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期權大單 | SVB爆雷引巨震!區域銀行指數ETF成交放大逾16倍
uSMART盈立智投 03-13 17:05

一、市場概覽 (3月10日)

美東時間週五,$硅谷銀行(SIVB)$倒閉事件引發市場劇烈動盪,儘管一些知名人士聲稱不太可能發生系統性金融危機,但也無法安撫投資者,股市遭到了拋售,截至收盤,道指跌345.22點,跌幅爲1.07%,報31909.64點;納指跌199.47點,跌幅爲1.76%,報11138.89點;標普500指數跌56.73點,跌幅爲1.45%,報3861.59點。

期權市場總成交量5924.46萬張合約,環比前一交易日(4447.43萬張合約)上漲逾33%,且高於90日平均成交量(4058.41萬張合約),其中看漲期權佔比43%。

二、期權成交總量TOP10

$標普指數ETF(SPY)$期權成交1423萬張合約,其中看漲期權佔比38.2%;$納指100ETF(QQQ)$期權成交390.6萬張合約,其中看漲期權佔比41.7%;

$特斯拉(TSLA)$、$蘋果(AAPL)$、$英偉達(NVDA)$、$亞馬遜(AMZN)$期權成交量激增,分別成交372.8萬張、117.5萬張、111.9萬張、90.13萬張,環比前一交易日分別上漲50.75%、19.79%、22.09%、29.85%;

三、異動觀察

硅谷銀行倒閉事件引發銀行業巨震,$美國銀行(BAC)$、$金融ETF(XLF)$期權成交量持續上漲,上週五分別成交105.6萬張、82.53萬張,環比前一交易日分別上漲22.68%、19.09%;

$區域銀行指數ETF-SPDR KBW(KRE)$上週五收跌逾4%,期權成交78.49萬張,較90日平均成交量放大逾16倍,看漲期權佔比57.8%;其中2023年4月21日到期的50美元行使價看跌期權的成交量特別高,成交量爲5.3萬張。

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