EST Apr 16th Morning Delivery - In the last two hours of trading, 7 options with a high V/OI ratio were detected. With the market volatile, it's crucial to stay informed on the latest options trends.
Of the 7 options trades detected with a high V/OI ratio, a trade on $ON Semiconductor (ON.US)$ put contracts stood out with a volume of 1,540, far exceeding its open interest of 11 with a V/OI ratio of 140.0. The premium, or cost, of the trade was $192.5K. The strike price of this contract is $33.500 and the expiration date is April 25th, 2025, 9 days later.
Another option trade worth noting is a trade on $Airbnb (ABNB.US)$ put contracts with a volume of 1,200, far exceeding its open interest of 15 with a V/OI ratio of 80.0. The premium, or cost, of the trade was $204K. The strike price of this contract is $70.000 and the expiration date is October 17th, 2025, 184 days later.
There is also a notable transaction on $Visa (V.US)$ call contracts with a volume of 1,967, far exceeding its open interest of 37 with a V/OI ratio of 53.16. The premium, or cost, of the trade was $12 million. The strike price of this contract is $340.000 and the expiration date is June 17th, 2027, 792 days later.
See below for more unusual options activities.
Notes:
Unusual options activity identifies a single option trade with a volume-to-open-interest ratio (V/OI) equal to or above 10, which means the volume of the trade is much higher than the existing positions. High V/OI often implies that a trader is opening a new position with an unusual amount. Options activities are filtered based on the following criteria:
Options trade with V/OI≥10, while OI of the contract must be ≥10.
Options trade with premium≥$50,000.
The underlying asset of selected options must be individual stock with a market cap≥$5 billion.
If there are at least 3 or more trades that meet all the criteria in the corresponding time period, an article will be generated at 11:30, 13:30, and 16:30 ET each trading day.
Options trading entails significant risk and is not appropriate for all customers. It is important that investors read Characteristics and Risks of Standardized Options before engaging in any options trading strategies. Options transactions are often complex and may involve the potential of losing the entire investment in a relatively short period of time. Certain complex options strategies carry additional risk, including the potential for losses that may exceed the original investment amount. Supporting documentation for any claims, if applicable, will be furnished upon request.
The past performance of a security or financial product does not guarantee future results or returns. Customers should consider their investment objectives and risks carefully before investing in options. Because of the importance of tax considerations to all options transactions, the customer considering options should consult their tax advisor as to how taxes affect the outcome of each options strategy.
美东时间4月16日报道，早盘时段，过去2小时有7笔期权大单值得关注。
$安森美半导体 (ON.US)$的一笔看跌期权成交量达到了1,540张，远超过其未平仓数11张，V/OI值高达140.0，该交易涉资19.25万美元。该合约的行权价为33.500美元，到期日为9天后的2025年4月25日。
$爱彼迎 (ABNB.US)$的一笔看跌期权成交量达到了1,200张，远超过其未平仓数15张，V/OI值高达80.0，该交易涉资20.4万美元。该合约的行权价为70.000美元，到期日为184天后的2025年10月17日。
$Visa (V.US)$的一笔看涨期权成交量达到了1,967张，远超过其未平仓数37张，V/OI值高达53.16，该交易涉资1,199.87万美元。该合约的行权价为340.000美元，到期日为792天后的2027年6月17日。
更多期权异动请见下图：
提示：
期权异动旨在筛选出对应时段V/OI较高的期权成交，V/OI即成交持仓比，是期权单笔成交量(Volume)与该合约未平仓数(Open Interest)的比值，较高的V/OI往往暗示着有交易者在新建数量异常的头寸。
期权异动按照以下标准进行筛选：
V/OI≥10，即该合约的成交量远高于其未平仓数，其中OI>10。
单笔交易权利金≥5万美元。
入选期权的标的资产为美股正股，正股要求其市值≥50亿美元。
若在对应时段有超过3笔V/OI≥10的交易，将在美东时间11:30、13:30和16:30各生成一篇期权异动资讯。
交易期权前，投资者应先了解其交易特点和风险，详情请参考Options Disclosure Document(ODD)。
