中文翻译
做市商(MM)很可能正在对 $NBIS 进行价格压制(Pinning),尽管市场波动,股价仍卡在 $113.5 附近。我预计周一空头对冲头寸将平仓(鉴于做市商买入看跌期权并卖出看涨期权 -> 临近到期时存在大量空头头寸),价格将回升,因此我利用这次机会在高隐含波动率(IV)下买入看涨期权。
· 个股论点
涉及标的: $NBIS
做市商(MM)很可能正在对 $NBIS 进行价格压制(Pinning),尽管市场波动,股价仍卡在 $113.5 附近。我预计周一空头对冲头寸将平仓(鉴于做市商买入看跌期权并卖出看涨期权 -> 临近到期时存在大量空头头寸),价格将回升,因此我利用这次机会在高隐含波动率(IV)下买入看涨期权。
It's likely MM pinning for $NBIS, you can see this with the price stuck at $113.5 despite any volatility. I'd expect short hedges to unwind Monday (given MMs bought puts and were short calls -> heavy short into expiration) and price to go back up, hence why I used this time to buy calls despite elevated IV.