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黑燀
黑燀
·
2021-07-30
OK thanks
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黑燀
黑燀
·
2021-07-23
😥
【异动】造车新势力下跌,理想汽车跌超9%
7月23日,造车新势力下跌,理想汽车跌超9%,小鹏汽车跌超7%,蔚来跌超6%。
【异动】造车新势力下跌,理想汽车跌超9%
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黑燀
黑燀
·
2021-07-21
Good
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黑燀
黑燀
·
2021-06-21
Good
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黑燀
黑燀
·
2021-06-15
不懂😇😇
2万亿期权周五到期,年内第二个“四巫日”太可怕?
美股这样的平静日子很可能在本周五就画上句号。
2万亿期权周五到期,年内第二个“四巫日”太可怕?
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黑燀
黑燀
·
2021-04-02
拭目以待
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黑燀
黑燀
·
2021-04-01
OK, thanks
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黑燀
黑燀
·
2021-03-12
很好,可以早睡觉一个小时。
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黑燀
黑燀
·
2021-03-04
快点来吧!
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黑燀
黑燀
·
2021-03-02
看好
苹果在美国的所有门店恢复营业,为疫情爆发以来首次
苹果公司:截至今日,苹果在美国的所有门店恢复营业,为2020年3月以来首次。截至发稿,苹果盘中涨超3%。
苹果在美国的所有门店恢复营业,为疫情爆发以来首次
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}\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; 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href=\"https://laohu8.com/S/LI\">理想汽车</a>跌超9%,<a href=\"https://laohu8.com/S/XPEV\">小鹏汽车</a>跌超7%,<a href=\"https://laohu8.com/S/NIO\">蔚来</a>跌超6%。</p>\n<p><img src=\"https://static.tigerbbs.com/12dfdd311c9b3fca50f286268aeb337c\" tg-width=\"840\" tg-height=\"470\" referrerpolicy=\"no-referrer\"></p>\n\n</article>\n</div>\n</body>\n</html>\n","type":0,"thumbnail":"https://static.tigerbbs.com/c3461c9400040bdfdce3ecdd4882fbed","relate_stocks":{},"is_english":false,"share_image_url":"https://static.laohu8.com/e9f99090a1c2ed51c021029395664489","article_id":"1156749058","content_text":"7月23日,造车新势力下跌,理想汽车跌超9%,小鹏汽车跌超7%,蔚来跌超6%。","news_type":1},"isVote":1,"tweetType":1,"viewCount":796,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"EN","totalScore":0},{"id":178244687,"gmtCreate":1626825490249,"gmtModify":1633770720462,"author":{"id":"3572002542955340","authorId":"3572002542955340","name":"黑燀","avatar":"https://static.tigerbbs.com/423ef17487874e09e5e275ce300b6eb7","crmLevel":2,"crmLevelSwitch":0,"followedFlag":false,"idStr":"3572002542955340","authorIdStr":"3572002542955340"},"themes":[],"htmlText":"Good ","listText":"Good ","text":"Good","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":2,"commentSize":1,"repostSize":0,"link":"https://laohu8.com/post/178244687","repostId":"2153697952","repostType":4,"isVote":1,"tweetType":1,"viewCount":590,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"EN","totalScore":0},{"id":167432417,"gmtCreate":1624281531339,"gmtModify":1634008481948,"author":{"id":"3572002542955340","authorId":"3572002542955340","name":"黑燀","avatar":"https://static.tigerbbs.com/423ef17487874e09e5e275ce300b6eb7","crmLevel":2,"crmLevelSwitch":0,"followedFlag":false,"idStr":"3572002542955340","authorIdStr":"3572002542955340"},"themes":[],"htmlText":"Good","listText":"Good","text":"Good","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":0,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/167432417","repostId":"1175702656","repostType":4,"isVote":1,"tweetType":1,"viewCount":651,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"EN","totalScore":0},{"id":160910241,"gmtCreate":1623768885183,"gmtModify":1634028569278,"author":{"id":"3572002542955340","authorId":"3572002542955340","name":"黑燀","avatar":"https://static.tigerbbs.com/423ef17487874e09e5e275ce300b6eb7","crmLevel":2,"crmLevelSwitch":0,"followedFlag":false,"idStr":"3572002542955340","authorIdStr":"3572002542955340"},"themes":[],"htmlText":"不懂😇😇","listText":"不懂😇😇","text":"不懂😇😇","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":0,"commentSize":1,"repostSize":0,"link":"https://laohu8.com/post/160910241","repostId":"1119444358","repostType":4,"repost":{"id":"1119444358","kind":"news","pubTimestamp":1623730397,"share":"https://www.laohu8.com/m/news/1119444358?lang=&edition=full","pubTime":"2021-06-15 12:13","market":"us","language":"zh","title":"2万亿期权周五到期,年内第二个“四巫日”太可怕?","url":"https://stock-news.laohu8.com/highlight/detail?id=1119444358","media":"美港电讯","summary":"美股这样的平静日子很可能在本周五就画上句号。","content":"<p>周一,纳指、标普500指数再创历史新高;与此同时,衡量标普500指数波动性的VIX指数近日持续走低,目前已经触及去年疫情爆发以来的最低水平。</p>\n<p><img src=\"https://static.tigerbbs.com/1c682edd73777792c9069a8b0727620e\" tg-width=\"840\" tg-height=\"470\" referrerpolicy=\"no-referrer\"></p>\n<p>金融博客零对冲撰文指出,<u><b>美股这样的平静日子很可能在本周五就画上句号,这是年内第二个“四巫日”,届时大量美股期权将同时到期。</b></u></p>\n<p>高盛的内部衍生品专家Rocky Fishman预测6月即将到期的期权规模和之前一样巨大,具体而言,本周五到期的期权包括:价值2400亿美元的标普500指数ETF期权,2000亿美元的迷你标普500指数期货以及1.8万亿美元的标普500指数期权。</p>\n<p><img src=\"https://static.tigerbbs.com/54db6f13be487dd09e44c260bc5440db\" tg-width=\"894\" tg-height=\"713\" referrerpolicy=\"no-referrer\"></p>\n<p>值得注意的是,执行价格接近标的资产价格的期权数量创下10年来最低,由于近期美股一直处于高位,预计大部分6月未平仓合约价格都低于当前的股指现货价格。如下图所示,行权价在3900和4150附近期权分布密集。这意味着在本周五之后,这些点周围可能会有一定的支撑,直到被新的gamma重新填充。</p>\n<p><img src=\"https://static.tigerbbs.com/a85d6a35c0b893247b3b9095f4400b15\" tg-width=\"1139\" tg-height=\"658\" referrerpolicy=\"no-referrer\"></p>\n<p>此外,据高盛估计,折式合成期权(combos)占标普500指数期权规模的15-20%,即调整后的未平仓合约总额将达到1.5万亿美元,仍远大于即将到期的单一股票期权的未平仓合约总额(7750亿美元)。</p>\n<p><b><u>这个“四巫日”之所以特别,一个重要原因是此前大盘波动率实在低得异常。</u></b>高盛策略师指出标普500指数过去13个交易日的波动率仅为5.1%,这是自2019年以来最低。</p>\n<p><img src=\"https://static.tigerbbs.com/afffda1e07736784ad695d95a9936421\" tg-width=\"952\" tg-height=\"558\" referrerpolicy=\"no-referrer\"></p>\n<p>这一幕和1997年8月相似,当时标普500指数不断续刷新高,与此同时VIX指数却处于新低。