“四巫日”驾到！当心空头回补引起大震荡_老虎社区_美港股上老虎

“四巫日”驾到！当心空头回补引起大震荡

金十数据2021-12-17

高盛和SpotGamma网站发出警告，交易员们将准备迎接年末动荡的周五。本周五是今年美国最后一个“四巫日”，在这一天美国股指期货、股指期权、股票期权以及单一股票期货，都将在同一时间到期交割，以往在这个时候大宗商品价格会出现剧烈波动。据统计，共有名义价值4.3万亿美元的股票期权即将到期，相当于罗素3000指数市值的8%以上，其中包括了2.3万亿美元的标普500指数季度期权、3600亿美元...

网页链接

免责声明：本文观点仅代表作者个人观点，不构成本平台的投资建议，本平台不对文章信息准确性、完整性和及时性做出任何保证，亦不对因使用或信赖文章信息引发的任何损失承担责任。

超级点金圣手
·2021-12-17
一年四次的
回复
1
举报
小虎小虎小小虎
·2021-12-16
ok
回复
3
举报
收起
- 小虎小虎小小虎:
  ok
  2021-12-16
  回复
  举报
VinHun
·2021-12-16
🤑🤑🤑🤑🤑🤗🤗🤗🤗🤗
回复
1
举报
收起
- 瀚妈:
  ok
  2021-12-16
  回复
  举报
- harry1016:
  good
  2021-12-16
  回复
  举报

