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静舒
静舒
·
05-22
那你不多买点
期权女巫 | 美债暴跌!TLT超卖严重、抛售或近尾声,可用这两个期权策略布局买入机会
$20+年以上美国国债ETF-iShares$ 超卖严重,猛烈抛售可能已接近尾声在周三交易中, $20+年以上美国国债ETF-iShares$进入超卖区,最低成交价为每股83.7601美元。RSI低于30通常被视为股票进入超卖状态。对于看涨的投资者来说,TLT的RSI读数意味着近期的猛烈抛售可能已接近尾声,可以开始寻找买入机会。若TLT跌破83美元,则按按行权价被动买入TLT100股。
期权女巫 | 美债暴跌!TLT超卖严重、抛售或近尾声,可用这两个期权策略布局买入机会
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静舒
静舒
·
05-01
[开心] [开心] [开心] 从一周伙食让我弄成 一顿午饭
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静舒
·
02-18
怎么用呀
非常抱歉,此主贴已删除
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静舒
静舒
·
01-29
加油
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静舒
静舒
·
01-16
冲吧,特斯拉这种垃圾 这么高估值 冲吧 宗教粉丝们
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静舒
静舒
·
2024-12-06
抄底半导体
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静舒
·
2024-11-27
[财迷] [财迷] [呆住]
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静舒
静舒
·
2024-11-26
看看原文
特朗普:将对墨西哥与加拿大商品征收25%关税
特朗普:作为我第一批行政命令之一,我将签署所有必要文件,对从墨西哥和加拿大进入美国的所有产品征收25%的关税。
特朗普:将对墨西哥与加拿大商品征收25%关税
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静舒
静舒
·
2024-11-20
保守了28万亿
@传奇人物:
$英伟达(NVDA)$ 不会的,大胆预测本次财报超预期,上调明年预期展望,市值摸到4万亿、ai初期发展最少要持续到出现规模化的人型机器人产业,长期看前途一片光明。
$英伟达(NVDA)$ 不会的,大胆预测本次财报超预期,上调明年预期展望,市值摸到4万亿、ai初期发展最少要持续到出现规模化的人型机器人产业,长期看前途一片光明。
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静舒
·
2024-10-30
你咋算出来的 张口就来//
@轩辕小伞
:征收60%的反补贴税才算合理
@轩辕小伞:
征收60%的反补贴税才算合理
征收60%的反补贴税才算合理
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15:53","market":"other","language":"zh","title":"期权女巫 | 美债暴跌!TLT超卖严重、抛售或近尾声,可用这两个期权策略布局买入机会","url":"https://stock-news.laohu8.com/highlight/detail?id=1155619579","media":"期权女巫","summary":"$20+年以上美国国债ETF-iShares$ 超卖严重,猛烈抛售可能已接近尾声在周三交易中, $20+年以上美国国债ETF-iShares$进入超卖区,最低成交价为每股83.7601美元。RSI低于30通常被视为股票进入超卖状态。对于看涨的投资者来说,TLT的RSI读数意味着近期的猛烈抛售可能已接近尾声,可以开始寻找买入机会。若TLT跌破83美元,则按按行权价被动买入TLT100股。","content":"<html><head></head><body><p>长期美债周三继续暴跌,跌至自2023年10月以来的最低水平,原因是债券拍卖需求疲软、以及市场对特朗普提议的减税计划所引发的财政赤字担忧加剧,推动收益率飙升至5%以上。</p><p>周三,30年期美国国债收益率飙升至5.08%,导致债券价格暴跌, <a href=\"https://laohu8.com/S/TLT\">20+年以上美国国债ETF-iShares</a> (代码:TLT)下跌1.71%,报收于83.97美元,创下自2023年10月以来的新低。</p><p>周三美国财政部进行了160亿美元的20年期国债拍卖。此次拍卖的收益率为5.047%,比拍卖前的“发行价”高出约1.2个基点,显示出需求疲软。