如果只看今天到期的qqq和 spy的option链,粗略估算,spy的最大痛点大约处于290,而qqq的痛点是186.5,甚至186。spy当下是290.7,符合最大痛点的要求。但是qqq当下187.4,远离最大同点。是MM控盘的失败?请 期权专家点评。 谢谢。
QQ | | 187.38 | | 187.39 | | 187.38 | | 0.23 | | 0.12 | | 800X4900 | | 187.7905 | | 186.29 | | 19,846,750 | | Thu Apr 18 2019 2:15:48 pm ET| |
| 186.0 Call | | 1.37 | | 1.44 | | 1.39 | | 0.19 | | 5,064 | | 25,309 | | | 186.5 Call | | 0.86 | | 0.93 | | 0.90 | | 0.06 | | 5,925 | | 8,521 | | | 187.0 Call | | 0.43 | | 0.45 | | 0.44 | | -0.13 | | 30,463 | | 40,885 | | | 187.5 Call | | 0.12 | | 0.13 | | 0.12 | | -0.15 | | 7,402 | | 13,837 | | | 188.0 Call | | 0.01 | | 0.02 | | 0.02 | | -0.13 | | 2,806 | | 12,809 | | | 188.5 Call | | 0.00 | | 0.01 | | 0.02 | | -0.09 | | 621 | | 5,261 | | | Strike | 186.00 | 186.50 | 187.00 | 187.50 | 188.00 | 188.50 | | | 186.0 Put | | 0.00 | | 0.02 | | 0.02 | | -0.19 | | 7,129 | | 12,389 | | | 186.5 Put | | 0.01 | | 0.02 | | 0.02 | | -0.33 | | 11,535 | | 3,983 | | | 187.0 Put | | 0.05 | | 0.06 | | 0.07 | | -0.49 | | 23,533 | | 17,773 | | | 187.5 Put | | 0.24 | | 0.25 | | 0.24 | | -0.71 | | 2,576 | | 2,621 | | | 188.0 Put | | 0.60 | | 0.68 | | 0.74 | | -0.49 | | 1,107 | | 2,276 | | | 188.5 Put | | 1.07 | | 1.18 | | 1.35 | | -0.30 | | 136 | | 1,520 | | | | |
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SPY | | 289.96 | | 289.97 | | 289.97 | | 0.52 | | 0.18 | | 2000X500 | | 290.13 | | 288.66 | | 39,195,225 | | Thu Apr 18 2019 2:04:52 pm ET| |
| 288.5 Call | | 1.49 | | 1.50 | | 1.50 | | 0.39 | | 8,195 | | 9,597 | | | 289.0 Call | | 0.97 | | 1.01 | | 1.00 | | 0.27 | | 22,164 | | 30,058 | | | 289.5 Call | | 0.54 | | 0.57 | | 0.58 | | 0.09 | | 28,664 | | 11,486 | | | 290.0 Call | | 0.22 | | 0.23 | | 0.23 | | -0.05 | | 87,971 | | 59,498 | | | 290.5 Call | | 0.06 | | 0.07 | | 0.06 | | -0.13 | | 24,803 | | 12,395 | | | 291.0 Call | | 0.02 | | 0.03 | | 0.03 | | -0.07 | | 15,206 | | 44,109 | | | Strike | 288.50 | 289.00 | 289.50 | 290.00 | 290.50 | 291.00 | | | 288.5 Put | | 0.01 | | 0.02 | | 0.02 | | -0.35 | | 16,974 | | 12,056 | | | 289.0 Put | | 0.02 | | 0.03 | | 0.03 | | -0.50 | | 98,785 | | 22,831 | | | 289.5 Put | | 0.08 | | 0.09 | | 0.08 | | -0.68 | | 53,143 | | 11,532 | | | 290.0 Put | | 0.24 | | 0.25 | | 0.25 | | -0.75 | | 58,781 | | 33,417 | | | 290.5 Put | | 0.58 | | 0.61 | | 0.59 | | -0.79 | | 7,386 | | 2,019 | | | 291.0 Put | | 1.04 | | 1.08 | | 1.02 | | -0.89 | | 5,281 | | 6,979 | | |
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