热议股票

7x24

全部

关于我们·老虎社区守则·老虎社区账号管理规范·老虎社区服务协议·老虎社区隐私政策

公司名称：北京至简风宜信息技术有限公司

违法和不良信息投诉：010-5681-3562（工作时间9:30-18:30）

邮箱：service@laohu8.com

营业执照：91110105MA01A4U55R

ICP备：京ICP备18016422号

网安备：京公网安备11010502036490

关注我们

{"i18n":{"language":"zh_CN"},"data":{"share":"https://www.laohu8.com/m/news/2191916141?lang=zh_CN&edition=full","thumbnail":"https://static.tigerbbs.com/55eb327f580527889cf30bafa92692ae","is_english":false,"pubTime":"2021-12-17 19:53","share_image_url":"https://static.laohu8.com/e9f99090a1c2ed51c021029395664489","id":"2191916141","market":"us","top_or_hot":-1,"title":"“四巫日”驾到！ 当心空头回补引起大震荡","media":"金十数据","content":"<div>\n<p>高盛和SpotGamma网站发出警告，交易员们将准备迎接年末动荡的周五。\n本周五是今年美国最后一个“四巫日”，在这一天美国股指期货、股指期权、股票期权以及单一股票期货，都将在同一时间到期交割，以往在这个时候大宗商品价格会出现剧烈波动。\n据统计，共有名义价值4.3万亿美元的股票期权即将到期，相当于罗素3000指数市值的8%以上，其中包括了2.3万亿美元的标普500指数季度期权、3600亿美元...</p>\n\n<a href=\"https://xnews.jin10.com/webapp/details.html?id=87459&type=news\">网页链接</a>\n\n</div>\n","source":"xnew_highlight","html":"<!DOCTYPE html>\n<html>\n<head>\n<meta http-equiv=\"Content-Type\" content=\"text/html; charset=utf-8\" />\n<meta name=\"viewport\" content=\"width=device-width,initial-scale=1.0,minimum-scale=1.0,maximum-scale=1.0,user-scalable=no\"/>\n<meta name=\"format-detection\" content=\"telephone=no,email=no,address=no\" />\n<title>“四巫日”驾到！ 当心空头回补引起大震荡</title>\n<style type=\"text/css\">\na,abbr,acronym,address,applet,article,aside,audio,b,big,blockquote,body,canvas,caption,center,cite,code,dd,del,details,dfn,div,dl,dt,\nem,embed,fieldset,figcaption,figure,footer,form,h1,h2,h3,h4,h5,h6,header,hgroup,html,i,iframe,img,ins,kbd,label,legend,li,mark,menu,nav,\nobject,ol,output,p,pre,q,ruby,s,samp,section,small,span,strike,strong,sub,summary,sup,table,tbody,td,tfoot,th,thead,time,tr,tt,u,ul,var,video{ font:inherit;margin:0;padding:0;vertical-align:baseline;border:0 }\nbody{ font-size:16px; line-height:1.5; color:#999; background:transparent; }\n.wrapper{ overflow:hidden;word-break:break-all;padding:10px; }\nh1,h2{ font-weight:normal; line-height:1.35; margin-bottom:.6em; }\nh3,h4,h5,h6{ line-height:1.35; margin-bottom:1em; }\nh1{ font-size:24px; }\nh2{ font-size:20px; }\nh3{ font-size:18px; }\nh4{ font-size:16px; }\nh5{ font-size:14px; }\nh6{ font-size:12px; }\np,ul,ol,blockquote,dl,table{ margin:1.2em 0; }\nul,ol{ margin-left:2em; }\nul{ list-style:disc; }\nol{ list-style:decimal; }\nli,li p{ margin:10px 0;}\nimg{ max-width:100%;display:block;margin:0 auto 1em; }\nblockquote{ color:#B5B2B1; border-left:3px solid #aaa; padding:1em; }\nstrong,b{font-weight:bold;}\nem,i{font-style:italic;}\ntable{ width:100%;border-collapse:collapse;border-spacing:1px;margin:1em 0;font-size:.9em; }\nth,td{ padding:5px;text-align:left;border:1px solid #aaa; }\nth{ font-weight:bold;background:#5d5d5d; }\n.symbol-link{font-weight:bold;}\n/* header{ border-bottom:1px solid #494756; } */\n.title{ margin:0 0 8px;line-height:1.3;color:#ddd; }\n.meta {color:#5e5c6d;font-size:13px;margin:0 0 .5em; }\na{text-decoration:none; color:#2a4b87;}\n.meta .head { display: inline-block; overflow: hidden}\n.head .h-thumb { width: 30px; height: 30px; margin: 0; padding: 0; border-radius: 50%; float: left;}\n.head .h-content { margin: 0; padding: 0 0 0 9px; float: left;}\n.head .h-name {font-size: 13px; color: #eee; margin: 0;}\n.head .h-time {font-size: 11px; color: #7E829C; margin: 0;line-height: 11px;}\n.small {font-size: 12.5px; display: inline-block; transform: scale(0.9); -webkit-transform: scale(0.9); transform-origin: left; -webkit-transform-origin: left;}\n.smaller {font-size: 12.5px; display: inline-block; transform: scale(0.8); -webkit-transform: scale(0.8); transform-origin: left; -webkit-transform-origin: left;}\n.bt-text {font-size: 12px;margin: 1.5em 0 0 0}\n.bt-text p {margin: 0}\n</style>\n</head>\n<body>\n<div class=\"wrapper\">\n<header>\n<h2 class=\"title\">\n“四巫日”驾到！ 