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Daily Option Recap | Nvidia rebounded before the market, one call option was thrown out with a bid of $20 million for bullish; Tesla fell more than 8% last Friday, multiple end-of-the-world put options made over 20 times profit.

Futu News · Sep 9 17:26

重点聚焦

1、 $英伟达 (NVDA.US)$ 上周五跌超4%，今日盘前反弹超1%，期权成交量较上一交易日增长80%，看跌比例上升至45.3%。成交量最多是上周五到期的行权价为100美元的put单，而本周五到期的期权中，成交量最多的也是行权价为100美元的put单。

大单成交方面，有大户以2352万美元买入行权价为110美元，今年12月20日到期的call单，押注英伟达上涨。

2、 $特斯拉 (TSLA.US)$ 上周五跌超8%，期权引伸波幅为59.28，已连续第四个交易日攀升。

期权链上，成交量最多的是上周五到期，行权价为220美元的call单；上周五多张末日put单壕赚20倍，本周五到期的多张put单亦壕赚3倍。

大单成交方面，一大户同时卖出和买入同一行权价前后不同时间到期的call单。具体来看，该大户卖出了4万张今年11月15日到期，行权价为225美元的call单，同时买入等量今年12月20日到期，行权价为225美元的call单。

3、iPhone16发布会前一交易日， $苹果 (AAPL.US)$ 跌0.7%，引伸波幅由50.83%升至58.71%，看跌比例由38.5%升至47.7%。

期权链上，成交量最多的是上周五到期，行权价为225美元的call单；下周五到期的期权中，交易量最多的是行权价为220美元的put单。

4、AI牛股 $Palantir (PLTR.US)$ 涨0.56%，期权成交量较上个交易日大幅增长165%，引伸波幅升至37.74%。期权链上，除上周五到期的期权外，成交量最多的是本周五到期行权价为32美元的call单。

Palantir是由亿万富翁科技投资者彼得·泰尔(Peter Thiel)联合创立的大数据分析软件公司。消息面上，Palantir即将被纳入标普500指数，周一盘前涨逾7%。

5、非农发布后， $新兴市场ETF-iShares (EEM.US)$ 期权成交活跃，当日期权总成交量达33.99万张，其中看跌期权占总成交量的30.91%，看涨期权占69.09%。

大单成交上，一大户卖出今年11月5日到期行权价为36美元的call单，同时买入同等数量和行权价，今年9月20日的call单。

一、美股期权成交榜

二、ETF期权成交榜

三、个股隐含波动率（IV）排行榜

风险提示

期权是一种合约，赋予持有人在某一特定日期或该日之前的任何时间以固定价格购进或售出一种资产的权利，但不承担义务。期权的价格受多种因素影响，包括标的资产的当前价格、行使价、到期时间和隐含波动率。

隐含波动率反映了市场对期权未来一段时间内的波动预期，它是由期权BS定价模型反推出来的数据，一般将它视为市场情绪的指标。当投资者预期更大的波动性时，他们可能更愿意为期权支付更高的价格以帮助对冲风险，从而导致更高的隐含波动率。

交易员和投资者使用隐含波动率来评估期权价格的吸引力，识别潜在的错误定价，并管理风险敞口。

免责声明

本内容不构成任何证券、金融产品或工具要约、招揽、建议、意见或任何保证。买卖期权的亏蚀风险可以极大。在若干情况下，你所蒙受的亏蚀可能会超过最初存入的保证金数额。即使你设定了备用指示，例如“止蚀”或“限价”等指示，亦未必能够避免损失。市场情况可能使该等指示无法执行。你可能会在短时间内被要求存入额外的保证金。假如未能在指定的时间内提供所需数额，你的未平仓合约可能会被平仓。然而，你仍然要对你的帐户内任何因此而出现的短欠数额负责。因此，你在买卖前应研究及理解期权，以及根据本身的财政状况及投资目标，仔细考虑这种买卖是否适合你。如果你买卖期权，便应熟悉行使期权及期权到期时的程式，以及你在行使期权及期权到期时的权利与责任。

编辑/Rocky

Key focus.

