,"backgroundColor":{"dark":"#675a37","tint":"#f9ebc2"},"fontColor":{"dark":"#ffffff","tint":"#ab7a0e"}}],"fanSize":32881,"starInvestorFlag":false},"themes":[{"themeId":"bc6e8e4b405b43429905237d8c15ff4c","categoryId":"20b8d1944bae4805b371322c2ab986d4","name":"期权Q&A：期权知识，你问我答","type":0,"rnLink":"https://laohu8.com/RN?name=RNTheme&page=/theme/detail&rndata={\"themeId\":bc6e8e4b405b43429905237d8c15ff4c}&rnconfig={\"headerBarHidden\": 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6月点阵图显示利率峰值在2022-2024年将低于4%，而近期加息工具现实未来两年利率将在2023年3月达到4.5%的峰值。</p> <p>这也就意味着之前的75bps-50bps-25bps路径可能要变成75bps-75bps-50bps。</p> <p>有预期就有针对性，但最大的问题在于市场并不很确定11月和12月的加息概率。</p> <p>目前市场认为11月加息75bps的概率为61.8%，12月加息50bps的概率为47.6%。这是一个十分中庸的看法，我希望周三晚上市场预期对加息路径的确定性能达到80%以上，这样才能有更明确的指导意义。<img src=\"https://static.tigerbbs.com/c158f77536243f0ff3d7b8ead5fd8891\" tg-width=\"1744\" tg-height=\"1000\"><img src=\"https://static.tigerbbs.com/444bf6465a4b5bd160cfceec7e6c458f\" tg-width=\"1758\" tg-height=\"1004\">结合这一点来看上周大单就很有意思了。</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/SPY\"></a><a href=\"https://laohu8.com/S/SPY\">$标普500ETF(SPY)$</a><br>大单以看跌价差策略为主<br>看跌，但不是无限看跌<br>比如375-365价差策略，<br><a target=\"_blank\" href=\"https://laohu8.com/OPT/SPY%2020221021%20365.0%20PUT\">$SPY 20221021 365.0 PUT$</a><br><a target=\"_blank\" href=\"https://laohu8.com/OPT/SPY%2020221021%20375.0%20PUT\">$SPY 20221021 375.0 PUT$</a><br>这是一个正做反做都可以的策略。<br>如果你看跌就买375卖365，如果你觉得跌不到就卖375买365。<br>同时也有押注380的call<br><a target=\"_blank\" href=\"https://laohu8.com/OPT/SPY%2020221021%20380.0%20CALL\">$SPY 20221021 380.0 CALL$</a><br><br><a target=\"_blank\" href=\"https://laohu8.com/S/QQQ\"></a><a href=\"https://laohu8.com/S/QQQ\">$纳指100ETF(QQQ)$</a><br>出现了一个1亿大单，11月18日到期310put。QQQ周五收盘价是289，310算是深度put了。而在我的经验中，单方向深度put=有限看跌，正好和其他做put价差策略的大单不谋而合。<br><a target=\"_blank\" href=\"https://laohu8.com/OPT/QQQ%2020221118%20310.0%20PUT\">$QQQ 20221118 310.0 PUT$</a></p> <p><img src=\"https://static.tigerbbs.com/d12cd7d4a61dc4a4f5fd4fb219c38a04\" tg-width=\"1170\" tg-height=\"2106\"><br>285-265价差策略：买285卖265<br><a target=\"_blank\" href=\"https://laohu8.com/OPT/QQQ%2020220930%20265.0%20PUT\">$QQQ 20220930 265.0 PUT$</a><br><a target=\"_blank\" href=\"https://laohu8.com/OPT/QQQ%2020220930%20285.0%20PUT\">$QQQ 20220930 285.0 PUT$</a><br><br>IWM：<br>跨式以及单边put<br><a