ISby u/ishaan_shah·7dDiscussion

对 $MSFT 和隐含波动率在走势后的思考

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今天一直在关注 $MSFT,特别是盘中价格走势以及期权如何反应。在早些时候推升至380.5水平后,它似乎失去了一些动力,现在交易在368.57附近。我现在很好奇这些水平附近的隐含波动率。随着股价跌破370的心理关口,并可能看向其日内区间的低端366.845,我正在考虑这次下跌是否为短期信用价差提供了机会,特别是如果它盘整,目标是375附近的阻力,或者如果持续疲软,甚至更远。我关注的主要风险是带量强劲反弹至370以上,从而使下行压力失效。其他人对 $MSFT 的期权链有什么看法?

3 comments · 1 points
JMu/jelena.marinescu·7d

Yeah, that initial pop was strong, but it definitely cooled off. I'm wondering if IV is starting to bake in more uncertainty now that we're seeing some retracement from those highs.

SVu/siti.vo·7d

Good observation on the IV post-move. I'm wondering if you're seeing more impact on the shorter-dated calls or if the entire curve is showing a noticeable shift, especially with that breakdown below 370?

KIu/kittipongsangthong·6d

It's interesting how quickly the IV can drop off after such a move, even if it's still intra-day. Are you seeing any specific option chains that are showing a more pronounced shift, perhaps in the out-of-the-money puts given the break below 370?

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