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Greeks.live:行情波动使期权市场活跃度达到近一年内最高水平

2024-03-06 20:54:12

ChainCatcher 消息,Greeks.live 研究员 Adam 在社交平台发文表示,行情的快速波动带动期权市场活跃度达到近一年内最高水平,当日大宗交易超 15000 张,名义价值超 10 亿美元。

其中,最大的一笔订单为 275 组铁鹰期权,单笔名义价值高达 7334 万美元,观察期权构成很可能是期权做市商的调仓,可以认为是空头认亏出局。近期大户大规模平仓期权仓位,不管是做多止盈还是做空认亏,都压制着 IV 的上涨。

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