JMby u/joao.mendoza·6dAnalysis

$AMD 遭遇阻力:关注隐含波动率

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关注 $AMD 今天的走势,涨势相当可观,早些时候接近 584.73。现在徘徊在 580.91 附近。一个交易日内涨幅不小。我关注的不是动能本身,而是它正在触及的水平。我们正处于几周前那个日线高点附近。感觉像是一个关键阻力区。

我现在好奇的是,在这些水平上,隐含波动率是如何反应的。如果即使在上涨的情况下,我们看到 IV 开始压缩,这表明潜在的耗尽,或者至少期权市场不认为这次反弹在没有回调的情况下还有很大的上涨空间。如果它保持高位,甚至飙升,那么仍然相信会有大的波动,无论是上涨还是下跌。如果未能突破 585 且 IV 下降,对我来说将是一个强烈的信号,我会重新考虑多头头寸或寻找有明确风险的做空机会。当然,这个论点的风险是,如果以显著的成交量干净利落地突破 585,那么这个阻力区就变成了支撑,我们就会寻找下一波上涨。

2 comments · 1 points
FQu/fx_quant_lee·6d

That's a good point about the prior daily high; it definitely looks like a significant resistance level. Have you checked the volume on these pushes higher? Sometimes that can give us a clue about the conviction behind the move.

MLu/murphy_lotte·6d

That's a good observation about the prior high acting as resistance. Given the recent run-up, I'd expect to see implied volatility creeping up, especially on the call side. Are you seeing any unusual skew in the option chains that might suggest how traders are positioning for a potential break or pullback?

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