期权大单 | SVB危机发酵,银行股期权成交量大增!
一、市场概览 (3月13日)
美东时间周一,硅谷银行倒闭风波发酵,标普和道指震荡后收跌。截至收盘,道琼斯指数跌0.28%,报31819.14点;标普500指数跌0.15%,报3855.76点;纳斯达克指数涨0.45%,报11188.84点。
期权市场总成交量4749.73万张合约,环比前一交易日(5924.46万张合约)有所下降,但仍高于90日平均成交量(4058.41万张合约),其中看涨期权占比48%。
二、期权成交总量TOP10
$标普指数ETF(SPY)$期权成交1139万张合约,其中看涨期权占比40.8%;$纳指100ETF(QQQ)$期权成交372.3万张合约,其中看涨期权占比41.1%;
SVB危机持续发酵,隔夜银行股重挫,$美国银行(BAC)$、$金融ETF(XLF)$、$区域银行指数ETF-SPDR KBW(KRE)$期权成交量仍持续保持高位,分别成交104.6万张、80.62万张、68.79万张;
三、异动观察
数据来源:Market Chameleon
随着硅谷银行破产事件的发酵,市场的避险情绪也有所升温,这在一定程度上刺激的贵金属的避险属性;$SPDR黄金ETF(GLD)$、$白银ETF(SLV)$、$黄金矿业ETF(GDX)$期权成交量均大幅上涨,分别成交52.22万张、45.51万张、36.62万张,其中看涨比例分别占比83.4%、84.3%、78%。
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