贝勒四爷
2022-06-14
棒棒棒
@期权小班长:
指路明灯显示市场行情快见底了
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tg-height=\"1453\">周五延续周一的这次大跌主要是因为五月CPI数据再次爆表,同比增长8.6%,预期增长8.3%。数据公布后我反思了两点:没有对CPI数据下判断,也没有提前埋伏VIX。</p><p>5月CPI数据并不令人惊讶,从原油汽油天然气的强势走势很容易得出5月通胀不会太好看的结论。就像从<a target=\"_blank\" href=\"https://laohu8.com/S/TGT\">$塔吉特(TGT)$</a> 宣布清库存联想商品航运<a target=\"_blank\" href=\"https://laohu8.com/S/ZIM\">$ZIM Integrated Shipping Services Ltd.(ZIM)$</a> 疲软。</p><p>而在公布CPI数据前恰好VIX磨磨蹭蹭跌到低点,可惜没有以油价为契子考虑去埋伏这次数据的爆冷,只能说明宏观联想还不够条件反射。</p><p>今日sell put:</p><p>今天就做做常规sell put,做多做空都有点不当不正。明后天是变盘点可以考虑其他的交易策略。</p><table> \n <colgroup></colgroup> \n <tbody> \n <tr> \n <td>标的</td> \n <td>年化收益</td> \n <td>到期日</td> \n <td>行权价</td> \n <td>权利金价格</td> \n </tr> \n <tr> \n <td><a target=\"_blank\" href=\"https://laohu8.com/OPT/ATVI%2020220715%2075.0%20PUT\">$ATVI 20220715 75.0 PUT$</a></td> \n <td>18%</td> \n <td>2022/7/15</td> \n <td>75</td> \n <td>1.2</td> \n </tr> \n <tr> \n <td><a target=\"_blank\" href=\"https://laohu8.com/OPT/VMW%2020220715%20125.0%20PUT\">$VMW 20220715 125.0 PUT$</a></td> \n <td>27%</td> \n <td>2022/7/15</td> \n <td>125</td> \n <td>3</td> \n </tr> \n <tr> \n <td><a target=\"_blank\" href=\"https://laohu8.com/OPT/SIMO%2020220715%2085.0%20PUT\">$SIMO 20220715 85.0 PUT$</a></td> \n <td>19%</td> \n <td>2022/7/15</td> \n <td>85</td> \n <td>1.5</td> \n </tr> \n </tbody> \n</table><p>之前卖的put周五可能会接盘,准备接盘后做备兑策略。</p></body></html>","htmlText":"<html><head></head><body><p>对于本周走势我有两个剧本:</p><ul> \n <li>连跌两天创新低,周三公布加息路径后反弹</li> \n <li>今晚止跌,明日反弹,周三公布数据先涨后跌。</li> \n</ul><p>这两个剧本一样的地方都在于周三反弹,原因有二:</p><p>1是按照惯例市场大跌是提前对更加严格的货币紧缩政策反馈,所以周三宣布最新利率决议后,如果不超过市场预期,反而会触底反弹。</p><p>2是<a target=\"_blank\" href=\"https://laohu8.com/S/VIX\">$标普500波动率指数(VIX)$</a> ,市场恐慌情绪的最佳反馈。通常来说VIX达到36之后市场就会反弹。今天盘前VIX涨到了33。而通过之前的观察可以发现,VIX涨的越快回落的就越快,尤其是一日内突破30,反而可以快速见底。<img referrerpolicy=\"no-referrer\" src=\"https://static.tigerbbs.com/960f31ad2d82821db7088775e010b57a\" tg-width=\"1035\" tg-height=\"1453\">周五延续周一的这次大跌主要是因为五月CPI数据再次爆表,同比增长8.6%,预期增长8.3%。数据公布后我反思了两点:没有对CPI数据下判断,也没有提前埋伏VIX。</p><p>5月CPI数据并不令人惊讶,从原油汽油天然气的强势走势很容易得出5月通胀不会太好看的结论。就像从<a target=\"_blank\" href=\"https://laohu8.com/S/TGT\">$塔吉特(TGT)$</a> 宣布清库存联想商品航运<a target=\"_blank\" href=\"https://laohu8.com/S/ZIM\">$ZIM Integrated Shipping Services Ltd.(ZIM)$</a> 疲软。