</p><p>根据Exante Data的分析,周三的拍卖数据整体上表明市场需求较弱:</p><ul style=\"\"><li><p><strong>投标倍数(bid-to-cover ratio)为2.46</strong>,略高于过去50次拍卖的最低四分位数,但远低于历史中位数,反映出市场整体兴趣不足;</p></li><li><p><strong>一级交易商</strong>(必须接盘未售出部分的机构)承接了16.9%的发行,接近历史区间上端,表明其他买方群体出手不积极;</p></li><li><p><strong>直接投标人</strong>(如共同基金和对冲基金)仅占14.1%,远低于他们的正常份额;</p></li><li><p>唯一亮点来自<strong>间接投标人</strong>(主要是外国投资者),他们吸收了69%的发行量,高于历史中位水平,表明全球买家依旧活跃,而本土需求则显现疲态。</p></li></ul><h2 id=\"id_4167759579\"><a href=\"https://laohu8.com/S/TLT\">20+年以上美国国债ETF-iShares</a> (TLT)超卖严重,猛烈抛售可能已接近尾声</h2><p>在周三交易中, <a href=\"https://laohu8.com/S/TLT\">20+年以上美国国债ETF-iShares</a>进入超卖区,最低成交价为每股83.7601美元。</p><p>若使用相对强弱指数(RSI)判断是否超卖,RSI是一种衡量市场动量的技术分析工具,范围从0到100。RSI低于30通常被视为股票进入超卖状态。</p><p>目前,<strong>TLT的RSI为28.5</strong>,相比之下,标准普尔500指数(S&P 500)的RSI为63.8。对于看涨的投资者来说,TLT的RSI读数意味着近期的猛烈抛售可能已接近尾声,可以开始寻找买入机会。</p><p>从一年走势图来看,<strong>TLT的52周最低点为83.7601美元,最高点为101.64美元</strong>,当前交易价为83.97美元,日内跌幅约1.71%。</p><h2 id=\"id_4021032922\" style=\"text-align: start;\">使用期权策略寻找买入TLT的机会</h2><h3 id=\"id_4157715412\" style=\"text-align: start;\">策略一:卖出次月价外看跌期权 :</h3><ul style=\"\"><li><p><strong>合约选择</strong>:卖出一张2025年6月20日到期、行权价83美元的看跌期权</p></li></ul><ul style=\"\"><li><p><strong>关键参数</strong>:</p></li></ul><p>权利金收入:139美元</p><p>盈亏平衡点:83 + 1.39 = <strong>81.61美元</strong></p><ul style=\"\"><li><p><a href=\"https://laohu8.com/OPT/TLT 20250620 83.0 PUT\" title=\"$TLT 20250620 83.0 PUT$ \" class=\"immutable-element\">$TLT 20250620 83.0 PUT$ </a></p></li></ul><p></p><p class=\"t-img-caption\"><img src=\"https://community-static.tradeup.com/news/2e337e4ece0b63c73485d1b3b2c7e139\" title=\"\" tg-width=\"1170\" tg-height=\"1409\"/></p><ul style=\"\"><li><p><strong>核心逻辑</strong></p></li></ul><p style=\"text-align: start;\">卖出看跌期权的核心在于<strong>收取权利金</strong>,同时承担在到期日以行权价(83美元)买入标的资产(TLT)的义务。该策略适合以下两种情景:</p><ol start=\"1\" style=\"\"><li><p><strong>中性偏多预期及愿意以83美元建仓TLT</strong>:认为TLT价格不会跌破83美元(强支撑位),且可能反弹。<strong>若TLT跌破83美元,则按行权价被动买入TLT100股。</strong></p></li><li><p><strong>波动率交易</strong>:利用当前高隐含波动率(IV)获取溢价收入。