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期權大單 | SVB危機發酵,銀行股期權成交量大增!
uSMART盈立智投 03-14 16:42

一、市場概覽 (3月13日)

美東時間週一,硅谷銀行倒閉風波發酵,標普和道指震盪後收跌。截至收盤,道瓊斯指數跌0.28%,報31819.14點;標普500指數跌0.15%,報3855.76點;納斯達克指數漲0.45%,報11188.84點。

期權市場總成交量4749.73萬張合約,環比前一交易日(5924.46萬張合約)有所下降,但仍高於90日平均成交量(4058.41萬張合約),其中看漲期權佔比48%。

二、期權成交總量TOP10

$標普指數ETF(SPY)$期權成交1139萬張合約,其中看漲期權佔比40.8%;$納指100ETF(QQQ)$期權成交372.3萬張合約,其中看漲期權佔比41.1%;

SVB危機持續發酵,隔夜銀行股重挫,$美國銀行(BAC)$、$金融ETF(XLF)$、$區域銀行指數ETF-SPDR KBW(KRE)$期權成交量仍持續保持高位,分別成交104.6萬張、80.62萬張、68.79萬張;

三、異動觀察

數據來源:Market Chameleon

隨着硅谷銀行破產事件的發酵,市場的避險情緒也有所升溫,這在一定程度上刺激的貴金屬的避險屬性;$SPDR黃金ETF(GLD)$、$白銀ETF(SLV)$、$黃金礦業ETF(GDX)$期權成交量均大幅上漲,分別成交52.22萬張、45.51萬張、36.62萬張,其中看漲比例分別佔比83.4%、84.3%、78%。

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