target=\"_blank\" href=\"https://laohu8.com/OPT/IWM%2020220930%20184.0%20PUT\">$IWM 20220930 184.0 PUT$</a><br><br>比较另类的是SPX，大单是1400万的call<br><a target=\"_blank\" href=\"https://laohu8.com/OPT/SPX%2020221216%204275.0%20CALL\">$SPX 20221216 4275.0 CALL$</a><br>以及极低价差套利3675-3650<br><a target=\"_blank\" href=\"https://laohu8.com/OPT/SPX%2020221021%203650.0%20PUT\">$SPX 20221021 3650.0 PUT$</a><br><a target=\"_blank\" href=\"https://laohu8.com/OPT/SPX%2020221021%203675.0%20PUT\">$SPX 20221021 3675.0 PUT$</a><br><br>另外苹果150put大量成交。<br><br>综上分析，跨式是最好的，这次FOMC的波动会很大，而价差策略可以起到保护作用，call可以赌，但请注意，这次FOMC不是普遍认为的百分百反弹向上，FOMC之前想抄底重仓，风险较大。</p> <p><b>关于交流</b></p> <p>感谢虎友长期支持，没想到在老虎收获了这么多粉丝。我平时比较忙，有时候文章发的比较晚，思考还是做个集中交流的地方，对期权感兴趣也愿意分享的朋友欢迎+ discord：https://discord.gg/UHdAWpnD</p></body></html>","htmlText":"<html><head></head><body><p>连续三个月的加息路径比9月加息多少要更重要。9月加息75基点基本成为全市场共识，按照鲍威尔之前的表现他不太可能超过市场预期大幅加息100基点，但很有可能提高加息终端预期。</p> <p>FOMC 6月点阵图显示利率峰值在2022-2024年将低于4%，而近期加息工具现实未来两年利率将在2023年3月达到4.5%的峰值。</p> <p>这也就意味着之前的75bps-50bps-25bps路径可能要变成75bps-75bps-50bps。</p> <p>有预期就有针对性，但最大的问题在于市场并不很确定11月和12月的加息概率。</p> <p>目前市场认为11月加息75bps的概率为61.8%，12月加息50bps的概率为47.6%。这是一个十分中庸的看法，我希望周三晚上市场预期对加息路径的确定性能达到80%以上，这样才能有更明确的指导意义。<img src=\"https://static.tigerbbs.com/c158f77536243f0ff3d7b8ead5fd8891\" tg-width=\"1744\" tg-height=\"1000\"><img src=\"https://static.tigerbbs.com/444bf6465a4b5bd160cfceec7e6c458f\" tg-width=\"1758\" tg-height=\"1004\">结合这一点来看上周大单就很有意思了。</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/SPY\"></a><a href=\"https://laohu8.com/S/SPY\">$标普500ETF(SPY)$</a><br>大单以看跌价差策略为主<br>看跌，但不是无限看跌<br>比如375-365价差策略，<br><a target=\"_blank\" href=\"https://laohu8.com/OPT/SPY%2020221021%20365.0%20PUT\">$SPY 20221021 365.0 PUT$</a><br><a target=\"_blank\" href=\"https://laohu8.com/OPT/SPY%2020221021%20375.0%20PUT\">$SPY 20221021 375.0 PUT$</a><br>这是一个正做反做都可以的策略。<br>如果你看跌就买375卖365，如果你觉得跌不到就卖375买365。<br>同时也有押注380的call<br><a target=\"_blank\" href=\"https://laohu8.com/OPT/SPY%2020221021%20380.0%20CALL\">$SPY 20221021 380.0 CALL$</a><br><br><a target=\"_blank\" href=\"https://laohu8.com/S/QQQ\"></a><a href=\"https://laohu8.com/S/QQQ\">$纳指100ETF(QQQ)$</a><br>出现了一个1亿大单，11月18日到期310put。QQQ周五收盘价是289，310算是深度put了。而在我的经验中，单方向深度put=有限看跌，正好和其他做put价差策略的大单不谋而合。