</p></li></ol><h3 id=\"id_2097296586\" style=\"text-align: start;\">策略二:买入次月价外看涨期权</h3><ul style=\"\"><li><p><strong>合约选择</strong>:买入一张2025年6月20日到期,行权价为85美元的看涨期权(轻度价外)</p></li><li><p><strong>关键参数</strong>:</p></li></ul><p>权利金成本:123美元</p><p>盈亏平衡点:85 + 1.23 = <strong>86.23美元(股价到期前涨至86.23美元以上策略开始盈利)</strong></p><p>Delta:0.411(股价每涨1美元,期权价值增0.41美元)</p><p>Theta:-0.027(每日时间价值损耗约0.027美元)</p><p>最大风险:权利金123美元(100%损失)</p><p><a href=\"https://laohu8.com/OPT/TLT 20250620 85.0 CALL\" title=\"$TLT 20250620 85.0 CALL$ \" class=\"immutable-element\">$TLT 20250620 85.0 CALL$ </a></p><p class=\"t-img-caption\"><img src=\"https://community-static.tradeup.com/news/50999732a14ce8181f43a48bf62dbd6f\" title=\"\" tg-width=\"1170\" tg-height=\"1418\"/></p><ul style=\"\"><li><p><strong>适用场景:</strong></p></li></ul><p>强烈看涨TLT短期走势(如预期美联储降息、国债收益率下行)。</p><p>愿意承担高波动环境下的时间价值损耗风险。</p><p style=\"text-align: start;\"><strong><em>免责声明</em></strong><em>:以上分析基于公开数据,不构成投资建议。期权交易风险较高,请根据自身风险承受能力谨慎决策。</em></p></body></html>","collect":0,"html":"<!DOCTYPE html>\n<html>\n<head>\n<meta http-equiv=\"Content-Type\" content=\"text/html; charset=utf-8\" />\n<meta name=\"viewport\" content=\"width=device-width,initial-scale=1.0,minimum-scale=1.0,maximum-scale=1.0,user-scalable=no\"/>\n<meta name=\"format-detection\" content=\"telephone=no,email=no,address=no\" />\n<title>期权女巫 | 美债暴跌!TLT超卖严重、抛售或近尾声,可用这两个期权策略布局买入机会</title>\n<style type=\"text/css\">\na,abbr,acronym,address,applet,article,aside,audio,b,big,blockquote,body,canvas,caption,center,cite,code,dd,del,details,dfn,div,dl,dt,\nem,embed,fieldset,figcaption,figure,footer,form,h1,h2,h3,h4,h5,h6,header,hgroup,html,i,iframe,img,ins,kbd,label,legend,li,mark,menu,nav,\nobject,ol,output,p,pre,q,ruby,s,samp,section,small,span,strike,strong,sub,summary,sup,table,tbody,td,tfoot,th,thead,time,tr,tt,u,ul,var,video{ font:inherit;margin:0;padding:0;vertical-align:baseline;border:0 }\nbody{ font-size:16px; line-height:1.5; color:#999; background:transparent; }\n.wrapper{ overflow:hidden;word-break:break-all;padding:10px; }\nh1,h2{ font-weight:normal; line-height:1.35; margin-bottom:.6em; }\nh3,h4,h5,h6{ line-height:1.35; margin-bottom:1em; }\nh1{ font-size:24px; }\nh2{ font-size:20px; }\nh3{ font-size:18px; }\nh4{ font-size:16px; }\nh5{ font-size:14px; }\nh6{ font-size:12px; }\np,ul,ol,blockquote,dl,table{ margin:1.2em 0; }\nul,ol{ margin-left:2em; }\nul{ list-style:disc; }\nol{ list-style:decimal; }\nli,li p{ margin:10px 0;}\nimg{ max-width:100%;display:block;margin:0 auto 1em; }\nblockquote{ color:#B5B2B1; border-left:3px solid #aaa; padding:1em; }\nstrong,b{font-weight:bold;}\nem,i{font-style:italic;}\ntable{ width:100%;border-collapse:collapse;border-spacing:1px;margin:1em 0;font-size:.9em; }\nth,td{ padding:5px;text-align:left;border:1px solid #aaa; }\nth{ font-weight:bold;background:#5d5d5d; }\n.symbol-link{font-weight:bold;}\n/* header{ border-bottom:1px solid #494756; } */\n.title{ margin:0 0 8px;line-height:1.3;color:#ddd; }\n.meta {color:#5e5c6d;font-size:13px;margin:0 0 .5em; }\na{text-decoration:none; color:#2a4b87;}\n.meta .head { display: inline-block; overflow: hidden}\n.head .h-thumb { width: 30px; height: 30px; margin: 0; padding: 0; border-radius: 50%; float: left;}\n.head .h-content { margin: 0; padding: 0 0 0 9px; float: left;}\n.head .h-name {font-size: 13px; color: #eee; margin: 0;}\n.head .h-time {font-size: 11px; color: #7E829C; margin: 0;line-height: 11px;}\n.small {font-size: 12.5px; display: inline-block; transform: scale(0.9); -webkit-transform: scale(0.9); transform-origin: left; -webkit-transform-origin: left;}\n.smaller {font-size: 12.5px; display: inline-block; transform: scale(0.8); -webkit-transform: scale(0.8); transform-origin: left; -webkit-transform-origin: left;}\n.bt-text {font-size: 12px;margin: 1.5em 0 0 0}\n.bt-text p {margin: 0}\n</style>\n</head>\n<body>\n<div class=\"wrapper\">\n<header>\n<h2 class=\"title\">\n期权女巫 | 美债暴跌!TLT超卖严重、抛售或近尾声,可用这两个期权策略布局买入机会\n</h2>\n\n<h4 class=\"meta\">\n\n\n<a class=\"head\" href=\"https://laohu8.com/wemedia/1020040791\">\n\n\n<div class=\"h-thumb\" style=\"background-image:url(https://static.tigerbbs.com/7471350466f20d36ee3112d77c72cd89);background-size:cover;\"></div>\n\n<div class=\"h-content\">\n<p class=\"h-name\">期权女巫 </p>\n<p class=\"h-time\">2025-05-22 15:53</p>\n</div>\n\n</a>\n\n\n</h4>\n\n</header>\n<article>\n<html><head></head><body><p>长期美债周三继续暴跌,跌至自2023年10月以来的最低水平,原因是债券拍卖需求疲软、以及市场对特朗普提议的减税计划所引发的财政赤字担忧加剧,推动收益率飙升至5%以上。</p><p>周三,30年期美国国债收益率飙升至5.08%,导致债券价格暴跌, <a href=\"https://laohu8.com/S/TLT\">20+年以上美国国债ETF-iShares</a> (代码:TLT)下跌1.71%,报收于83.97美元,创下自2023年10月以来的新低。</p><p>周三美国财政部进行了160亿美元的20年期国债拍卖。此次拍卖的收益率为5.047%,比拍卖前的“发行价”高出约1.2个基点,显示出需求疲软。