</p>\n<p><img src=\"https://static.tigerbbs.com/df2b7aeaadb37160a7eaf0ac08ba31de\" tg-width=\"1236\" tg-height=\"561\" referrerpolicy=\"no-referrer\"></p>\n<p>大盘波动率极低,但诡异的是,个股却频频上演极端波动,例如AMC——虽然AMC上周名义成交量仅70亿美元/天,远低于亚马逊的1200亿美元/天,且远低于第一季度的峰值,但在所有个股中其合约成交量最高,期间可实现的成交量接近400%。</p>\n<p>分析指出,散户驱动了所有个股期权活动的很大比例,近期个股期权活动的增长主要集中在低价股票上,导致过去两周合约交易量的份额与名义交易量不匹配。</p>\n<p>目前美股的多头伽玛头寸规模依然高企,野村证券的Charlie McElligott指出,<b><u>极低的大盘实际波动率与大量看涨gamma期权到期的情况是危险的,即一旦头寸集体平仓,实际波动率可能会瞬间回升</u></b>。同时,VIX指数期货相对于标普500指数Beta值不断上升,这表明,如果市场出现抛售,空头gamma仓位会回升,市场将变得更加不稳定。</p>\n<p><img src=\"https://static.tigerbbs.com/76b01b8a05b70ec4f343626b1fad491b\" tg-width=\"931\" tg-height=\"560\" referrerpolicy=\"no-referrer\"></p>\n<p>高盛还指出,临近周五“四巫日”,美股期权交易量正在下降,这个反常现象出现主要是因为每周到期的短期期权正在变得火热,尤其是大受散户投资者欢迎。事实上,第三个周五到期的标普500指数期权交易量百分比处于历史最低点,甚至小于每周一和周三到期期权交易量的百分比。</p>\n<p><img src=\"https://static.tigerbbs.com/bd0e886a62a61c70b0f299bd6c032a24\" tg-width=\"954\" tg-height=\"1128\" referrerpolicy=\"no-referrer\"></p>\n<p>超短期期权交易量增加的一个解释是散户对部分个股的热潮。高盛指出:</p>\n<blockquote>\n “如果做市商无法覆盖散户投资者看涨买入产生的短期gamma,他们可能会积极买入多头头寸,以抵消伽玛效应。”\n</blockquote>\n<p>零对冲警告,一旦这个趋势变得普遍,大盘可能会面临剧烈波动。</p>","source":"live_meigang","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>2万亿期权周五到期,年内第二个“四巫日”太可怕?</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; 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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\">\n2万亿期权周五到期,年内第二个“四巫日”太可怕?\n</h2>\n\n<h4 class=\"meta\">\n\n\n2021-06-15 12:13 北京时间 <a href=https://news.ushknews.com/mobile/details.html?id=1003226><strong>美港电讯</strong></a>\n\n\n</h4>\n\n</header>\n<article>\n<div>\n<p>周一,纳指、标普500指数再创历史新高;与此同时,衡量标普500指数波动性的VIX指数近日持续走低,目前已经触及去年疫情爆发以来的最低水平。\n\n金融博客零对冲撰文指出,美股这样的平静日子很可能在本周五就画上句号,这是年内第二个“四巫日”,届时大量美股期权将同时到期。\n高盛的内部衍生品专家Rocky Fishman预测6月即将到期的期权规模和之前一样巨大,具体而言,本周五到期的期权包括:价值2400...</p>\n\n<a href=\"https://news.ushknews.com/mobile/details.html?id=1003226\">Web Link</a>\n\n</div>\n\n\n</article>\n</div>\n</body>\n</html>\n","type":0,"thumbnail":"https://static.tigerbbs.com/32f76f2b955be371110b877bebef37ba","relate_stocks":{".DJI":"道琼斯"},"source_url":"https://news.ushknews.com/mobile/details.html?id=1003226","is_english":false,"share_image_url":"https://static.laohu8.com/e9f99090a1c2ed51c021029395664489","article_id":"1119444358","content_text":"周一,纳指、标普500指数再创历史新高;与此同时,衡量标普500指数波动性的VIX指数近日持续走低,目前已经触及去年疫情爆发以来的最低水平。\n\n金融博客零对冲撰文指出,美股这样的平静日子很可能在本周五就画上句号,这是年内第二个“四巫日”,届时大量美股期权将同时到期。\n高盛的内部衍生品专家Rocky Fishman预测6月即将到期的期权规模和之前一样巨大,具体而言,本周五到期的期权包括:价值2400亿美元的标普500指数ETF期权,2000亿美元的迷你标普500指数期货以及1.8万亿美元的标普500指数期权。\n\n值得注意的是,执行价格接近标的资产价格的期权数量创下10年来最低,由于近期美股一直处于高位,预计大部分6月未平仓合约价格都低于当前的股指现货价格。如下图所示,行权价在3900和4150附近期权分布密集。