Options Montage: Vehicle option IV into FOMC policy decision
Options Montage: Vehicle option IV into FOMC policy decision
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$FuelCell Energy Inc.(FCEL.US)$, $趣店(美国昆士兰)$, $星巴克(SBUX US)$, $Cameco Corp(CCJ.US)$和$CrowdStrike Holdings Inc.(CRWD.US)$.
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
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
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
Utilities
公用事业