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期權市場掃描儀

Lesson 9 of 13

Duration 4:08

Capital you invest is at risk. | Capital you invest is at risk.

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IB交易者工作站或TWS包含許多與期權相關的數據點,對監控期權活動很有幫助。許多交易者喜歡觀察隱含波動率、期權交易量或未平倉合約數的變化,以預測未來的股價表現。

在魔方中,使用監控面板來創建一個新的掃描儀。點擊「+」號,然後選擇魔方市場掃描儀。創建新掃描儀之前,不妨先看看我在這裏儲存的幾個樣例。

例如:這個會顯示公用事業板塊股票的期權交易量。這個掃描儀會按當日百分比變化對板塊股票進行排序,同時列出其隱含波動率。用戶也可將每日期權交易量與過去一段時期的平均期權交易量進行比較。

而這個掃描儀則用來搜索在美國交易所掛牌的住宅和商業建築行業股票的期權交易量。這裏是根據對應期權的未平倉合約數進行排序,同時顯示看跌/看漲期權未平倉合約數比率、期權交易量及最新的隱含波動率讀數。另外,注意這個掃描會以圖形顯示當前交易時段的期權交易量和隱含波動率。這樣會更容易發現期權交易量大或波動率水平高的股票。

魔方也提供幾種預定義的掃描儀,例如,高期權交易量…或隱含波動率(IV)相對於歷史波動率(HV)偏高的股票。

要創建您自己的市場掃描儀,點擊「+」號,然後再選魔方市場掃描儀。在我的掃描儀下方,選擇創建新的自定義掃描,然後給它取一個唯一的名稱。要創建期權掃描,請選擇股票。這裏我會選擇美國,在交易所名單中只選NYSE。我會選擇所有板塊,但您也可使用按行業篩選來包含或排除相關的數據。

接下來,點擊字段與篩選條件按鈕來決定掃描儀顯示各家公司的甚麼數據。要獲取相關期權資料,點擊添加字段下拉功能表,找到期權,然後點擊展開功能表。使用右側的滾動條來查看功能表選項。

從可用項目列表中選擇,這時您會注意到兩個字符 – F代表篩選,而S代表排序。這表示有關資料在您掃描儀中顯示或排序的方式。將鼠標懸停在字段上方可瞭解詳情。

選定後點擊完成。接下來,要決定用哪個欄位進行排序。這裏我會使用期權交易量從高到低進行排序。請注意,如果使用右側的篩選器,您便可輸入最小和最大期權交易量閾值或者通過拖動來確定範圍。

注意,顯示數據欄的預設視圖為數值。如果我選擇隱含波動率最後價,再從列表中選擇綫,有關信息現在會以圖形顯示,而不是只顯示數值。選擇值+綫則會在屏幕中保留隱含波動率的數值。在期權交易量中選擇值+條柱,可將該視圖加入顯示。對於看跌/看漲期權交易量,您可以試試值+漸變,將鼠標懸停在排序中的任何按鈕上,即可找到看跌/看漲期權交易量比率。

您可創建和儲存不限數量的自定義掃描儀,以找出哪種顯示方式最能切合您的需要。

魔方市場掃描儀

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