期權大單 | 一夜暴跌50%!第一共和銀行期權成交量持續放大,Put成交大幅攀升
週二,期權市場總成交量3662.55萬張合約,環比前一交易日上漲逾20%;第一共和銀行期權成交130.4萬張,較90日平均成交量放大逾14倍,環比前一交易日上漲170%,其中Put上漲逾266%>>
一、市場概覽 (4月25日)
週二伴隨着悲觀情緒籠罩全球金融市場,美股亦無法獨善其身,三大指數收盤跌幅均超過1%。截至收盤,標普500跌1.58%,報4071.63點;納斯達克指數跌1.98%,報11799.16點;道瓊斯工業指數跌1.02%,報33530.83點。
期權市場總成交量3662.55萬張合約,環比前一交易日(3029.21萬張合約)上漲逾20%,但低於90日平均成交量(4028.37萬張合約),其中看漲期權佔比49%。
二、期權成交總量TOP10
$標普指數ETF(SPY)$期權成交892.4萬張,其中看漲期權佔比48.4%;$納指100ETF(QQQ)$期權成交309.9萬張,其中看漲期權佔比47.4%;
又一家美國銀行告急!受存款金額下降幅度遠超預期影響,$第一共和銀行(FRC)$遭受市場猛烈拋售,隔夜股價暴跌近50%,使得其年內累計跌幅擴大至93%。據媒體援引知情者消息稱,第一共和銀行正在考慮剝離500億至1000億美元的長期證券和抵押貸款,這是該行大範圍救助計劃的部分行動。
第一共和銀行期權成交130.4萬張,較90日平均成交量放大逾14倍,環比前一交易日上漲170%,其中Put上漲逾266%;其中2023年4月28日到期的5美元行使價看跌期權的成交量特別高,成交近4.6萬張;
三、異動觀察
$通用汽車(GM)$收跌4%,公司第一季度營收同比增長11%,下調全年淨利潤預期;該股昨日期權成交13.7萬張,較90日平均成交量放大近2倍;
$聯合包里(UPS)$收跌近10%,公司Q1淨利潤同比下降28.8%至18.95億美元遜預期;該股昨日期權成交10.08萬張,較90日平均成交量放大近7倍;
受第一共和銀行影響,隔夜美國區域銀行股普跌,其中$西太平洋銀行(PACW)$收跌近9%,值得注意的是該行週二盤後發佈了好於預期的第一季度收益,而存款在季度末趨於穩定,本月進一步增長,使其股票在盤後上漲近14%;該股昨日期權成交逾9萬張,較90日平均成交量放大近7倍。
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