西门吹虎
2021-10-23
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@期权小班长:
我掐指一算,这些中概股价恐有大波动
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target=\"_blank\" href=\"https://laohu8.com/S/TME\">$腾讯音乐(TME)$</a> 211029 put7.5, iv=60.23%, delta=-0.11(<u>小班长问了问朋友,说有收购的风闻)</u></p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/IQ\">$爱奇艺(IQ)$</a> 211029 put8.5, iv=75.29%, delta=-0.10</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/MOMO\">$挚文集团(MOMO)$</a> 211029 put11 iv=99.19%, delta=-0.07</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/YY\">$欢聚集团(YY)$</a> 211029 put52 iv=62.53%, delta=-0.10</p> <h4>月权异动:</h4> <p><a target=\"_blank\" href=\"https://laohu8.com/S/EDU\">$新东方(EDU)$</a> 211119 put2 iv=90.68%, delta=-0.19</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/GOTU\">$高途(GOTU)$</a> 211119 put2.5, iv=137.25%, delta=-0.13,</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/TAL\">$好未来(TAL)$</a> 211119 put4000, iv=100.97%, delta=-0.20,</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/CAN\">$嘉楠科技(CAN)$</a> 211119 put5 iv=137.14%, delta=-0.05</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/YALA\">$Yalla Group(YALA)$</a> 211119 put5 iv=100.88%, delta=-0.10</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/TME\">$腾讯音乐(TME)$</a> 211119 put7, iv=69.03%, delta=-0.16</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/IQ\">$爱奇艺(IQ)$</a> 211119 put8 iv=82.25%, delta=-0.17</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/HUYA\">$虎牙(HUYA)$</a> 211119 put8 iv=78.50%, delta=-0.18</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/ZH\">$知乎(ZH)$</a> 211119 put7.5, iv=102.26%, delta=-0.11</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/VIPS\">$唯品会(VIPS)$</a> 211119 put10.5, iv=77.50%, delta=-0.15</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/DAO\">$有道(DAO)$</a> 211119 put10 iv=99.07%, delta=-0.13</p> <p>BZUN 211119 put15, iv=79.98%, delta=-0.10</p> <p>DADA211119 put20 iv=65.92%, delta=-0.18</p> <p>EH211119 put20, iv=79.58%, delta=-0.09,</p> <p>API 211119 put22.5, iv=88.55%, delta=-0.15, arr=28.97%</p> <p>KC211119 put25 iv=67.59%, delta=-0.10</p> <p>JKS 211119 put45, iv=76.47%, delta=-0.12</p> <p>DQ 211119 put60, iv=80.87%, delta=-0.17</p> <p>大家周末愉快!</p></body></html>","htmlText":"<html><head></head><body><p>今天周五,就不推荐sell put了,大家之前卖的put安心拿到期收租,下周一再安排。</p> <p>我们今天聊聊待期权异动。</p> <p>put数据量大股价一定会跌吗?真不一定,得看交易者的策略是什么。昨天我说从数据上看<a target=\"_blank\" href=\"https://laohu8.com/S/SNAP\">$Snap Inc(SNAP)$</a> 股价会有异动,今天大跌了。但11号我还发现了滴滴和贝壳的异动,但最终结果是滴滴大涨。</p> <p><img referrerpolicy=\"no-referrer\" src=\"https://static.tigerbbs.com/4ce23f19710416403850e6490c2c0513\" tg-width=\"1125\" tg-height=\"929\">但可能总有人听闻点什么风声,数据在我这里没用不代表社区的朋友们没有想法,所以我跑了一下40多家常见中概股的期权,筛出来一些数据,大家可以根据自己的经验判断一下。根据之前经验,周权和月权同时都有异动的公司有问题概率越大,iv越高有问题概率越大。</p> <p>211029代表日期21年10月29日,以此类推:</p> <h4>周权异动:</h4> <p><a target=\"_blank\" href=\"https://laohu8.com/S/TME\">$腾讯音乐(TME)$</a> 211029 put7.5, iv=60.23%, delta=-0.11(<u>小班长问了问朋友,说有收购的风闻)</u></p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/IQ\">$爱奇艺(IQ)$</a> 211029 put8.5, iv=75.29%, delta=-0.10</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/MOMO\">$挚文集团(MOMO)$</a> 211029 put11 iv=99.19%, delta=-0.07</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/YY\">$欢聚集团(YY)$</a> 211029 put52 iv=62.53%, delta=-0.10</p> <h4>月权异动:</h4> <p><a target=\"_blank\" href=\"https://laohu8.com/S/EDU\">$新东方(EDU)$</a> 211119 put2 iv=90.68%, delta=-0.19</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/GOTU\">$高途(GOTU)$</a> 211119 