供应扰动缓解,油市空头“闪电集结”:布伦特看跌期权押注飙至空前水平

智通财经
Sep 23

智通财经APP获悉,石油交易员正蜂拥买入期权,押注布伦特原油下跌。随着投资者在近几个交易日油价凌厉上涨后重新调仓,看跌押注飙升至空前水平。

洲际交易所(ICE)欧洲期货交易所初步数据显示,周二布伦特原油看跌期权成交量约达76.4万张,创历史纪录。上述交易大多集中在窄幅看跌价差上,此类价差有时用于对冲场外二元期权交易;眼下沙特正寻求恢复一条关键管道的输油,同时有迹象显示,围绕重开霍尔木兹海峡的外交努力取得一定进展。

当日成交超过11万张12月70/69美元、4万张11月93/92美元和3.85万张2月70/69美元看跌价差,合计占当日总成交合约的一半以上。

周二,11月布伦特原油期货收跌1.1%,结算价报每桶99.25美元,上周曾距110美元仅一步之遥。

最新事态还逆转了多个关键市场指标的看涨信号。全球基准原油的看涨期权偏斜度为6月以来最不乐观,反映对冲油价上行风险的成本下降。布伦特原油期货的9日相对强弱指数(RSI)也脱离超买区,上周大部分时间位于该阈值上方。

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