期權大單 | 瑞信再度爆雷,期權成交放大45倍!
一、市場概覽
美東時間週三,美股市場低開高走,對銀行業危機蔓延的擔憂令大盤承壓,三大指數開盤均跌超1%。瑞信危機主導了市場情緒,不過在瑞士監管機構提出對該銀行提供流動性支持後,主要股指收復部分失地,納指收盤時勉強錄得上漲。截至收盤,道瓊斯指數跌0.87%,報31874.57點;標普500指數跌0.70%,報3891.93點;納斯達克指數漲0.05%,報11434.05點。
期權市場總成交量4966.02萬張合約,環比前一交易日(4115.19萬張合約)增加逾20%,高於90日平均成交量(4087.23萬張合約),其中看漲期權佔比45%。
二、期權成交總量TOP10
$標普指數ETF(SPY)$期權成交1078萬張合約,其中看漲期權佔比41.4%;$納指100ETF(QQQ)$期權成交374萬張合約,其中看漲期權佔比43.5%;
$羅素2000指數ETF(IWM)$期權成交195.6萬張,環比前一交易日大幅上漲約50%,其中看跌期權佔比71%;
$標普500波動率指數(VIX)$隔夜飆漲逾10%,期權成交165.1萬張,環比前一交易日大幅上漲約50%;
$債券指數ETF-IShares iBoxx高收益公司債(HYG)$期權成交133萬張,環比前一交易日大幅上漲,其中看跌期權佔比89.1%;
三、異動觀察
$瑞士信貸(CS)$隔夜大跌近14%,消息面,其最大股東沙特國家銀行表示,絕不會向瑞信提供更多援助。瑞士信貸期權成交83.66萬張,較90日平均成交量放大45倍,其中看漲期權佔比41.2%;
$SPDR能源指數ETF(XLE)$收跌逾5%,隔夜原油大跌,價格跌至15個月來低位。期權成交52.37萬張,較90日平均成交量放大逾3倍,看跌期權佔比82.5%;其中2023年6月16日到期的58美元行使價看跌期權的成交量特別高,成交逾3.5萬張。
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