期权大单 | 一夜暴跌50%!第一共和银行期权成交量持续放大,Put成交大幅攀升
周二,期权市场总成交量3662.55万张合约,环比前一交易日上涨逾20%;第一共和银行期权成交130.4万张,较90日平均成交量放大逾14倍,环比前一交易日上涨170%,其中Put上涨逾266%>>
一、市场概览 (4月25日)
周二伴随着悲观情绪笼罩全球金融市场,美股亦无法独善其身,三大指数收盘跌幅均超过1%。截至收盘,标普500跌1.58%,报4071.63点;纳斯达克指数跌1.98%,报11799.16点;道琼斯工业指数跌1.02%,报33530.83点。
期权市场总成交量3662.55万张合约,环比前一交易日(3029.21万张合约)上涨逾20%,但低于90日平均成交量(4028.37万张合约),其中看涨期权占比49%。
二、期权成交总量TOP10
$标普指数ETF(SPY)$期权成交892.4万张,其中看涨期权占比48.4%;$纳指100ETF(QQQ)$期权成交309.9万张,其中看涨期权占比47.4%;
又一家美国银行告急!受存款金额下降幅度远超预期影响,$第一共和银行(FRC)$遭受市场猛烈抛售,隔夜股价暴跌近50%,使得其年内累计跌幅扩大至93%。据媒体援引知情者消息称,第一共和银行正在考虑剥离500亿至1000亿美元的长期证券和抵押贷款,这是该行大范围救助计划的部分行动。
第一共和银行期权成交130.4万张,较90日平均成交量放大逾14倍,环比前一交易日上涨170%,其中Put上涨逾266%;其中2023年4月28日到期的5美元行使价看跌期权的成交量特别高,成交近4.6万张;
三、异动观察
$通用汽车(GM)$收跌4%,公司第一季度营收同比增长11%,下调全年净利润预期;该股昨日期权成交13.7万张,较90日平均成交量放大近2倍;
$联合包裹(UPS)$收跌近10%,公司Q1净利润同比下降28.8%至18.95亿美元逊预期;该股昨日期权成交10.08万张,较90日平均成交量放大近7倍;
受第一共和银行影响,隔夜美国区域银行股普跌,其中$西太平洋银行(PACW)$收跌近9%,值得注意的是该行周二盘后发布了好于预期的第一季度收益,而存款在季度末趋于稳定,本月进一步增长,使其股票在盘后上涨近14%;该股昨日期权成交逾9万张,较90日平均成交量放大近7倍。
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