Options Montage: Earnings flow started to dominate the tape
Options Montage: Earnings flow started to dominate the tape
By Eli, Melody
作者:Eli,Melody
Institutional sweep was a bit mixed on Monday with a bullish lean, action was predominantly bullish in individual names with a bulk of the protection showing up once again in ETFs. Although there was a bit more protection than we have been seeing in selective names, it was expected and we likely continue to see more of it as we enter the heart of earnings season.
週一,機構投資者的清掃有點混雜着看漲傾向,行動主要是看漲個人名字,大部分保護措施再次出現在ETF中。儘管有比我們在選擇性名稱中看到的更多的保護,但這是意料之中的,隨着我們進入財報季的核心,我們可能會繼續看到更多的保護。
We were hoping we could squeeze in another week before earnings flow started to dominate the tape but there was clearly a lot of earnings positioning out there Monday. Not much action in the way of fresh names and new setups as the most aggressive order flow was all in familiar names at higher levels.
我們希望在盈利流開始主導錄像帶之前,我們能再擠出一週的時間,但週一顯然有很多盈利頭寸。在新名字和新設置方面沒有太多行動,因為最激進的訂單流都是在更高級別的熟悉名字中。
$Village Farms International Inc(VFF.US)$ probably is our favorite activity of the day with multiple sweepers on the attack again in Feb and March calls. VFF not even close to being a new name as many of you have likely played it, possibly more than once, especially in last year at much lower levels. VFF probably could still trade higher off Monday's buying as it was impressive, just understand it doesn't carry the same weight as initial buying in the name. Other repeat names to see multiple bull bets and solid buying on Monday include $Qurate Retail Inc(QRTEA.US)$, $General Motors Co(GM.US)$, $Ford Motor Co(F.US)$, $CANOO INC(GOEV.US)$, $Lordstown Motors Corp(RIDE.US)$, $Star Peak Energy Transition Corp(STPK.US)$, $Bristol-Myers Squibb Co(BMY.US)$, $AbbVie Inc(ABBV.US)$.
$鄉村農場國際公司(VFF.US)$可能是我們一天中最喜歡的活動,在2月和3月的呼叫中,有多個掃地者再次攻擊。VFF甚至不是一個新名字,因為你們中的許多人可能已經玩過它,可能不止一次,特別是在去年低得多的級別。VFF可能仍會在週一的買入中走高,因為它給人留下了深刻的印象,但要知道,它不會像最初的買入那樣具有同等的份量。週一出現多次看漲押注和強勁買入的其他重複名稱包括$Qurate Retail Inc(QRTEA.US)$, $通用汽車(通用汽車美國)$, $福特汽車公司(F.US)$, $CANOO Inc.(GOEV.US)$, $Lordstown Motors Corp(RIDE.US)$, $Star Peak Energy Transfer Corp(STPK.US)$, $百時美施貴寶公司(BMY.US)$, $艾伯維公司(ABBV.US)$.
On the sentiment front
在情緒方面
Short term sentiment cooled off to around neutral as the indices found a way to hang on to some red into the closing bell today, for a change. We certainly needed a breather, especially in the indices and some of the hotter pockets of this market.
短期人氣降温至中性附近,因為指數找到了一種方法,在今天收盤時保持一些紅色,這是一種改變。我們當然需要喘息,特別是在指數和這個市場的一些更熱門的領域。
Earnings season
財報季
Earnings season is going to add some confusion and messiness to the picture, as is always the case and if this market ever had any intention to cool off a bit, this certainly would be an ideal time. The market has done a fantastic job of cooling off hot groups under the belly while keeping the indices unscathed.
財報季將給情況增加一些混亂和混亂,這是一貫的情況,如果這個市場有任何冷卻的意圖,現在肯定是一個理想的時機。市場做了一項了不起的工作,在給肚子底下的熱門羣體降温的同時,保持了指數的完好無損。
Let's see if earnings season has any effect on that but regardless, we do have a few things to look forward to for opportunities. Keep an eye on all rotation and reopening plays off any earnings weakness, as there should be buyers waiting to scoop them up with 2 hands. Post earnings flow in general is extremely valuable and worth paying close attention to, rather than actively trading through it, many times it will provide solid clues for the weeks ahead.
讓我們看看財報季是否會對此產生影響,但不管怎樣,我們確實有一些機會值得期待。密切關注所有輪換和重新開盤打出任何盈利疲軟,因為應該有買家等待着用兩隻手挖他們。總體來説,後收益流動是非常有價值的,值得密切關注,而不是積極地通過它進行交易,很多時候它將為未來幾周提供可靠的線索。
Notable bettings toward broader market indices ETF on 1/11
1/11值得注意的大盤指數ETF押注
Market-wide option volume of 36.6m contracts was 6% above recent average levels, with calls leading puts 17 to 10. ETF and single stock products saw relatively heavy volume, while index flow was moderate.
全市場3660萬份合約的期權成交量比近期平均水平高出6%,看跌期權數量為17至10份。ETF和單一股票產品的成交量相對較大,而指數成交量適中。
Individuals breakdown by sectors (1/11 notable bets)
按行業細分的個人(1/11值得注意的賭注)
Most active sectors included Health Care, Consumer Goods and Financials while Consumer Services and Telecommunications were relatively light. Of the 3,683 stocks with listed options, 1,606 (44%) closed higher, and 1,941 (53%) lower. Among the 500 most liquid single stocks, 30day implied volatility was higher for 398 and lower for 69. Unusual total option volume was observed in $NIO Inc.(NIO.US)$, $Twitter Inc(TWTR.US)$, $NVIDIA Corp(NVDA.US)$, $General Motors Co(GM.US)$ and $Marathon Patent Group Inc(MARA.US)$.
最活躍的行業包括醫療保健、消費品和金融行業,而消費者服務和電信行業相對較少。在擁有上市期權的3,683只股票中,1,606只(44%)收盤上漲,1,941只(53%)收盤下跌。在流動性最強的500只單一股票中,30天隱含波動率較高的有398只,較低的有69只。觀察到異常的期權總成交量$蔚來。(NIO.US)$, $Twitter Inc.(TWTR.US)$, $英偉達(美國內華達州)$, $通用汽車(通用汽車美國)$和$馬拉鬆專利集團(MARA.US)$.
Tech
高科技
Industrial
工業
Consumer Cyclical
消費週期
Financial
金融
Communication Services
通信服務
Healthcare
醫療保健
Energy
能量
Real Estate
房地產
Basic Materials
基礎材料
Consumer Defensive
消費者防禦性
Options Montage from moomoo news team, the most exclusive and insightful order flow details we delivered. They provide increased cost-efficiency, they have the potential to deliver higher percentage returns and strategic alternatives.
來自moomoo新聞團隊的選項蒙太奇,最獨家和最有洞察力的訂單流程細節我們交付。它們提供了更高的成本效益,它們有可能提供更高的百分比回報和戰略選擇。