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期權大單 | 美債看跌期權成交量大增,ETF期權成交量高漲
uSMART盈立智投 09-28 17:06

一、期權異動

9月27日,美股長期債券、花旗集團、美國投資級公司債等標的出現了期權成交量上的較大變化,分別爲日常成交量的1.9、1.8、11.8倍。

特斯拉預計季度末交付量非常高

特斯拉週二收漲2.51%,報282.94美元。消息面,特斯拉預計季度末交付量非常高,要求所有員工協助完成。

投資級公司債遭遇大量看空

債券指數ETF-iShares iBoxx投資級公司債(LQD)新進總成交量TOP十榜單,週二收跌1.51%,報101.44美元。期權合約成交65.45萬張,看跌期權佔全部期權交易的98%。2022年12月16日到期行權價爲90美元看跌期權的成交量特別高,成交量爲285,701張。

二、總成交量前10

美東時間週二,美股市場高開低走,三大指數一度均漲逾1%。隨着美債收益率再次走高,道指回吐近400點漲幅轉跌,標普500指數亦抹去1.7%漲幅轉跌,納指由一度2%的漲幅大幅收窄。截至收盤,道瓊斯指數跌0.43%,報29,134.99點;標普500指數跌0.21%,報3,647.29點;納斯達克指數漲0.25%,報10,829.50點。

期權成交量方面,前兩名爲指數ETF,其次爲特斯拉、羅素指數等。

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