这意味着在本周五之后,这些点周围可能会有一定的支撑,直到被新的gamma重新填充。\n\n此外,据高盛估计,折式合成期权(combos)占标普500指数期权规模的15-20%,即调整后的未平仓合约总额将达到1.5万亿美元,仍远大于即将到期的单一股票期权的未平仓合约总额(7750亿美元)。\n这个“四巫日”之所以特别,一个重要原因是此前大盘波动率实在低得异常。高盛策略师指出标普500指数过去13个交易日的波动率仅为5.1%,这是自2019年以来最低。\n\n这一幕和1997年8月相似,当时标普500指数不断续刷新高,与此同时VIX指数却处于新低。\n\n大盘波动率极低,但诡异的是,个股却频频上演极端波动,例如AMC——虽然AMC上周名义成交量仅70亿美元/天,远低于亚马逊的1200亿美元/天,且远低于第一季度的峰值,但在所有个股中其合约成交量最高,期间可实现的成交量接近400%。\n分析指出,散户驱动了所有个股期权活动的很大比例,近期个股期权活动的增长主要集中在低价股票上,导致过去两周合约交易量的份额与名义交易量不匹配。\n目前美股的多头伽玛头寸规模依然高企,野村证券的Charlie McElligott指出,极低的大盘实际波动率与大量看涨gamma期权到期的情况是危险的,即一旦头寸集体平仓,实际波动率可能会瞬间回升。同时,VIX指数期货相对于标普500指数Beta值不断上升,这表明,如果市场出现抛售,空头gamma仓位会回升,市场将变得更加不稳定。\n\n高盛还指出,临近周五“四巫日”,美股期权交易量正在下降,这个反常现象出现主要是因为每周到期的短期期权正在变得火热,尤其是大受散户投资者欢迎。事实上,第三个周五到期的标普500指数期权交易量百分比处于历史最低点,甚至小于每周一和周三到期期权交易量的百分比。\n\n超短期期权交易量增加的一个解释是散户对部分个股的热潮。高盛指出:\n\n “如果做市商无法覆盖散户投资者看涨买入产生的短期gamma,他们可能会积极买入多头头寸,以抵消伽玛效应。”\n\n零对冲警告,一旦这个趋势变得普遍,大盘可能会面临剧烈波动。","news_type":1},"isVote":1,"tweetType":1,"viewCount":1329,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"CN","totalScore":0},{"id":340927498,"gmtCreate":1617332855814,"gmtModify":1634521371073,"author":{"id":"3572002542955340","authorId":"3572002542955340","name":"黑燀","avatar":"https://static.tigerbbs.com/423ef17487874e09e5e275ce300b6eb7","crmLevel":2,"crmLevelSwitch":0,"followedFlag":false,"idStr":"3572002542955340","authorIdStr":"3572002542955340"},"themes":[],"htmlText":"拭目以待","listText":"拭目以待","text":"拭目以待","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":0,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/340927498","repostId":"1129795523","repostType":4,"isVote":1,"tweetType":1,"viewCount":1586,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"CN","totalScore":0},{"id":357344152,"gmtCreate":1617241558376,"gmtModify":1634521857764,"author":{"id":"3572002542955340","authorId":"3572002542955340","name":"黑燀","avatar":"https://static.tigerbbs.com/423ef17487874e09e5e275ce300b6eb7","crmLevel":2,"crmLevelSwitch":0,"followedFlag":false,"idStr":"3572002542955340","authorIdStr":"3572002542955340"},"themes":[],"htmlText":"OK, thanks","listText":"OK, thanks","text":"OK, thanks","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":1,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/357344152","repostId":"1185840581","repostType":4,"isVote":1,"tweetType":1,"viewCount":740,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"EN","totalScore":0},{"id":328226108,"gmtCreate":1615532704904,"gmtModify":1703490533934,"author":{"id":"3572002542955340","authorId":"3572002542955340","name":"黑燀","avatar":"https://static.tigerbbs.com/423ef17487874e09e5e275ce300b6eb7","crmLevel":2,"crmLevelSwitch":0,"followedFlag":false,"idStr":"3572002542955340","authorIdStr":"3572002542955340"},"themes":[],"htmlText":"很好,可