期权聚焦 | IREN大单情绪偏空,主力卖出2026年40美元虚值Call收租,IV百分位仅2.79%

期权女巫
Oct 13

IREN收报34.8美元,跌1.11%。

当日大单交易整体偏空,资金通过卖出深度虚值看涨期权收取权利金,对短期至中期上行动能保持谨慎。

期权指标分析

IREN 当前隐含波动率(IV)为 83.09%,IV 百分位仅 2.79%,处于较低区间,说明其隐含波动率虽然绝对水平不低,但从历史分位来看仍属低位,当前期权定价相对便宜、波动率环境偏低;同时 IV/HV 比率为 1.42,表明隐含波动率高于历史波动率,市场对未来波动的预期仍高于过去实际表现。

Call/Put 成交量比为 2.35。

大单交易

一笔规模达2.16万美元的虚值CALL卖出出现在2026-10-16到期、40.00美元行权价上,卖方共成交1800张。以当前股价34.80美元来看,该合约处于虚值状态,这类交易通常体现为对后续上涨空间的谨慎判断,核心意图更偏向收取权利金,反映出资金并不积极押注IREN在中长期内快速突破40.00美元。

整体来看,IREN当日大单情绪明显偏空,且全量大单几乎完全由看空方向主导。结合这笔虚值CALL卖出可以看出,主导资金更倾向于通过卖出上方执行价合约进行收租,体现出对股价上行斜率偏保守的预期,短期至中期市场情绪以谨慎偏空为主。

策略参考

卖方若希望降低被行权概率,可优先关注45.00美元以上、OTM幅度更深的Call合约;若不愿承担过多保证金压力,可采用牛市看涨价差或熊市看跌价差策略替代裸卖,以控制风险敞口。

Disclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.

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