今天大盤的走勢很不好理解。一方麵smh大漲6%,另一方麵aapl,goog和msft全天股價被壓在水下1%,這導致spx和qqq整天振蕩。最後,spy收盤在263.60,漲0.07%, qqq收盤在163.2,漲0.65%。為何smh漲6%,而aapl,goog,msft全天被壓在水下1%。從明天到期的spy和qqq的option連,或許可以理解今天市場走勢的怪現象。
明天到期的spy和qqq的最大痛分別是263.5和164.0,而今天spy和qqq收盤價分別是263.6和163.2。非常接近最大痛點。昨天txn和lrcx季報後大漲,MM預測今天smh將大漲,勢必引導qqq和spy上漲,為了抵消smh的大輻上漲對qqq股價的推高,MM想出苦肉計,在拉升smh的同時,殺跌其他大牌科技股的價格。最終,MM達到了目的,完美地把spy和qqq地收盤價控製到最大痛地附近。估計,明天大盤繼續豬,維持spy和qqq的價格在最大痛附近。
QQQ
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163.02
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163.03
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163.03
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0.88
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0.54
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700X3000
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163.44
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162.0626
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28,834,796
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Thu Jan 24 2019 3:48:44 pm ET|
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QQQ Jan 25 2019
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1 Days to Expiration (Weeklys)
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ExpandCollapse
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Calls
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Bid
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Ask
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Last
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Change
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Vol
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Op Int
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162.0 Call
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1.38
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1.42
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1.40
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0.20
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6,131
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6,679
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162.5 Call
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1.04
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1.06
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1.05
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0.12
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6,419
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5,013
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163.0 Call
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0.75
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0.76
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0.75
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0.05
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10,640
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6,587
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163.5 Call
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0.49
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0.51
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0.50
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0.02
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3,584
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3,139
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164.0 Call
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0.31
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0.33
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0.32
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-0.03
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6,841
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7,342
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164.5 Call
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0.19
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0.20
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0.18
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-0.10
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3,595
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3,456
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Strike
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162.00
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162.50
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163.00
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163.50
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164.00
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164.50
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Puts
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Bid
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Ask
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Last
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Change
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Vol
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Op Int
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162.0 Put
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0.36
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0.38
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0.36
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-0.69
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20,352
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39,592
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162.5 Put
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0.51
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0.53
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|
0.52
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-0.84
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10,023
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3,613
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163.0 Put
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0.71
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0.72
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0.71
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-0.93
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10,640
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7,973
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163.5 Put
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0.95
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0.98
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0.95
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-1.12
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3,438
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2,560
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164.0 Put
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1.25
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1.30
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|
1.27
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-1.08
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1,538
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5,882
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164.5 Put
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1.57
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1.72
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1.69
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-1.18
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149
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1,307
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SPY
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262.85
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262.86
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263.60
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0.19
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0.07
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1000X1800
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264.20
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262.08
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55,533,066
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Thu Jan 24 2019 4:05:53 pm ET|
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SPY Jan 25 2019
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1 Days to Expiration (Weeklys)
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ExpandCollapse
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Calls
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Bid
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Ask
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Last
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Change
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Vol
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Op Int
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262.5 Call
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1.06
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1.10
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1.07
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-0.68
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15,303
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|
5,967
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|
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263.0 Call
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0.79
|
|
0.82
|
|
0.80
|
|
-0.78
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41,096
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|
20,096
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|
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263.5 Call
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0.57
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|
0.59
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|
0.62
|
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-0.63
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41,139
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5,567
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|
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264.0 Call
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0.39
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0.40
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0.42
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-0.58
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55,857
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14,788
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|
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264.5 Call
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0.27
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|
0.28
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|
0.32
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-0.43
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12,807
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2,451
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|
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265.0 Call
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0.18
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|
0.19
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|
0.18
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-0.46
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69,798
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|
24,649
|
|
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Strike
|
262.50
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263.00
|
263.50
|
264.00
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264.50
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265.00
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Puts
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Bid
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Ask
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Last
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Change
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Vol
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Op Int
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262.5 Put
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0.71
|
|
0.73
|
|
0.70
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-0.31
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23,756
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|
5,481
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|
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263.0 Put
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|
0.92
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|
0.93
|
|
0.92
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-0.29
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51,548
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|
10,628
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263.5 Put
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1.20
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|
1.22
|
|
1.17
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-0.25
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23,295
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|
4,175
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|
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264.0 Put
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|
1.52
|
|
1.57
|
|
1.51
|
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-0.19
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21,029
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|
16,833
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264.5 Put
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|
1.89
|
|
1.95
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|
1.87
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-0.19
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2,561
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|
2,319
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|
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265.0 Put
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2.30
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2.36
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2.30
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-0.07
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14,843
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7,870
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