【tastylive】标普500新名单！这3只AI股要飞？

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因此，有三只股票被纳入标准普尔五百指数

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三月二十三日

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这三只股票是coherent core

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该公司属于半导体领域

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涉及光学方面

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以及数据传输

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我们有光技术

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这属于动量驱动

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呃

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该股票近期涨幅惊人

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从150美元涨至700美元

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在620美元附近波动

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目前价位

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该公司也被纳入标准普尔五百指数的半导体光学板块

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接下来是VRTX

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即Vertive

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过去一年该股表现强劲

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从约70美元涨至261美元

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同样是半导体领域的股票

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该公司为数据中心建设提供基础设施

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这三只股票被纳入标准普尔五百指数

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今日均受到一定买盘推动

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过去一周左右略有疲软

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随整体市场走势

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观察这三只股票时

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需要关注哪三点

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如果是交易或市场认知

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这些股票纳入标准普尔五百指数后

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这是个好问题

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尼克

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我认为啊

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当有这三只股票或其他新股票

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任何不熟悉的新兴股票

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或交易频率较低的股票

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比如

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这三只股票都经历了大幅上涨

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正如你所说

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相干和动量均与英伟达有合作

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这很有帮助

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但实际交易这些股票时

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首要考虑的是股价水平

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Vertive和相干每股约240美元

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这将带来更多策略灵活性

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可进行对角价差交易

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大额账户可做日历价差

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可执行无定义风险策略

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以动量股为例

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620美元的股票

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价格更高

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高价股将有更宽的点差

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从战略角度来看，你的灵活性会降低

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尤其是如果你有中小型账户

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首先也是最重要的是

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股票价格会立刻告诉我

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我的策略可以是什么

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或者可能是什么，这取决于账户规模

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接下来我要看的是波动率偏态

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这些产品是否存在偏态

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当我提到偏态时

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我真正指的是期权市场

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所以期权市场

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当你观察上行和下行对称期权时

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例如我们看coherent

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比如

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我们可以看到240美元的股价

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我们可以用同样的例子分析veras

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目前在260左右

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如果等距看跌和看涨

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让我们先

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让我们假设

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对于coherent，我们向上和向下各40点

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在这些期权中

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到期日

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这将是下行方向的200行权价

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和上行方向的280行权价

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首先引起我注意的是下行方向的200行权价

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40点虚值的交易价约1100美元

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在四月到期

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不同到期日会有不同价值

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但观察相同对称上行行权价

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40点虚值上行

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交易价显著更高

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我们看到1500美元

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假设四月coherent 280行权价上方

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这里明显存在看涨偏态

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这对任何上行策略都至关重要

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如果你有上行卖权组件

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能收取更多溢价

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可以在备兑开仓等策略中降低成本

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例如

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买入100股

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卖出虚值看涨期权

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能获得更多上行溢价

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这也会影响蝶式组合

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上行日历价差

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上行价差

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任何包含上行卖权组件的策略

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像coherent这种有激进看涨偏态的产品

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可以充分利用这一优势

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因此偏态反映了市场预期风险

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对

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因此它告诉你参与者愿意进行投机

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或为更高溢价进行对冲

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因此回到两百行权价看跌期权与两八十行权价看涨期权的例子

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实际上差价是五美元

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这比交易四十美元的上行波动要贵约50%

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比交易四十美元的下行波动要贵

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这表明市场认为更大的价格波动

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将出现在上行方向

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是否真的发生

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完全取决于未来

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这不是我们真正能

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你知道的

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自信断言的

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但它表明市场更重视上行收益而非下行保护

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这就是所谓的偏度

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说到这点

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像一个

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看涨期权

