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Options Montage: Vehicle option IV into FOMC policy decision

Options Montage: Vehicle option IV into FOMC policy decision

期权蒙太奇:将期权IV纳入联邦公开市场委员会的政策决策
Moomoo News ·  2021/03/17 08:14  · 独家

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by Eli, Melody

作者:Eli,Melody

Market-wide option volume of 36.9m contracts was 14% below recent average levels, with calls leading puts 8 to 5. Index and ETF products saw relatively heavy volume, while single stock flow was moderate. 

全市场3690万份合约的期权成交量比近期平均水平低14%,看跌期权占比为8%至5%。指数和ETF产品的成交量相对较大,而单一股票的成交量不大。

Most active sectors included Technology, Energy and Consumer Non-Cyclicals while Industrials and Telecommunications were relatively light. Of the 3,850 stocks with listed options, 916 (24%) closed higher, and 2,855 (74%) lower. Among the 500 most liquid single stocks, 30day implied volatility was lower for 427 and higher for 27. Unusual total option volume was observed in $FuelCell Energy Inc(FCEL.US)$, $Qudian Inc(QD.US)$, $Starbucks Corp(SBUX.US)$$Cameco Corp(CCJ.US)$ and $CrowdStrike Holdings Inc(CRWD.US)$.

最活跃的板块包括科技、能源和非周期性消费品,而工业和电信板块相对较轻。在3850只有期权上市的股票中,916只(24%)收盘上涨,2855只(74%)下跌。在流动性最强的500只单一股票中,30天隐含波动率较低的有427只,较高的有27只。观察到异常的期权总成交量$FuelCell Energy Inc.(FCEL.US)$, $趣店(美国昆士兰)$, $星巴克(SBUX US)$, $Cameco Corp(CCJ.US)$$CrowdStrike Holdings Inc.(CRWD.US)$.

Vehicle option implied volatility into FOMC policy decision

将期权隐含波动率纳入FOMC政策决策

$Tesla, Inc.(TSLA.US)$ 30-day option implied volatility is at 73; compared to its 52-week range of 54 to 154.

$Tesla,Inc.(TSLA.US)$30天期权隐含波动率为73,而52周区间为54至154。

$Ford Motor Co(F.US)$ 30-day option implied volatility is at 52; compared to its 52-week range of 34 to 195

$福特汽车公司(F.US)$30天期权隐含波动率为52;而其52周区间为34至195

$General Motors Co(GM.US)$ 30-day option implied volatility is at 44; compared to its 52-week range of 39 to 188

$通用汽车(通用汽车美国)$30天期权隐含波动率为44;而其52周区间为39至188

$Oshkosh Corp(OSK.US)$ 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 94.

$Oshkosh Corp(OSK.US)$30天期权隐含波动率为38;而52周区间为32至94。

$Magna International Inc(MGA.US)$ 30-day option implied volatility is at 37; compared to its 52-week range of.30 to 119.

$Magna International Inc.(MGA.US)$30天期权隐含波动率为37,而52周的波动率区间为0.30至119。

Notable bettings toward broader market indices ETF on 3/16

3/16大盘指数ETF值得注意的押注

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Individuals breakdown by sectors (3/16 notable bets)

按行业细分的个人(3/16值得注意的赌注)


Tech

高科技

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Industrial

工业

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Consumer Cyclical

消费周期

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Financial

金融

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Communication Services

通信服务

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Healthcare

医疗保健

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Energy

能量

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Real Estate

房地产

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Basic materials

基础材料

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Consumer Defensive

消费者防御性

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Utilities

公用事业

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