put2.5, iv=137.25%, delta=-0.13,</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/TAL\">$好未来(TAL)$</a> 211119 put4000, iv=100.97%, delta=-0.20,</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/CAN\">$嘉楠科技(CAN)$</a> 211119 put5 iv=137.14%, delta=-0.05</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/YALA\">$Yalla Group(YALA)$</a> 211119 put5 iv=100.88%, delta=-0.10</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/TME\">$腾讯音乐(TME)$</a> 211119 put7, iv=69.03%, delta=-0.16</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/IQ\">$爱奇艺(IQ)$</a> 211119 put8 iv=82.25%, delta=-0.17</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/HUYA\">$虎牙(HUYA)$</a> 211119 put8 iv=78.50%, delta=-0.18</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/ZH\">$知乎(ZH)$</a> 211119 put7.5, iv=102.26%, delta=-0.11</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/VIPS\">$唯品会(VIPS)$</a> 211119 put10.5, iv=77.50%, delta=-0.15</p> <p><a target=\"_blank\" href=\"https://laohu8.com/S/DAO\">$有道(DAO)$</a> 211119 put10 iv=99.07%, delta=-0.13</p> <p>BZUN 211119 put15, iv=79.98%, delta=-0.10</p> <p>DADA211119 put20 iv=65.92%, delta=-0.18</p> <p>EH211119 put20, iv=79.58%, delta=-0.09,</p> <p>API 211119 put22.5, iv=88.55%, delta=-0.15, arr=28.97%</p> <p>KC211119 put25 iv=67.59%, delta=-0.10</p> <p>JKS 211119 put45, iv=76.47%, delta=-0.12</p> <p>DQ 211119 put60, iv=80.87%, delta=-0.17</p> <p>大家周末愉快!</p></body></html>","text":"今天周五,就不推荐sell put了,大家之前卖的put安心拿到期收租,下周一再安排。 我们今天聊聊待期权异动。 put数据量大股价一定会跌吗?真不一定,得看交易者的策略是什么。昨天我说从数据上看$Snap Inc(SNAP)$ 股价会有异动,今天大跌了。但11号我还发现了滴滴和贝壳的异动,但最终结果是滴滴大涨。 但可能总有人听闻点什么风声,数据在我这里没用不代表社区的朋友们没有想法,所以我跑了一下40多家常见中概股的期权,筛出来一些数据,大家可以根据自己的经验判断一下。根据之前经验,周权和月权同时都有异动的公司有问题概率越大,iv越高有问题概率越大。 211029代表日期21年10月29日,以此类推: 周权异动: $腾讯音乐(TME)$ 211029 put7.5, iv=60.23%, delta=-0.11(小班长问了问朋友,说有收购的风闻) $爱奇艺(IQ)$ 211029 put8.5, iv=75.29%, delta=-0.10 $挚文集团(MOMO)$ 211029 put11 iv=99.19%, delta=-0.07 $欢聚集团(YY)$ 211029 put52 iv=62.53%, delta=-0.10 月权异动: $新东方(EDU)$ 211119 put2 iv=90.68%, delta=-0.19 $高途(GOTU)$ 211119 put2.5, iv=137.25%, delta=-0.13, $好未来(TAL)$ 211119 put4000, iv=100.97%, delta=-0.20, $嘉楠科技(CAN)$ 211119 put5 iv=137.14%, delta=-0.05 $Yalla Group(YALA)$ 211119 put5 iv=100.88%, delta=-0.10 $腾讯音乐(TME)$ 211119 put7, iv=69.03%, delta=-0.16 $爱奇艺(IQ)$ 211119 put8 iv=82.25%, delta=-0.17 $虎牙(HUYA)$ 211119 put8 iv=78.50%, delta=-0.18 $知乎(ZH)$ 211119 put7.5, iv=102.26%, delta=-0.11 $唯品会(VIPS)$ 211119 put10.5, iv=77.50%, delta=-0.15 $有道(DAO)$ 211119 put10 iv=99.07%, delta=-0.13 BZUN 211119 put15, iv=79.98%, delta=-0.10 DADA211119 put20 iv=65.92%, delta=-0.18 EH211119 put20, iv=79.58%, delta=-0.09, API 211119 put22.5, iv=88.55%, delta=-0.15, arr=28.97% KC211119 put25 iv=67.59%, delta=-0.10 JKS 211119 put45, iv=76.47%, delta=-0.12 DQ 211119 put60, iv=80.87%, delta=-0.17 大家周末愉快!","highlighted":2,"essential":2,"paper":2,"link":"https://laohu8.com/post/851654084","repostId":0,"isVote":1,"tweetType":1,"commentLimit":10,"symbols":["DAO","YALA","MOMO","IQ","GOTU","TME","ZH","CAN","YY","SNAP"],"verified":2,"subType":0,"readableState":1,"langContent":"CN","currentLanguage":"CN","warmUpFlag":false,"orderFlag":false,"shareable":true,"causeOfNotShareable":"","featuresForAnalytics":[],"commentAndTweetFlag":false,"upFlag":false,"length":1553,"xxTargetLangEnum":"ZH_CN"},"isVote":1,"tweetType":1,"viewCount":504,"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":2,"xxTargetLangEnum":"ZH_CN"},"commentList":[],"isCommentEnd":true,"isTiger":false,"isWeiXinMini":false,"url":"/m/post/858361531"}
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