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对角价差策略

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或类似策略

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在上行方向布局

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蝶式价差

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破翼蝶式

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蝶式

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我们称为比率

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价差这类交易

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押注市场预期的上行空间

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嗯

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通过期权的偏度

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因此可以获取更宽

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价差

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更宽的蝶式价差以在上行波动中获利更多

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在这些股票中的上涨

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所有这三只股票都有上行

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看涨偏度

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意味着市场参与者认为风险是大幅上行

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而非大幅下行

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因此

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如果你认为这些股票会下跌

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交易下行期权实际上比上行期权更便宜

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这说明了市场的现状

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所以你提到了偏度

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我认为偏度在这里是一个很好的观点

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对于这些股票

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加上标普五百指数

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存在一些额外的积极催化剂

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积极流动

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你知道的

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这些被动指数基金将被迫买入这些股票

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通过五百只股票的篮子

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你知道通常会有这种

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通过谣言类事件

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你会看到被纳入标普五百指数的股票出现波动

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它们通常在短期内会上涨

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稍微少一点

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嗯

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长期相关性较低

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这些股票并不总是有持续的买盘支撑

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嗯

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我们已经讨论过这一点

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偏度方面

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嗯

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你是否会

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从策略角度

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你在关注什么

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嗯

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对于这些股票

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你在关注价差

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你在关注

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你知道的

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避免交易这些流动性较差的股票

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你知道的

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现在谈谈这些基础资产的流动性和交易情况

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当然

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在我看来

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嗯

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如果我要选择一到两只进行交易

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肯定是vertive和coherent

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因为它们规模较小

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这两只股票的价格在240到260美元之间

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Vertive的隐含波动率低于coherent

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这可能是好也可能是坏

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取决于后续策略

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但需要注意vertive股价更高

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但四月期权溢价更低

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如果在任一方向40点外

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但正如你所说

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具有高度对称性

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与溢价的相关性

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如果在任一方向40点外

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看涨期权涨幅仍比看跌期权高约50%

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动量策略的期权溢价更高

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但它是600美元一股

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所以如果我要选两只

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很可能是vertive和coherent

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即使价格在250美元左右

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暂且称为

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这两只产品

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这两只产品在四月的隐含波动率均为95%，而vertive

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你知道七十个百分点

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Iv

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所以它们仍然不会是低波动性产品

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我意思是七十个百分点的隐含波动率对任何股票来说仍然很高

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所以我如果要交易这些的话

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我会倾向于定义风险策略

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嗯，我觉得看涨飞鹰策略很吸引我

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因为这里看涨期权隐含波动率显著偏高

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当考虑利用这种波动率差价的策略时

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或允许你降低成本基数

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激进地

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看涨飞鹰策略正是如此，类似的故事

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看涨期权溢价更高

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这意味着正如你之前所说

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可以构建更宽的飞鹰组合

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向上方向能构建更宽的飞鹰组合

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三十点宽的看涨飞鹰组合

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我刚好在平值附近操作

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略出平值

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买入70看涨期权

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卖出两个300看涨期权

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正好在预期波动区间

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再买入一个330看涨期权

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这是一个可花500美元买入的三十点宽飞鹰组合

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现在我们讨论流动性问题

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买卖价差情况

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买卖价差并不狭窄

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因此需要谨慎定价

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但向上三十点宽飞鹰组合仅需500美元

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这对我很有吸引力

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如果我相信这只股票将保持高位

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即使它不涨

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我清楚入场最大亏损

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且这个数字可接受

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同样的策略

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如果我们考虑向下三十点宽飞鹰组合

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称为250-221-190组合

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00:10:06,090 --> 00:10:08,490
实际上交易价格相近

