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每日期权追踪 | 英伟达盘前反弹,一call单曾豪掷2000万美元看涨;特斯拉上周五跌超8%,多张末日put单赚超20倍

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

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

The translation is provided by third-party software.


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