上周五是月期權到期日。qqq的走勢被MM按最大痛點操控(見下表)。接續前一天的下跌慣性,qqq低開下跌指近期點141區域時,立刻被強力拉起,到中午上漲至142後,開始緩慢下跌,直到收盤前15分鍾,被維持在141.5。在收盤前最後15分鍾內,一個長陰,qqq跌至141.1,qqq跌0.2%收盤。 明顯,在一天之內,qqq的被拉起來滿足了最大痛要求,到收盤前MM放棄護盤,空頭出手,qqq跌破開盤價。周五qqq的收盤暗示,空頭已經控盤qqq的走勢,周一繼續看跌。
soxx走勢和qqq大同小異,也是開盤走低,在前期缺口下界被拉起後,繼續走高。在缺口上界被空頭打回,收盤小漲。MM利用amat的季報超預期的利多消息拉soxx指數托qqq,觀注周一開盤後soxx是否能繼續上周五的上漲勢頭。
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QQQ | | 141.32 | | 141.33 | | 141.23 | | -0.10 | | -0.07 | | 1200X300 | | 142.20 | | 140.65 | | 57,513,513 | | Fri Aug 18 2017 4:20:15 pm ET| | |
| QQQ Aug 18 2017 | 0 Days to Expiration | | Expand Collapse |
| Calls | | Bid | | Ask | | Last | | Change | | Vol | | Op Int | | | 140.0 Call | | 1.03 | | 1.94 | | 1.27 | | -0.31 | | 4,176 | | 50,788 | | | 140.5 Call | | 0.76 | | 1.04 | | 0.70 | | -0.50 | | 1,591 | | 962 | | | 141.0 Call | | 0.26 | | 0.54 | | 0.26 | | -0.53 | | 26,346 | | 9,503 | | | 141.5 Call | | -- | | 0.02 | | 0.02 | | -0.46 | | 17,505 | | 4,827 | | | 142.0 Call | | -- | | 0.01 | | 0.01 | | -0.23 | | 85,469 | | 84,248 | | | 142.5 Call | | -- | | 0.01 | | 0.01 | | -0.11 | | 27,753 | | 15,072 | | | Strike | 140.00 | 140.50 | 141.00 | 141.50 | 142.00 | 142.50 | | | Puts | | Bid | | Ask | | Last | | Change | | Vol | | Op Int | | | 140.0 Put | | 0.01 | | 0.02 | | 0.01 | | -0.16 | | 46,988 | | 155,787 | | | 140.5 Put | | -- | | 0.01 | | 0.02 | | -0.26 | | 22,469 | | 20,678 | | | 141.0 Put | | 0.01 | | 0.02 | | 0.01 | | -0.42 | | 69,777 | | 43,281 | | | 141.5 Put | | 0.12 | | 0.34 | | 0.15 | | -0.49 | | 25,716 | | 22,696 | | | 142.0 Put | | 0.62 | | 1.14 | | 0.70 | | -0.22 | | 64,131 | | 115,208 | | | 142.5 Put | | 0.95 | | 1.40 | | 1.15 | | -0.08 | | 2,190 | | 20,194 | | | | |