239
00:10:09,529 --> 00:10:12,700
可能未充分利用波动率偏斜

240
00:10:12,700 --> 00:10:15,139
因为你接近当前股价

241
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但显然存在向上溢价可赚

242
00:10:18,740 --> 00:10:21,710
我认为如果要选择策略

243
00:10:21,710 --> 00:10:25,429
定义风险策略如飞鹰组合

244
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或甚至日历价差策略也很有趣

245
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因为日历价差专门利用近期隐含波动率

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相对于后期隐含波动率

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例如

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买入四月300行权价看涨期权

249
00:10:44,370 --> 00:10:45,809
卖出三月300行权价看涨期权

250
00:10:45,809 --> 00:10:48,710
三月期权仅剩11天到期

251
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但它的交易价格接近三百美元

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我们称之为两百五十美元

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三月三百美元看涨期权的交易价格为九百五十美元

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在十一天内你能够降低成本基础

255
00:11:01,990 --> 00:11:03,649
在长期期权中你买入

256
00:11:03,649 --> 00:11:04,669
或者看涨期权的德尔塔值

257
00:11:04,669 --> 00:11:07,850
库存增加了超过百分之二十

258
00:11:07,850 --> 00:11:08,990
这效果不错

259
00:11:08,990 --> 00:11:10,669
如果出现这种走势

260
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我喜欢这个

261
00:11:12,149 --> 00:11:15,250
我认为我们可以将这个日历价差列为

262
00:11:15,250 --> 00:11:19,590
作为参与三百美元上方行情的小方法

263
00:11:19,590 --> 00:11:21,029
或者至少上涨到三百美元

264
00:11:21,029 --> 00:11:24,750
应该说股票在约两七十附近创出新高

265
00:11:24,750 --> 00:11:25,350
嗯

266
00:11:25,350 --> 00:11:27,440
我们将尝试捕捉小幅上涨空间

267
00:11:27,440 --> 00:11:30,919
纳入标普五百指数

268
00:11:30,919 --> 00:11:35,240
我们将观察传言在未来几周是否兑现

269
00:11:35,240 --> 00:11:36,360
进入二三点区间

270
00:11:36,360 --> 00:11:40,259
当它们正式加入标普五百指数时

271
00:11:40,259 --> 00:11:42,539
我们将这个策略反向操作

272
00:11:42,539 --> 00:11:45,940
交易价格约为六百六十美元的净价

273
00:11:45,940 --> 00:11:48,860
我们可以尝试以略低于此价成交

274
00:11:48,860 --> 00:11:51,190
嗯并逐步推进

275
00:11:51,190 --> 00:11:52,269
原因在于

276
00:11:52,269 --> 00:11:53,350
回到流动性问题

277
00:11:53,350 --> 00:11:55,429
我们选择低于中间价入场

278
00:11:55,429 --> 00:11:58,960
因为买卖价差稍显宽幅

279
00:11:58,960 --> 00:12:00,519
我们将在此执行订单

280
00:12:00,519 --> 00:12:02,909
稍作调整以尝试成交

281
00:12:02,909 --> 00:12:04,850
我们以六百六十美元成交

282
00:12:04,850 --> 00:12:07,230
我们将通过Verativ参与上涨行情

283
00:12:07,230 --> 00:12:08,029
我们做空

284
00:12:08,029 --> 00:12:12,219
少量前月波动率与多头波动率

285
00:12:12,219 --> 00:12:13,739
在四月合约中执行

286
00:12:13,739 --> 00:12:15,558
我喜欢这个交易思路

287
00:12:15,558 --> 00:12:16,798
我喜欢这三只股票

288
00:12:16,798 --> 00:12:20,440
希望在未来几周及接下来几个月

289
00:12:20,440 --> 00:12:22,639
这些期权的流动性将改善

290
00:12:22,639 --> 00:12:25,589
股票的流动性也会提升

291
00:12:25,589 --> 00:12:27,489
这将成为

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00:12:27,489 --> 00:12:29,229
我们新的交易标的

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00:12:29,229 --> 00:12:29,969
未来

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00:12:29,969 --> 00:12:31,629
太棒了精彩内容

295
00:12:31,629 --> 00:12:32,190
天啊

296
00:12:32,190 --> 00:12:36,350
感谢大家观看我们的YouTube特别节目

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00:12:36,350 --> 00:12:40,000
几只股票将加入标普五百指数

298
00:12:40,000 --> 00:12:41,179
如果你想查看更多内容

299
00:12:41,179 --> 00:12:41,779
像这样的

300
00:12:41,779 --> 00:12:43,179
每天观看直播

301
00:12:43,179 --> 00:12:44,799
Tc直播官网

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