当心空头回补引起大震荡\n</h2>\n\n<h4 class=\"meta\">\n\n\n2021-12-17 19:53 北京时间&nbsp;&nbsp;&nbsp;<a href=https://xnews.jin10.com/webapp/details.html?id=87459&type=news><strong>金十数据</strong></a>\n\n\n</h4>\n\n</header>\n<article>\n<div>\n<p>高盛和SpotGamma网站发出警告，交易员们将准备迎接年末动荡的周五。\n本周五是今年美国最后一个“四巫日”，在这一天美国股指期货、股指期权、股票期权以及单一股票期货，都将在同一时间到期交割，以往在这个时候大宗商品价格会出现剧烈波动。\n据统计，共有名义价值4.3万亿美元的股票期权即将到期，相当于罗素3000指数市值的8%以上，其中包括了2.3万亿美元的标普500指数季度期权、3600亿美元...</p>\n\n<a href=\"https://xnews.jin10.com/webapp/details.html?id=87459&type=news\">网页链接</a>\n\n</div>\n\n\n</article>\n</div>\n</body>\n</html>\n","isBrief":false,"type":0,"news_type":1,"symbol":"OEX","symbol_name":"标普100","start_time":0,"source_url":"https://xnews.jin10.com/webapp/details.html?id=87459&type=news","article_id":"2191916141","we_media_id":null,"thumbnails":["https://static.tigerbbs.com/55eb327f580527889cf30bafa92692ae"],"rights":null,"url":"https://stock-news.laohu8.com/highlight/detail?id=2191916141","pubTimestamp":1639741993,"sourceInfo":{"source_id":"xnew_highlight","name":"金十要闻"},"weMediaInfo":null,"summary":"高盛和SpotGamma网站发出警告，交易员们将准备迎接年末动荡的周五。\n本周五是今年美国最后一个“四巫日”，在这一天美国股指期货、股指期权、股票期权以及单一股票期货，都将在同一时间到期交割，以往在这","collect":0,"end_time":0,"defaultTopTitle":"jin10.com","property":[],"viewcount":null,"language":"zh","relate_stocks":{"OEX":"标普100",".SPX":"S&P 500 Index","BK4504":"桥水持仓","SH":"标普500反向ETF","IVV":"标普500指数ETF","SSO":"两倍做多标普500ETF","SDS":"两倍做空标普500ETF","SPY":"标普500ETF","UPRO":"三倍做多标普500ETF","BK4559":"巴菲特持仓","BK4550":"红杉资本持仓","BK4534":"瑞士信贷持仓","SPXU":"三倍做空标普500ETF","OEF":"标普100指数ETF-iShares"},"translate_title":"\"Four Witch Days\" is here! Beware of big shocks caused by short covering","themeId":null,"isJumpTheme":false,"ttsUrl":"https://static.tigerbbs.com/16957ba6093f626da5ad5a0cec7fc177","symbols_score_info":{".SPX":0.9,"ESmain":0.9,"IVV":0.9,"OEF":0.9,"OEX":0.9,"SDS":0.9,"SH":0.9,"SPXU":0.9,"SPY":0.9,"SSO":0.9,"UPRO":0.9},"content_text":"高盛和SpotGamma网站发出警告，交易员们将准备迎接年末动荡的周五。\n本周五是今年美国最后一个“四巫日”，在这一天美国股指期货、股指期权、股票期权以及单一股票期货，都将在同一时间到期交割，以往在这个时候大宗商品价格会出现剧烈波动。\n据统计，共有名义价值4.3万亿美元的股票期权即将到期，相当于罗素3000指数市值的8%以上，其中包括了2.3万亿美元的标普500指数季度期权、3600亿美元标普500指数E-mini期货期权、2550亿美元的SPY期权和6700亿美元的单一股票期权。这将是史上规模最大的一次期权到期日。\n\n与去年同期相比，今年12月的市场上尚未平仓的、即将到期的期权总额较低，但近价期权（执行价接近现价）占总未平仓期权的占比更高。这可能是十年来12月四巫日到期期权规模最少的一次，但也比其他月份四巫日的规模要大得多。\n\n上周五，标普500指数创下了历史新高，VIX指数也达到自3月高点以来的第二高位。\n高盛指出，过去一个月的波动性上升，导致指数期权的交易量达到年内最高水平，在标准普尔500指数创下历史新高后，期权增加的仓位仅瞄准在略低于当前价格的水平。\n\n在高盛看来，今年普遍存在的高波动率风险溢价，表明机构投资者一直是指数期权多头的主要买家，大量做空Gamma的头寸可能有助于本周波动性保持在高位。\n\nSpotGamma网站表示，尽管近几个月期权成交量有所下降，但单只股票的波动性仍然相当高。许多股票的负面表现促使投资者大量交易看跌期权，因此在本周五到期日形成了高度集中的负伽马值，这意味着期货做市商需要在股票上涨的时候买入更多股票，或是在股市下跌的时候抛售，因此有可能引起美股的进一步抛售。\n在过去的一个月中，前五十只期权交易量最高的股票中，看跌期权的交易量高达1960亿美元，比去年同期增长了40%。其中特斯拉、辉瑞和AMD等高市值股票的看跌期权成交量较去年上涨了80%以上。\nSpotGamma分析，美联储将触发与极短期负伽马相关资金流动的释放，因为大量看跌期权头寸到期，做市商将解除做空股票的对冲，这将是股市上涨的催化剂。\n\n如果美股在周五前进一步下跌，将推动负伽马指数升高，这有可能导致在圣诞节前出现大规模空头回补，促使美股反弹。\n\n2018年就曾出现过类似的状况，市场在四巫日前持续下跌，但之后在月底前上涨了近5%。