</p><p>而在公布CPI数据前恰好VIX磨磨蹭蹭跌到低点,可惜没有以油价为契子考虑去埋伏这次数据的爆冷,只能说明宏观联想还不够条件反射。</p><p>今日sell put:</p><p>今天就做做常规sell put,做多做空都有点不当不正。明后天是变盘点可以考虑其他的交易策略。</p><table> \n <colgroup></colgroup> \n <tbody> \n <tr> \n <td>标的</td> \n <td>年化收益</td> \n <td>到期日</td> \n <td>行权价</td> \n <td>权利金价格</td> \n </tr> \n <tr> \n <td><a target=\"_blank\" href=\"https://laohu8.com/OPT/ATVI%2020220715%2075.0%20PUT\">$ATVI 20220715 75.0 PUT$</a></td> \n <td>18%</td> \n <td>2022/7/15</td> \n <td>75</td> \n <td>1.2</td> \n </tr> \n <tr> \n <td><a target=\"_blank\" href=\"https://laohu8.com/OPT/VMW%2020220715%20125.0%20PUT\">$VMW 20220715 125.0 PUT$</a></td> \n <td>27%</td> \n <td>2022/7/15</td> \n <td>125</td> \n <td>3</td> \n </tr> \n <tr> \n <td><a target=\"_blank\" href=\"https://laohu8.com/OPT/SIMO%2020220715%2085.0%20PUT\">$SIMO 20220715 85.0 PUT$</a></td> \n <td>19%</td> \n <td>2022/7/15</td> \n <td>85</td> \n <td>1.5</td> \n </tr> \n </tbody> \n</table><p>之前卖的put周五可能会接盘,准备接盘后做备兑策略。</p></body></html>","text":"对于本周走势我有两个剧本: 连跌两天创新低,周三公布加息路径后反弹 今晚止跌,明日反弹,周三公布数据先涨后跌。 这两个剧本一样的地方都在于周三反弹,原因有二: 1是按照惯例市场大跌是提前对更加严格的货币紧缩政策反馈,所以周三宣布最新利率决议后,如果不超过市场预期,反而会触底反弹。 2是$标普500波动率指数(VIX)$ ,市场恐慌情绪的最佳反馈。通常来说VIX达到36之后市场就会反弹。今天盘前VIX涨到了33。而通过之前的观察可以发现,VIX涨的越快回落的就越快,尤其是一日内突破30,反而可以快速见底。周五延续周一的这次大跌主要是因为五月CPI数据再次爆表,同比增长8.6%,预期增长8.3%。数据公布后我反思了两点:没有对CPI数据下判断,也没有提前埋伏VIX。 5月CPI数据并不令人惊讶,从原油汽油天然气的强势走势很容易得出5月通胀不会太好看的结论。就像从$塔吉特(TGT)$ 宣布清库存联想商品航运$ZIM Integrated Shipping Services Ltd.(ZIM)$ 疲软。 而在公布CPI数据前恰好VIX磨磨蹭蹭跌到低点,可惜没有以油价为契子考虑去埋伏这次数据的爆冷,只能说明宏观联想还不够条件反射。 今日sell put: 今天就做做常规sell put,做多做空都有点不当不正。明后天是变盘点可以考虑其他的交易策略。 标的 年化收益 到期日 行权价 权利金价格 $ATVI 20220715 75.0 PUT$ 18% 2022/7/15 75 1.2 $VMW 20220715 125.0 PUT$ 27% 2022/7/15 125 3 $SIMO 20220715 85.0 PUT$ 19% 2022/7/15 85 1.5 之前卖的put周五可能会接盘,准备接盘后做备兑策略。","highlighted":2,"essential":2,"paper":2,"link":"https://laohu8.com/post/680591300","repostId":0,"isVote":1,"tweetType":1,"commentLimit":10,"symbols":["TGT","ATVI","ZIM","VIX","VMW"],"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":1163,"xxTargetLangEnum":"ZH_CN"},"isVote":1,"tweetType":1,"viewCount":1286,"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":6,"xxTargetLangEnum":"ZH_CN"},"commentList":[],"isCommentEnd":true,"isTiger":false,"isWeiXinMini":false,"url":"/m/post/680478284"}
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