Options Montage: Snap-back rally day 2
Options Montage: Snap-back rally day 2
By Eli, Tommy
作者:Eli,Tommy
Snap-back rally day 2 on a solid followthrough off Tuesday's reversal. Institutional sweepers leaned bullish from the get-go yesterday and continued to drop bombs in the relation names.
在周二的逆转之后,股市在第二天迅速反弹。机构清扫者从昨天开始就倾向于看涨,并继续在关系名称中投掷炸弹。
Energy continues to scorch higher and saw aggressive call buying. Energy pipeline names like $Energy Transfer LP(ET.US)$, $Plains Group Holdings, L.P. Class A Shares representing limited(PAGP.US)$which have lagged recently, starting to put a solid rally together as well now. Both $GameStop Corp(GME.US)$ & $AMC Entertainment Holdings Inc(AMC.US)$ caught fire on Wednesday, both were active earlier in the day before the rip. AMC off being part of that "re-opening" theme. On the other side of this really aggressive shift in sectors over the higher rates, saw the shortest dated speculative activity in selective growth names today ($Advanced Micro Devices Inc(AMD.US)$).
能源价格继续飙升,出现了积极的看涨买入。能源管道名称如下$Energy Transfer LP(ET.US)$, $Plains Group Holdings,L.P.代表有限公司(PAGP.US)的A类股票$它们最近表现落后,现在也开始出现强劲反弹。两者都有$GameStop Corp(GME.US)$ & $AMC娱乐控股公司(AMC.US)$周三起火,两人在撕裂前一天早些时候都很活跃。AMC不再是“重新开放”这一主题的一部分。另一方面,在利率较高的行业出现了真正激进的转变,今天出现了选择性增长名称中期限最短的投机活动。$美国超微公司(AMD.US)$).
On the sentiment front
在情绪方面
Short-term sentiment lifts higher with the indices yesterday but still leaves room for further upside if they want it. The lack of full participation from all sectors in this rally is likely keeping sentiment from cooking as quick. As a matter of fact, sentiment in the groups on the sell side of this rotation has cooled off nicely this week.
昨日,短期人气随着股指走高,但如果他们愿意的话,仍有进一步上行的空间。在这轮反弹中,由于缺乏所有行业的全面参与,可能会阻止市场情绪迅速升温。事实上,在这轮轮换中,卖方群体的情绪本周已经很好地降温了。
And that's what we need to pay close attention to here. Keep an eye on the most aggressive sweeper activity as that's been a fantastic gauge on where the current momentum lies. A lot of the rallies in these higher rates/reopening plays are extended now. It can certainly overshoot to the upside, considering how aggressive both the flow and price action has been in these groups but we want to remain tactical in these names until we get some sort of breather.
这就是我们需要密切关注的问题。密切关注最具侵略性的扫地车活动,因为这是当前势头所在的一个极好的衡量标准。在这些较高利率/重新开盘的比赛中,许多反弹现在都延长了。考虑到资金流和价格走势在这些集团中的激进程度,它肯定可能会过度上涨,但我们希望在这些名称中保持战术,直到我们得到某种喘息。
It's the other side now which offers the better risk/reward but sweepers don't seem to be nearly as excited there yet. There is also a possibility that they focus on the more speculative stuff, like GME AMC microcaps, if they need the reopening trade to breathe.
现在是另一边,提供了更好的风险/回报,但扫地者似乎还没有那么兴奋。还有一种可能性是,如果他们需要重新开放的交易来喘息的话,他们可能会专注于更具投机性的产品,如GME AMC微型股。
Notable bettings toward broader market indices ETF on 2/24
2/24大盘指数ETF值得注意的押注
Market-wide option volume of 43.4m contracts was in line with recent average levels, with calls leading puts 2 to 1. ETF and Index products saw relatively heavy volume, while single stock flow was moderate.
全市场的期权成交量为4340万份,与近期的平均水平一致,看跌期权与看跌期权之比为2:1。ETF和Index产品的成交量相对较大,而单一股票的成交量不大。
Individuals breakdown by sectors (2/24 notable bets)
按行业细分的个人(2/24个值得注意的赌注)
Most active sectors included Industrials, Energy and Financials while Telecommunications and Health Care were relatively light. Of the 3,795 stocks with listed options, 2,874 (76%) closed higher, and 838 (22%) lower. Among the 500 most liquid single stocks, 30day implied volatility was higher for 235 and lower for 214. Unusual total option volume was observed in $General Electric Co(GE.US)$, $Boeing Co(BA.US)$, $Energy Transfer LP(ET.US)$, $Workhorse Group, Inc.(WKHS.US)$ and $Square, INC.(SQ.US)$.
最活跃的行业包括工业、能源和金融,而电信和医疗保健行业相对较轻。在3795只有期权上市的股票中,2874只(76%)收盘上涨,838只(22%)下跌。在流动性最强的500只单一股票中,30天隐含波动率较高的有235只,较低的有214只。观察到异常的期权总成交量$通用电气(GE.US)$, $波音(BA.US)$, $Energy Transfer LP(ET.US)$, $工作马集团(WKHS.US)$和$Square,Inc.(SQ.US)$.
Tech
高科技
Industrial
工业
Consumer Cyclical
消费周期
Financial
金融
Communication Services
通信服务
Healthcare
医疗保健
Energy
能量
Real Estate
房地产
Basic materials
基础材料
Consumer Defensive
消费者防御性
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