</p><p>根据Exante Data的分析,周三的拍卖数据整体上表明市场需求较弱:</p><ul style=\"\"><li><p><strong>投标倍数(bid-to-cover ratio)为2.46</strong>,略高于过去50次拍卖的最低四分位数,但远低于历史中位数,反映出市场整体兴趣不足;</p></li><li><p><strong>一级交易商</strong>(必须接盘未售出部分的机构)承接了16.9%的发行,接近历史区间上端,表明其他买方群体出手不积极;</p></li><li><p><strong>直接投标人</strong>(如共同基金和对冲基金)仅占14.1%,远低于他们的正常份额;</p></li><li><p>唯一亮点来自<strong>间接投标人</strong>(主要是外国投资者),他们吸收了69%的发行量,高于历史中位水平,表明全球买家依旧活跃,而本土需求则显现疲态。</p></li></ul><h2 id=\"id_4167759579\"><a href=\"https://laohu8.com/S/TLT\">20+年以上美国国债ETF-iShares</a> (TLT)超卖严重,猛烈抛售可能已接近尾声</h2><p>在周三交易中, <a href=\"https://laohu8.com/S/TLT\">20+年以上美国国债ETF-iShares</a>进入超卖区,最低成交价为每股83.7601美元。</p><p>若使用相对强弱指数(RSI)判断是否超卖,RSI是一种衡量市场动量的技术分析工具,范围从0到100。RSI低于30通常被视为股票进入超卖状态。</p><p>目前,<strong>TLT的RSI为28.5</strong>,相比之下,标准普尔500指数(S&P 500)的RSI为63.8。对于看涨的投资者来说,TLT的RSI读数意味着近期的猛烈抛售可能已接近尾声,可以开始寻找买入机会。</p><p>从一年走势图来看,<strong>TLT的52周最低点为83.7601美元,最高点为101.64美元</strong>,当前交易价为83.97美元,日内跌幅约1.71%。</p><h2 id=\"id_4021032922\" style=\"text-align: start;\">使用期权策略寻找买入TLT的机会</h2><h3 id=\"id_4157715412\" style=\"text-align: start;\">策略一:卖出次月价外看跌期权 :</h3><ul style=\"\"><li><p><strong>合约选择</strong>:卖出一张2025年6月20日到期、行权价83美元的看跌期权</p></li></ul><ul style=\"\"><li><p><strong>关键参数</strong>:</p></li></ul><p>权利金收入:139美元</p><p>盈亏平衡点:83 + 1.39 = <strong>81.61美元</strong></p><ul style=\"\"><li><p><a href=\"https://laohu8.com/OPT/TLT 20250620 83.0 PUT\" title=\"$TLT 20250620 83.0 PUT$ \" class=\"immutable-element\">$TLT 20250620 83.0 PUT$ </a></p></li></ul><p></p><p class=\"t-img-caption\"><img src=\"https://community-static.tradeup.com/news/2e337e4ece0b63c73485d1b3b2c7e139\" title=\"\" tg-width=\"1170\" tg-height=\"1409\"/></p><ul style=\"\"><li><p><strong>核心逻辑</strong></p></li></ul><p style=\"text-align: start;\">卖出看跌期权的核心在于<strong>收取权利金</strong>,同时承担在到期日以行权价(83美元)买入标的资产(TLT)的义务。该策略适合以下两种情景:</p><ol start=\"1\" style=\"\"><li><p><strong>中性偏多预期及愿意以83美元建仓TLT</strong>:认为TLT价格不会跌破83美元(强支撑位),且可能反弹。<strong>若TLT跌破83美元,则按行权价被动买入TLT100股。</strong></p></li><li><p><strong>波动率交易</strong>:利用当前高隐含波动率(IV)获取溢价收入。</p></li></ol><h3 id=\"id_2097296586\" style=\"text-align: start;\">策略二:买入次月价外看涨期权</h3><ul style=\"\"><li><p><strong>合约选择</strong>:买入一张2025年6月20日到期,行权价为85美元的看涨期权(轻度价外)</p></li><li><p><strong>关键参数</strong>:</p></li></ul><p>权利金成本:123美元</p><p>盈亏平衡点:85 + 1.23 = <strong>86.23美元(股价到期前涨至86.23美元以上策略开始盈利)</strong></p><p>Delta:0.411(股价每涨1美元,期权价值增0.41美元)</p><p>Theta:-0.027(每日时间价值损耗约0.027美元)</p><p>最大风险:权利金123美元(100%损失)</p><p><a href=\"https://laohu8.com/OPT/TLT 