寻求对冲四季度风险的人增多.
(Bloomberg) --The S&P 500 rose as much as 1.5% to 3,387 on the last day of the 3Q and one investor appeared to be initiating a hedge for the 4Q with put options scheduled to expire on Dec. 31 and a strike price about 6% lower than current levels.
• 35.2k SPX Dec. 31st $3180 puts bought for $116.30 vs open interest of 85
• 35.2k SPX Dec. 31st $3510 calls sold for $90.96 vs open interest of 78
• 35.2k SPX Dec. 31st $2675 puts sold for $28.18 vs open interest of 449
• 21.0k SPX Sept. 30th $3100 calls were bought for $268.48
(Bloomberg) --The S&P 500 rose as much as 1.5% to 3,387 on the last day of the 3Q and one investor appeared to be initiating a hedge for the 4Q with put options scheduled to expire on Dec. 31 and a strike price about 6% lower than current levels.
• 35.2k SPX Dec. 31st $3180 puts bought for $116.30 vs open interest of 85
• 35.2k SPX Dec. 31st $3510 calls sold for $90.96 vs open interest of 78
• 35.2k SPX Dec. 31st $2675 puts sold for $28.18 vs open interest of 449
• 21.0k SPX Sept. 30th $3100 calls were bought for $268.48