SpotGamma指出，当前极其看空的仓位有可能在四巫日引发市场的剧烈波动。","kind":null,"is_publish_news":true,"is_publish_highlight":true,"is_publish_live":false,"is_publish_wemedia":null,"editions":null,"column":"","sentiment":"0","news_tag":"","news_rank":0,"symbols":[],"gpt_button":1},"commentList":[{"id":699943853,"gmtCreate":1639742957686,"gmtModify":1639742972088,"author":{"id":"3569011130326335","authorId":"3569011130326335","name":"超级点金圣手","avatar":"https://static.tigerbbs.com/f9f9aa89d127f783f31ffba760ee09c4","vip":1,"crmLevel":2,"crmLevelSwitch":0,"idStr":"3569011130326335","authorIdStr":"3569011130326335"},"htmlText":"一年四次的","listText":"一年四次的","text":"一年四次的","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":1,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/699943853","repostId":2191916141,"repostType":4,"isVote":1,"likeStatus":false,"favoriteStatus":false,"reportStatus":false,"tweetType":1,"langContent":"CN"},{"id":690288935,"gmtCreate":1639669716022,"gmtModify":1639669716022,"author":{"id":"4087263755014960","authorId":"4087263755014960","name":"小虎小虎小小虎","avatar":"https://static.laohu8.com/default-avatar.jpg","vip":1,"crmLevel":1,"crmLevelSwitch":0,"idStr":"4087263755014960","authorIdStr":"4087263755014960"},"htmlText":"ok","listText":"ok","text":"ok","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":3,"commentSize":1,"repostSize":0,"link":"https://laohu8.com/post/690288935","repostId":2191916141,"repostType":4,"isVote":1,"likeStatus":false,"favoriteStatus":false,"reportStatus":false,"tweetType":1,"comments":[{"id":7010479,"gmtCreate":1639669721792,"gmtModify":1639669721815,"authorId":4087263755014960,"author":{"id":4087263755014960,"idStr":"4087263755014960","authorId":4087263755014960,"name":"小虎小虎小小虎","avatar":"https://static.laohu8.com/default-avatar.jpg","vip":1,"crmLevel":1,"crmLevelSwitch":0,"individualDisplayBadges":[]},"repliedAuthorId":0,"objectId":690288935,"type":1,"supId":0,"prevId":0,"content":"ok","text":"ok","html":"ok"}],"langContent":"CN"},{"id":690693845,"gmtCreate":1639661315778,"gmtModify":1639661315951,"author":{"id":"3586925956765276","authorId":"3586925956765276","name":"VinHun","avatar":"https://static.tigerbbs.com/991b02c8cc322df6d25106ac403eff95","vip":1,"crmLevel":2,"crmLevelSwitch":0,"idStr":"3586925956765276","authorIdStr":"3586925956765276"},"htmlText":"🤑🤑🤑🤑🤑🤗🤗🤗🤗🤗","listText":"🤑🤑🤑🤑🤑🤗🤗🤗🤗🤗","text":"🤑🤑🤑🤑🤑🤗🤗🤗🤗🤗","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":1,"commentSize":2,"repostSize":0,"link":"https://laohu8.com/post/690693845","repostId":2191916141,"repostType":4,"isVote":1,"likeStatus":false,"favoriteStatus":false,"reportStatus":false,"tweetType":1,"comments":[{"id":7007512,"gmtCreate":1639662080900,"gmtModify":1639662081009,"authorId":3575347610709013,"author":{"id":3575347610709013,"idStr":"3575347610709013","authorId":3575347610709013,"name":"瀚妈","avatar":"https://static.tigerbbs.com/cc130c80435a1df7ae157dd6764e34e0","vip":1,"crmLevel":2,"crmLevelSwitch":0,"individualDisplayBadges":[]},"repliedAuthorId":0,"objectId":690693845,"type":1,"supId":0,"prevId":0,"content":"ok","text":"ok","html":"ok"},{"id":7007392,"gmtCreate":1639661600555,"gmtModify":1639661600588,"authorId":3582028836908731,"author":{"id":3582028836908731,"idStr":"3582028836908731","authorId":3582028836908731,"name":"harry1016","avatar":"https://static.tigerbbs.com/733d02b9a3fd5b092e20562d0f45904f","vip":1,"crmLevel":6,"crmLevelSwitch":0,"individualDisplayBadges":[]},"repliedAuthorId":0,"objectId":690693845,"type":1,"supId":0,"prevId":0,"content":"goo<u>d</u>","text":"goo<u>d</u>","html":"goo<u>d</u>"}],"langContent":"CN"}],"hasMoreComments":true,"newsSizeData":{"likeSize":36,"commentSize":3,"repostSize":0,"favoriteSize":12,"likeStatus":false,"favoriteStatus":false}}