期權大單 | 一篇論文引發股價拉昇!輝瑞期權成交量激增,Call佔比逾八成
一、市場概覽 (5月22日)
在債務上限談判的陰影下,週一美股市場整體在觀望中維持震盪,科技股的表現略好於大盤。截至收盤,標普500漲0.02%,報4192.63點;納斯達克指數漲0.5%,報12720.78點;道瓊斯工業指數跌0.42%,報33286.58點。
期權市場總成交量3400.21萬張合約,環比前一交易日(4280.78萬張合約)大幅減少,且低於90日平均成交量(4043.2萬張合約),其中看漲期權佔比55%。
二、期權成交總量TOP10
標普指數ETF期權成交744萬張合約,其中看漲期權佔比43.2%;納指100ETF期權成交238.1萬張合約,其中看漲期權佔比38.7%。
美股大型科技股隔夜漲跌不一,特斯拉漲近5%,谷歌A漲近2%,亞馬遜跌超1%,蘋果跌0.55%;期權成交量環比前一交易日均有所下滑,其中特斯拉成交216萬張合約、亞馬遜成交61.37萬張合約、蘋果成交59.37萬張合約、谷歌A成交49.53萬張合約;
三、異動觀察
數據來源:Market Chameleon
輝瑞隔夜收漲逾5%,期權成交46.62萬張合約,較90日平均成交量放大逾5倍,看漲期權佔比82.2%;其中2023年6月16日到期的40美元行使價看漲期權的成交量較高,成交2.99萬張;消息面,研究結果顯示:輝瑞製藥口服減肥藥可能是有效的,其作用可能比Novo Nordisk的注射劑Ozempic更快;
數據來源:Market Chameleon
Upstart Holdings隔夜大幅收漲近20%,期權成交37.3萬張合約,較90日平均成交量放大逾4倍,看漲期權佔比65.9%;其中2023年5月26日到期的30美元行使價看漲期權的成交量較高,成交2.29萬張;
數據來源:Market Chameleon
美光科技隔夜收跌近3%,期權成交22.47萬張合約,較90日平均成交量放大逾2倍,看跌期權佔比58.5%;其中2023年5月26日到期的65美元行使價看跌期權的成交量較高,成交2.7萬張;消息面,該公司在華銷售產品未通過網絡安全審查;
數據來源:Market Chameleon
Zoom發佈最新業績,盤後股價一度漲至6%,隨後收窄至1%;期權成交16.35萬張合約,較90日平均成交量放大近5倍,看漲期權佔比47.8%;其中2023年6月16日到期的85美元行使價看漲期權的成交量較高,成交1.35萬張;消息面,該公司一季度營收同比增3%至11.1億美元,上調全年指引。
數據來源:Market Chameleon
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