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.
全市場3690萬份合約的期權成交量比近期平均水平低14%,看跌期權佔比為8%至5%。指數和ETF產品的成交量相對較大,而單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 $CrowdStrike Holdings Inc(CRWD.US)$.
最活躍的板塊包括科技、能源和非週期性消費品,而工業和電信板塊相對較輕。在3850只有期權上市的股票中,916只(24%)收盤上漲,2855只(74%)下跌。在流動性最強的500只單一股票中,30天隱含波動率較低的有427只,較高的有27只。觀察到異常的期權總成交量$FuelCell Energy Inc.(FCEL.US)$, $趣店(美國昆士蘭)$, $星巴克(SBUX US)$, $Cameco Corp(CCJ.US)$和$CrowdStrike Holdings Inc.(CRWD.US)$.
Vehicle option implied volatility into FOMC policy decision
將期權隱含波動率納入FOMC政策決策
$Tesla, Inc.(TSLA.US)$ 30-day option implied volatility is at 73; compared to its 52-week range of 54 to 154.
$Tesla,Inc.(TSLA.US)$30天期權隱含波動率為73,而52周區間為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
$福特汽車公司(F.US)$30天期權隱含波動率為52;而其52周區間為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
$通用汽車(通用汽車美國)$30天期權隱含波動率為44;而其52周區間為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天期權隱含波動率為38;而52周區間為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天期權隱含波動率為37,而52周的波動率區間為0.30至119。
Notable bettings toward broader market indices ETF on 3/16
3/16大盤指數ETF值得注意的押注
Individuals breakdown by sectors (3/16 notable bets)
按行業細分的個人(3/16值得注意的賭注)
Tech
高科技
Industrial
工業
Consumer Cyclical
消費週期
Financial
金融
Communication Services
通信服務
Healthcare
醫療保健
Energy
能量
Real Estate
房地產
Basic materials
基礎材料
Consumer Defensive
消費者防禦性
Utilities
公用事業