以早睡觉一个小时。","listText":"很好,可以早睡觉一个小时。","text":"很好,可以早睡觉一个小时。","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":1,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/328226108","repostId":"1136225097","repostType":4,"isVote":1,"tweetType":1,"viewCount":1335,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"CN","totalScore":0},{"id":364588664,"gmtCreate":1614864713558,"gmtModify":1703482160975,"author":{"id":"3572002542955340","authorId":"3572002542955340","name":"黑燀","avatar":"https://static.tigerbbs.com/423ef17487874e09e5e275ce300b6eb7","crmLevel":2,"crmLevelSwitch":0,"followedFlag":false,"idStr":"3572002542955340","authorIdStr":"3572002542955340"},"themes":[],"htmlText":"快点来吧!","listText":"快点来吧!","text":"快点来吧!","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":0,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/364588664","repostId":"1109713751","repostType":4,"isVote":1,"tweetType":1,"viewCount":1629,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"CN","totalScore":0},{"id":362615211,"gmtCreate":1614620675233,"gmtModify":1703479043770,"author":{"id":"3572002542955340","authorId":"3572002542955340","name":"黑燀","avatar":"https://static.tigerbbs.com/423ef17487874e09e5e275ce300b6eb7","crmLevel":2,"crmLevelSwitch":0,"followedFlag":false,"idStr":"3572002542955340","authorIdStr":"3572002542955340"},"themes":[],"htmlText":"看好","listText":"看好","text":"看好","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":0,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/362615211","repostId":"1103499830","repostType":4,"repost":{"id":"1103499830","kind":"news","weMediaInfo":{"introduction":"为用户提供金融资讯、行情、数据,旨在帮助投资者理解世界,做投资决策。","home_visible":1,"media_name":"老虎资讯综合","id":"102","head_image":"https://static.tigerbbs.com/8274c5b9d4c2852bfb1c4d6ce16c68ba"},"pubTimestamp":1614613166,"share":"https://www.laohu8.com/m/news/1103499830?lang=&edition=full","pubTime":"2021-03-01 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href=\"https://laohu8.com/S/AAPL\">苹果</a>公司:截至今日,苹果在美国的所有门店恢复营业,为2020年3月以来首次。</p><p>截至发稿,苹果盘中涨超3%。</p><p><img src=\"https://static.tigerbbs.com/ea5a7d138114d4a23fe39c16dd63fe07\" tg-width=\"840\" tg-height=\"470\" referrerpolicy=\"no-referrer\"></p>\n\n</article>\n</div>\n</body>\n</html>\n","type":0,"thumbnail":"https://static.tigerbbs.com/052d0d3a6389985cf72883e9c3047ae4","relate_stocks":{"AAPL":"苹果"},"is_english":false,"share_image_url":"https://static.laohu8.com/e9f99090a1c2ed51c021029395664489","article_id":"1103499830","content_text":"苹果公司:截至今日,苹果在美国的所有门店恢复营业,为2020年3月以来首次。截至发稿,苹果盘中涨超3%。","news_type":1},"isVote":1,"tweetType":1,"viewCount":1512,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"CN","totalScore":0}],"defaultTab":"followers","isTTM":false}