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.
美東時間4月16日報導，早市時段，過去2小時有7筆期權大單值得關注。
$安森美半導體 (ON.US)$的一筆認沽期權成交量達到了1,540張，遠超過其未平倉數11張，V/OI值高達140.0，該交易涉資19.25萬美元。該合約的行使價為33.500美元，到期日為9天后的2025年4月25日。
$愛彼迎 (ABNB.US)$的一筆認沽期權成交量達到了1,200張，遠超過其未平倉數15張，V/OI值高達80.0，該交易涉資20.4萬美元。該合約的行使價為70.000美元，到期日為184天后的2025年10月17日。
$Visa (V.US)$的一筆認購期權成交量達到了1,967張，遠超過其未平倉數37張，V/OI值高達53.16，該交易涉資1,199.87萬美元。該合約的行使價為340.000美元，到期日為792天后的2027年6月17日。
更多期權異動請見下圖：
提示：
期權異動旨在篩選出對應時段V/OI較高的期權成交，V/OI即成交/持倉比例，是期權單筆成交量(Volume)與該合約未平倉數(Open Interest)的對比值，較高的V/OI往往暗示著有交易者在新建數量異常的倉位。
期權異動按照以下標準進行篩選：
V/OI≥10，即該合約的成交量遠高於其未平倉數，其中OI>10。
單筆交易期權金≥5萬美元。
入選期權的標的資產為美股正股，正股要求其市值≥50億美元。
若在對應時段有超過3筆V/OI≥10的交易，將在美東時間11:30、13:30和16:30各生成一篇期權異動資訊。
交易期權前，投資者應先了解其交易特點和風險，詳情請參考Options Disclosure Document(ODD)。
