期權大單 | 阿裏巴巴獲大單看漲！市場做多情緒高漲
一、期權異動
12月1日，美股AMC、奈飛、Salesforce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3.4、2.2、6.4倍。
異動方面，阿裏巴巴期權異動單登上榜首。不過，特別值得注意的是AMC院線，該股雖然沒有登上異動榜，但其股價週四一度飆升27%，創下5月12日以來的最大漲幅；收盤上漲13%。AMC院線的看漲期權交易量是過去20天平均水平的三倍！
週四，AMC院線看漲期權交易佔比達到66%。12月2日到期的行權價8美元的CALL Option成交量尤其高，有80,218份合約交易。
此外，apewisdom顯示，AMC院線在過去24小時內在Reddit的WSB頁面被提及138次，暴增626%，排名第三。
作爲“散戶逼空”中的帶頭大哥，AMC院線是不是又要掀起一場風暴？
高盛策略師Rocky Fishman近日表示，超短期期權一直是“交易量增長最強勁的領域”。他估計，在今年第三和第四季度交易的標普500指數期權中，日內交易的佔比達到約44%。起初華爾街策略師以爲期權日內交易主要由個人投資者推動的，但按照摩根大通的研究結果，在針對標普500指數的期權日內交易中，個人賬戶的佔比僅爲5.6%。
期權日內交易可以從盤中波動獲得風險敞口，其中期權賣方收取溢價，並在相對較短的時間內承擔價格風險。
而之所以會將期權日內交易和波動行情聯繫在一起，是考慮到賣出期權合約的做市商會對衝頭寸以避免押注市場走向，而有時這種對衝將會加速行情變化。比如在做市商大量出售股指看漲期權之後，標普500指數上漲，那麼他們就可以通過購買標普500指數期貨來進行對衝。對此有觀點認爲，指數期貨交易會反過來影響股價。
部分金融機構試圖將這種交易方式“武器化”，以“放大和榨取”預期的方式來左右市場走勢。
二、總成交量前10
12月首個交易日，美股漲跌不一，納指微漲，道指下跌190點。投資者正在評估一系列經濟數據，並等待週五的11月非農就業報告。美聯儲青睞的10月核心PCE指數表明通脹壓力下降，11月ISM製造業指數出現2020年5月份以來的首次萎縮。
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