1, in the past week, it fell by more than 2%, and the volume of options on Friday decreased slightly to 4 million contracts, with a call ratio dropping to 56%; on the open options chain, the call with an expiration date of this Friday and a strike price of $110 was the hottest, with a trading volume and open interest of nearly 0.09 million contracts. $NVIDIA (NVDA.US)$ Last Friday, it fell more than 4%, and bounced more than 1% before the market today. The options volume increased by 80% compared to the previous trading day, and the percentage of put options rose to 45.3%. The highest volume was for put options with a strike price of $100 expiring last Friday, and for options expiring this Friday, the highest volume was also for put options with a strike price of $100.

In terms of large transaction volume, a major buyer purchased call options with a strike price of $110 and expiring on December 20th for $23.52 million, betting on the rise of NVIDIA.

3, the strong performance continued after the earnings report. The volume of options on Friday surged to 0.3 million contracts, and the call ratio increased again, to around 70%. On the options chain, the call with a $40 strike price expiring this Friday was sought after, with a trading volume of 0.034 million contracts and an open interest of 3,800 contracts. The option recorded a 100% increase on the day. $Tesla (TSLA.US)$ Last Friday, it fell more than 8%, and the options implied volatility was 59.28, climbing for the fourth consecutive trading day.

On the options chain, the most traded were call options expiring last Friday with a strike price of $220; the buyer earned 20 times on multiple end-of-day put options last Friday, and also earned 3 times on multiple end-of-day put options expiring this Friday.

In terms of large trades, a major investor simultaneously sold and bought call options with the same strike price but different expiration dates. Specifically, the investor sold 0.04 million call options expiring on November 15 this year with a strike price of $225, and bought an equal amount of call options expiring on December 20 this year with a strike price of $225.

3. The day before the iPhone 16 launch event, $Apple (AAPL.US)$ the implied volatility increased from 50.83% to 58.71%, and the put ratio increased from 38.5% to 47.7% as the stock price dropped by 0.7%.

On the options chain, the most traded were call options expiring last Friday with a strike price of $225; and the most traded among the options expiring next Friday were put options with a strike price of $220.

4. AI stock $Palantir (PLTR.US)$ Up 0.56%, options trading volume increased significantly by 165% compared to the previous trading day, and implied volatility rose to 37.74%. On the options chain, aside from options expiring last Friday, the most traded options are call options with a strike price of $32 expiring this Friday.

Palantir is a big data analytics software company co-founded by billionaire tech investor Peter Thiel. In terms of news, Palantir is expected to be included in the S&P 500 index, and its stock rose over 7% before the market opened on Monday.

After the non-farm payroll release, $iShares MSCI Emerging Markets ETF (EEM.US)$ In terms of options trading activity, the total volume of option contracts reached 0.3399 million, with put options accounting for 30.91% of the total volume and call options accounting for 69.09%.

In terms of large block trades, a major holder sold call options with a strike price of $36 expiring on November 5th, while simultaneously buying call options with the same quantity and a strike price of September 20th.

1. US stock options trading list

2. ETF options trading list.

3. Individual stock implied volatility (IV) ranking.

Risk warning

Options are contracts that give the holder the right to buy or sell an asset at a fixed price on or before a specific date, without any obligation. The price of an option is influenced by various factors, including the current price of the underlying asset, exercise price, expiration time and implied volatility.

Implied volatility reflects the market's expectation for the future volatility of an option, and it is a signal of market sentiment derived from the option pricing model called Black-Scholes (BS). When investors expect greater volatility, they may be willing to pay a higher premium for an option to help hedge risks, thus resulting in a higher implied volatility.

Traders and investors use implied volatility to assess the attractiveness of option prices, identify potential mispricing, and manage risk exposure.

Disclaimer

This content does not constitute an offer, solicitation, recommendation, opinion, or guarantee of any securities, financial products or instruments. The loss risk of buying and selling options could be substantial. In certain circumstances, you may suffer losses exceeding the amount initially deposited as margin. Even if you set up backup instructions, such as stop loss or limit instructions, losses may not be avoided. Market conditions may render such orders impossible to execute. You may be required to deposit additional margin in a very short period of time. If the required amount cannot be provided within the specified time, your open contracts may be closed. However, you are still responsible for any shortfalls in your account arising from this. Therefore, before buying or selling, you should research and understand the options, and consider carefully whether such trading is suitable for you based on your financial situation and investment objectives. If you buy or sell options, you should be familiar with the exercise of options and the procedures at expiration, as well as your rights and obligations when exercising an option or at expiration.

Editor/Rocky

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