<br><a target=\"_blank\" href=\"https://laohu8.com/OPT/QQQ%2020221118%20310.0%20PUT\">$QQQ 20221118 310.0 PUT$</a></p> <p><img src=\"https://static.tigerbbs.com/d12cd7d4a61dc4a4f5fd4fb219c38a04\" tg-width=\"1170\" tg-height=\"2106\"><br>285-265价差策略：买285卖265<br><a target=\"_blank\" href=\"https://laohu8.com/OPT/QQQ%2020220930%20265.0%20PUT\">$QQQ 20220930 265.0 PUT$</a><br><a target=\"_blank\" href=\"https://laohu8.com/OPT/QQQ%2020220930%20285.0%20PUT\">$QQQ 20220930 285.0 PUT$</a><br><br>IWM：<br>跨式以及单边put<br><a target=\"_blank\" href=\"https://laohu8.com/OPT/IWM%2020220930%20184.0%20PUT\">$IWM 20220930 184.0 PUT$</a><br><br>比较另类的是SPX，大单是1400万的call<br><a target=\"_blank\" href=\"https://laohu8.com/OPT/SPX%2020221216%204275.0%20CALL\">$SPX 20221216 4275.0 CALL$</a><br>以及极低价差套利3675-3650<br><a target=\"_blank\" href=\"https://laohu8.com/OPT/SPX%2020221021%203650.0%20PUT\">$SPX 20221021 3650.0 PUT$</a><br><a target=\"_blank\" href=\"https://laohu8.com/OPT/SPX%2020221021%203675.0%20PUT\">$SPX 20221021 3675.0 PUT$</a><br><br>另外苹果150put大量成交。<br><br>综上分析，跨式是最好的，这次FOMC的波动会很大，而价差策略可以起到保护作用，call可以赌，但请注意，这次FOMC不是普遍认为的百分百反弹向上，FOMC之前想抄底重仓，风险较大。</p> <p><b>关于交流</b></p> <p>感谢虎友长期支持，没想到在老虎收获了这么多粉丝。我平时比较忙，有时候文章发的比较晚，思考还是做个集中交流的地方，对期权感兴趣也愿意分享的朋友欢迎+ discord：https://discord.gg/UHdAWpnD</p></body></html>","text":"连续三个月的加息路径比9月加息多少要更重要。9月加息75基点基本成为全市场共识，按照鲍威尔之前的表现他不太可能超过市场预期大幅加息100基点，但很有可能提高加息终端预期。 FOMC 6月点阵图显示利率峰值在2022-2024年将低于4%，而近期加息工具现实未来两年利率将在2023年3月达到4.5%的峰值。 这也就意味着之前的75bps-50bps-25bps路径可能要变成75bps-75bps-50bps。 有预期就有针对性，但最大的问题在于市场并不很确定11月和12月的加息概率。 目前市场认为11月加息75bps的概率为61.8%，12月加息50bps的概率为47.6%。这是一个十分中庸的看法，我希望周三晚上市场预期对加息路径的确定性能达到80%以上，这样才能有更明确的指导意义。结合这一点来看上周大单就很有意思了。 $标普500ETF(SPY)$ 大单以看跌价差策略为主 看跌，但不是无限看跌 比如375-365价差策略， $SPY 20221021 365.0 PUT$ $SPY 20221021 375.0 PUT$ 这是一个正做反做都可以的策略。 如果你看跌就买375卖365，如果你觉得跌不到就卖375买365。 同时也有押注380的call $SPY 20221021 380.0 CALL$ $纳指100ETF(QQQ)$ 出现了一个1亿大单，11月18日到期310put。QQQ周五收盘价是289，310算是深度put了。而在我的经验中，单方向深度put=有限看跌，正好和其他做put价差策略的大单不谋而合。 $QQQ 20221118 310.0 PUT$ 285-265价差策略：买285卖265 $QQQ 20220930 265.0 PUT$ $QQQ 20220930 285.0 PUT$ IWM： 跨式以及单边put $IWM 20220930 184.0 PUT$ 比较另类的是SPX，大单是1400万的call $SPX 20221216 4275.0 CALL$ 以及极低价差套利3675-3650 $SPX 20221021 3650.0 PUT$ $SPX 20221021 3675.0 PUT$ 另外苹果150put大量成交。 综上分析，跨式是最好的，这次FOMC的波动会很大，而价差策略可以起到保护作用，call可以赌，但请注意，这次FOMC不是普遍认为的百分百反弹向上，FOMC之前想抄底重仓，风险较大。 关于交流 感谢虎友长期支持，没想到在老虎收获了这么多粉丝。我平时比较忙，有时候文章发的比较晚，思考还是做个集中交流的地方，对期权感兴趣也愿意分享的朋友欢迎+ 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