被幸福敲了门的人
2023-10-20
呵呵👌……老消息
@OptionPlus:
【期权交易】PUT是CALL的10倍!跟PUT?做跨!
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<p>根据CME Fedwatch数据显示,加息75bp的概率是80%,100bp的概率是20%,即便上周CPI之后,这个概率变化也不大,都预期75bp了为什么市场还表现出这么恐慌?</p> <p>周末看了一些报道,市场将目光转向本轮加息的终值,甚至有投行不太关心9月到底是75还是100了,他们更关心明年联邦基准利率最终将到达多少。根据CME Fedwatch数据,明年3月的基准利率区间上移到4.25%-4.75%,比Jackson Hole之前市场的预期3.75%-4.25%高了50bp。甚至UBS放言利率将达到5%。另外,就是会议结束后的声明中将如何表述缩表的进度,目前市场对MBS的预期相对模糊。</p> <p>老虎的Call/Put Ratio显示SPY 和QQQ Call/Put Ratio 是0.58和0.59,因为对本周议息会的不确定性,市场大幅押注指数期权的PUT来对冲仓位。上一篇里面我说过,上周的极端行情一定程度是来自负向的Gamma 效应。而当前仍然有大量的PUT有可能再次形成向下挤兑,又或者空仓的平仓带来向上的逼空。</p> <p>不论什么方向,本周的波动仍然可预期的很大,我上周的QQQ跨式策略仍然有效,我已经在周五将跨式换到9月30日的合约上。</p> <p>现在看QQQ 的期权链9月底和10月的期权链,9月30日到期,行权价$290的PUT 当前持仓量近6万张合约,是Call的10倍,行权价$285和$295的PUT持仓量分别是6万和3.5万张,同样是Call的数倍。<img src=\"https://static.tigerbbs.com/0e44a131f2f5959c05c0bcf145cdd78a\" tg-width=\"2194\" tg-height=\"1408\">10月月权合约显示,$280是一个非常关键的位置,这个位置PUT持仓量高达12.6万张,如果到时候QQQ跌破280,迫使Market Makers去卖正股对冲,说不定会再次挤兑。$290的价格上PUT 持仓量有14万张,上周这个价格是多头缴械的位置,而现在它成为了一个关键逼空点,这些PUT的持有者一旦平仓,会造成向上逼空。</p> <p>而Call这侧,过万的合约出现在$290,$300,和$305,$300的CALL持仓3.5万张,是一个相对大的持仓量,但跟PUT的十万张没法相提并论。<img src=\"https://static.tigerbbs.com/e0adfb18f85d4fb7a8bf2462126e5dfe\" tg-width=\"2208\" tg-height=\"1382\"><img src=\"https://static.tigerbbs.com/8e4065068115feae2389dc8e80450fd2\" tg-width=\"2190\" tg-height=\"1290\">顺带看一下SPY ,9月30日到期,行权价为$385的PUT当前持仓13.4万张合约,是该行权价上Call持仓量的的5倍,同样的差异发生在不同的整数价格。<img src=\"https://static.tigerbbs.com/7cc341ee8e6e551551ccd67d343a8c4c\" tg-width=\"2160\" tg-height=\"1394\">10月的月权显示,$390是一个关键价格,PUT持有量13万,是Call的近10倍,对应上面QQQ $290的合约。<img src=\"https://static.tigerbbs.com/03145d03fc343b58ac40639b38837dfc\" tg-width=\"2196\" tg-height=\"1410\"></p></body></html>","htmlText":"<html><head></head><body><p>虽然本周的聚光灯都瞄准了美联储会议。</p> <p>根据CME Fedwatch数据显示,加息75bp的概率是80%,100bp的概率是20%,即便上周CPI之后,这个概率变化也不大,都预期75bp了为什么市场还表现出这么恐慌?</p> <p>周末看了一些报道,市场将目光转向本轮加息的终值,甚至有投行不太关心9月到底是75还是100了,他们更关心明年联邦基准利率最终将到达多少。根据CME Fedwatch数据,明年3月的基准利率区间上移到4.25%-4.75%,比Jackson Hole之前市场的预期3.75%-4.25%高了50bp。甚至UBS放言利率将达到5%。另外,就是会议结束后的声明中将如何表述缩表的进度,目前市场对MBS的预期相对模糊。</p> <p>老虎的Call/Put Ratio显示SPY 和QQQ Call/Put Ratio 是0.58和0.59,因为对本周议息会的不确定性,市场大幅押注指数期权的PUT来对冲仓位。上一篇里面我说过,上周的极端行情一定程度是来自负向的Gamma 效应。