RBC:比特幣ETF或助推特斯拉股價攀升
近日,加拿大皇家銀行(RBC)表示,與比特幣緊密相關的特斯拉(TSLA.US)和MicroStrategy(MSTR.US)之間期權指標的分歧可能爲投資者帶來了機會,建議投資者賣出特斯拉看跌期權,買入特斯拉看漲期權。
RBC衍生品策略師Amy Wu Silverman週六在一份報告中寫道,由於市場對美國首隻比特幣ETF獲批持樂觀態度,比特幣持續上漲,同時,特斯拉和MicroStrategy的股價也在上升。然而,在期權市場,特斯拉看跌期權價格正處於高位,而MicroStrategy的看跌期權與看漲期權成本則呈現反向偏斜狀態(Reverse Skews)。

Silverman表示:“坦白來說,特斯拉期權沒有出現反向偏斜狀態令我很意外。不過,這爲投資者提供了一個機會,即可以通過賣出高價的特斯拉看跌期權,買入低價的特斯拉看漲期權,來押注於反向偏斜。”
Silverman建議進行風險逆轉交易(risk-reversal trade),包括以700美元的價格賣出12月到期的特斯拉看跌期權,並買入930美元的看漲期權。

另外,Silverman還指出,特斯拉即將公佈最新的財報,這可能也將成爲投資者買入看漲期權的另一個原因。
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