20250620 85.0 CALL\" title=\"$TLT 20250620 85.0 CALL$ \" class=\"immutable-element\">$TLT 20250620 85.0 CALL$ </a></p><p class=\"t-img-caption\"><img src=\"https://community-static.tradeup.com/news/50999732a14ce8181f43a48bf62dbd6f\" title=\"\" tg-width=\"1170\" tg-height=\"1418\"/></p><ul style=\"\"><li><p><strong>适用场景:</strong></p></li></ul><p>强烈看涨TLT短期走势(如预期美联储降息、国债收益率下行)。</p><p>愿意承担高波动环境下的时间价值损耗风险。</p><p style=\"text-align: start;\"><strong><em>免责声明</em></strong><em>:以上分析基于公开数据,不构成投资建议。期权交易风险较高,请根据自身风险承受能力谨慎决策。</em></p></body></html>\n\n</article>\n</div>\n</body>\n</html>\n","type":0,"thumbnail":"https://community-static.tradeup.com/news/c44b165f8cc495350b72d62199274ead","relate_stocks":{},"source_url":"","is_english":false,"share_image_url":"https://static.laohu8.com/e9f99090a1c2ed51c021029395664489","article_id":"1155619579","content_text":"长期美债周三继续暴跌,跌至自2023年10月以来的最低水平,原因是债券拍卖需求疲软、以及市场对特朗普提议的减税计划所引发的财政赤字担忧加剧,推动收益率飙升至5%以上。周三,30年期美国国债收益率飙升至5.08%,导致债券价格暴跌, 20+年以上美国国债ETF-iShares (代码:TLT)下跌1.71%,报收于83.97美元,创下自2023年10月以来的新低。周三美国财政部进行了160亿美元的20年期国债拍卖。此次拍卖的收益率为5.047%,比拍卖前的“发行价”高出约1.2个基点,显示出需求疲软。根据Exante Data的分析,周三的拍卖数据整体上表明市场需求较弱:投标倍数(bid-to-cover ratio)为2.46,略高于过去50次拍卖的最低四分位数,但远低于历史中位数,反映出市场整体兴趣不足;一级交易商(必须接盘未售出部分的机构)承接了16.9%的发行,接近历史区间上端,表明其他买方群体出手不积极;直接投标人(如共同基金和对冲基金)仅占14.1%,远低于他们的正常份额;唯一亮点来自间接投标人(主要是外国投资者),他们吸收了69%的发行量,高于历史中位水平,表明全球买家依旧活跃,而本土需求则显现疲态。20+年以上美国国债ETF-iShares (TLT)超卖严重,猛烈抛售可能已接近尾声在周三交易中, 20+年以上美国国债ETF-iShares进入超卖区,最低成交价为每股83.7601美元。若使用相对强弱指数(RSI)判断是否超卖,RSI是一种衡量市场动量的技术分析工具,范围从0到100。RSI低于30通常被视为股票进入超卖状态。目前,TLT的RSI为28.5,相比之下,标准普尔500指数(S&P 500)的RSI为63.8。对于看涨的投资者来说,TLT的RSI读数意味着近期的猛烈抛售可能已接近尾声,可以开始寻找买入机会。从一年走势图来看,TLT的52周最低点为83.7601美元,最高点为101.64美元,当前交易价为83.97美元,日内跌幅约1.71%。使用期权策略寻找买入TLT的机会策略一:卖出次月价外看跌期权 :合约选择:卖出一张2025年6月20日到期、行权价83美元的看跌期权关键参数:权利金收入:139美元盈亏平衡点:83 + 1.39 = 81.61美元$TLT 20250620 83.0 PUT$ 核心逻辑卖出看跌期权的核心在于收取权利金,同时承担在到期日以行权价(83美元)买入标的资产(TLT)的义务。该策略适合以下两种情景:中性偏多预期及愿意以83美元建仓TLT:认为TLT价格不会跌破83美元(强支撑位),且可能反弹。若TLT跌破83美元,则按行权价被动买入TLT100股。波动率交易:利用当前高隐含波动率(IV)获取溢价收入。策略二:买入次月价外看涨期权合约选择:买入一张2025年6月20日到期,行权价为85美元的看涨期权(轻度价外)关键参数:权利金成本:123美元盈亏平衡点:85 + 1.23 = 86.23美元(股价到期前涨至86.23美元以上策略开始盈利)Delta:0.411(股价每涨1美元,期权价值增0.41美元)Theta:-0.027(每日时间价值损耗约0.027美元)最大风险:权利金123美元(100%损失)$TLT 20250620 85.0 CALL$ 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