而当前仍然有大量的PUT有可能再次形成向下挤兑,又或者空仓的平仓带来向上的逼空。</p> <p>不论什么方向,本周的波动仍然可预期的很大,我上周的QQQ跨式策略仍然有效,我已经在周五将跨式换到9月30日的合约上。</p> <p>现在看QQQ 的期权链9月底和10月的期权链,9月30日到期,行权价$290的PUT 当前持仓量近6万张合约,是Call的10倍,行权价$285和$295的PUT持仓量分别是6万和3.5万张,同样是Call的数倍。<img src=\"https://static.tigerbbs.com/0e44a131f2f5959c05c0bcf145cdd78a\" tg-width=\"2194\" tg-height=\"1408\">10月月权合约显示,$280是一个非常关键的位置,这个位置PUT持仓量高达12.6万张,如果到时候QQQ跌破280,迫使Market Makers去卖正股对冲,说不定会再次挤兑。$290的价格上PUT 持仓量有14万张,上周这个价格是多头缴械的位置,而现在它成为了一个关键逼空点,这些PUT的持有者一旦平仓,会造成向上逼空。</p> <p>而Call这侧,过万的合约出现在$290,$300,和$305,$300的CALL持仓3.5万张,是一个相对大的持仓量,但跟PUT的十万张没法相提并论。<img src=\"https://static.tigerbbs.com/e0adfb18f85d4fb7a8bf2462126e5dfe\" tg-width=\"2208\" tg-height=\"1382\"><img src=\"https://static.tigerbbs.com/8e4065068115feae2389dc8e80450fd2\" tg-width=\"2190\" tg-height=\"1290\">顺带看一下SPY ,9月30日到期,行权价为$385的PUT当前持仓13.4万张合约,是该行权价上Call持仓量的的5倍,同样的差异发生在不同的整数价格。<img src=\"https://static.tigerbbs.com/7cc341ee8e6e551551ccd67d343a8c4c\" tg-width=\"2160\" tg-height=\"1394\">10月的月权显示,$390是一个关键价格,PUT持有量13万,是Call的近10倍,对应上面QQQ $290的合约。<img src=\"https://static.tigerbbs.com/03145d03fc343b58ac40639b38837dfc\" tg-width=\"2196\" tg-height=\"1410\"></p></body></html>","text":"虽然本周的聚光灯都瞄准了美联储会议。 根据CME Fedwatch数据显示,加息75bp的概率是80%,100bp的概率是20%,即便上周CPI之后,这个概率变化也不大,都预期75bp了为什么市场还表现出这么恐慌? 周末看了一些报道,市场将目光转向本轮加息的终值,甚至有投行不太关心9月到底是75还是100了,他们更关心明年联邦基准利率最终将到达多少。根据CME Fedwatch数据,明年3月的基准利率区间上移到4.25%-4.75%,比Jackson Hole之前市场的预期3.75%-4.25%高了50bp。甚至UBS放言利率将达到5%。另外,就是会议结束后的声明中将如何表述缩表的进度,目前市场对MBS的预期相对模糊。 老虎的Call/Put Ratio显示SPY 和QQQ Call/Put Ratio 是0.58和0.59,因为对本周议息会的不确定性,市场大幅押注指数期权的PUT来对冲仓位。上一篇里面我说过,上周的极端行情一定程度是来自负向的Gamma 效应。而当前仍然有大量的PUT有可能再次形成向下挤兑,又或者空仓的平仓带来向上的逼空。 不论什么方向,本周的波动仍然可预期的很大,我上周的QQQ跨式策略仍然有效,我已经在周五将跨式换到9月30日的合约上。 现在看QQQ 的期权链9月底和10月的期权链,9月30日到期,行权价$290的PUT 当前持仓量近6万张合约,是Call的10倍,行权价$285和$295的PUT持仓量分别是6万和3.5万张,同样是Call的数倍。10月月权合约显示,$280是一个非常关键的位置,这个位置PUT持仓量高达12.6万张,如果到时候QQQ跌破280,迫使Market Makers去卖正股对冲,说不定会再次挤兑。$290的价格上PUT 持仓量有14万张,上周这个价格是多头缴械的位置,而现在它成为了一个关键逼空点,这些PUT的持有者一旦平仓,会造成向上逼空。 而Call这侧,过万的合约出现在$290,$300,和$305,$300的CALL持仓3.5万张,是一个相对大的持仓量,但跟PUT的十万张没法相提并论。顺带看一下SPY ,9月30日到期,行权价为$385的PUT当前持仓13.4万张合约,是该行权价上Call持仓量的的5倍,同样的差异发生在不同的整数价格。10月的月权显示,$390是一个关键价格,PUT持有量13万,是Call的近10倍,对应上面QQQ 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