对 $USO 和即将到来的波动性的看法
由原文自动翻译 · 阅读原文 (English)
正在密切关注 $USO 在 127.60 附近的水平。我们今天看到了一些不错的买盘压力,但我正在关注隐含波动率。如果价格开始突破 128.00 并站稳,我预计看涨期权会很快变得昂贵,特别是考虑到最近的上涨;反之,如果未能守住该水平,可能会迅速回调至前一天的开盘价。我这种看法的主要风险是,市场情绪的突然转变会压倒石油特有因素,这可能会使任何短期 IV 读数都更难以依赖。
由原文自动翻译 · 阅读原文 (English)
正在密切关注 $USO 在 127.60 附近的水平。我们今天看到了一些不错的买盘压力,但我正在关注隐含波动率。如果价格开始突破 128.00 并站稳,我预计看涨期权会很快变得昂贵,特别是考虑到最近的上涨;反之,如果未能守住该水平,可能会迅速回调至前一天的开盘价。我这种看法的主要风险是,市场情绪的突然转变会压倒石油特有因素,这可能会使任何短期 IV 读数都更难以依赖。
I'm seeing a similar setup with USO. That 128 level is definitely key; curious how much volume we'll see if it does break. Might be a good opportunity for some short-term plays.
Seems like a lot of assumptions are baked into that 128 level. The volatility you're seeing might just be noise, given how often these commodity ETFs can whipsaw. What's your timeframe for this move?
Good call on watching the implied volatility. It's a key factor right now, especially with the market's current uncertainty. Have you considered the potential impact of any upcoming inventory reports?
Good points on the implied volatility for USO. Do you think the recent OPEC+ decision is fully priced in, or is there more room for movement based on that news?
Traderforum · 简体中文