Hnub Friday lub $ 2.3 trillion kev xaiv tas sij hawm tuaj yeem tshem tawm txoj hauv kev tseem ceeb ntawm kev txhawb nqa rau cov khoom lag luam, cov kws tshuaj ntsuam hais tias

Cov neeg ua lag luam tab tom nrhiav cov cim qhia txog seb qhov kev sib tw hauv Asmeskas cov khoom lag luam puas yuav txuas ntxiv nyob rau ib nrab ntawm Lub Yim Hli tuaj yeem pom qee cov ntsiab lus tseem ceeb rau hnub Friday, thaum $ 2.3 trillion hauv kev sib raug zoo-txuas kev xaiv tau teem caij tas sij hawm, raws li cov kws tshuaj ntsuam los ntawm Spotgamma thiab Goldman Sachs Group. Inc.
GS,
-1.49%

Hnub Friday, Rocky Fishman, tus thawj coj ntawm kev tshawb fawb volatility ntawm Goldman, xa ib daim ntawv qhia rau MarketWatch qhia txog ntau hom kev sib txuas ntawm cov kev xaiv uas tau teem caij tas sij hawm, nrog rau seb lawv puas tau teem caij rau tag kis sawv ntxov, lossis yav tav su hauv New York.

Cov no suav nrog cov kev xaiv khi rau cov khoom lag luam lag luam xws li S&P 500
SPX,
-1.28%
,
nrog rau cov uas khi rau kev sib pauv pauv nyiaj xws li SPDR S&P 500 kev ntseeg siab
Soj,
-1.32%
,
thiab ib leeg-khoom xaiv ib yam nkaus.


Tau qhov twg los: Goldman Sachs

Vim li cas qhov no tseem ceeb? Raws li Fishman tau piav qhia hauv tsab ntawv ceeb toom thaum Lub Rau Hli, cov kev xaiv tas sij hawm ntxiv ib txheej ntawm "txoj hauj lwm nyuaj" rau kev ua lag luam. Txij li thaum Tsoom Fwv Teb Chaws Reserve tau tshaj tawm nws qhov thib ob 75 lub hauv paus ntsiab lus paj laum nyob rau lub Xya Hli, cov kws tshaj lij kev lag luam suav nrog JPMorgan Chase & Co.'s Marko Kolanovic tau hais txog qhov tseem ceeb ntawm kev ua lag luam siab dua, raws li cov tub ua lag luam tau sib tw los ntawm kev tso nyiaj rov qab rau. ua haujlwm hauv khw. Txawm hais tias qee tus tau xaiv los yuav cov khoom lag luam tam sim no, lwm tus tau nyiam cov ntawv cog lus luv luv, xws li cov ntawv cog lus txhua hli thiab txhua lub lim tiam yuav tas rau hnub Friday.

Saib: JP Morgan quant uas hu ua lub caij ntuj sov rally hais tias muaj ntau cov mos txwv los tsav cov khoom lag luam siab dua - thiab ntawm no yog vim li cas

Thaum Friday lub $ 2.3 trillion nyob rau hauv notional tus nqi tsis tseem ceeb ntawm nws tus kheej, nws yog siab dua li cov tub ua lag luam pom nyob rau hauv lub yim hli ntuj 2021, 2020 thiab 2019, raws li Fishman daim ntawv los ntawm Lub rau hli ntuj.


Tau qhov twg los: Goldman Sachs

Hnub Friday tas sij hawm ntawm kev xaiv cov ntawv cog lus tuaj yeem tshem tawm tus ncej tseem ceeb ntawm kev txhawb nqa kev lag luam hauv daim ntawv ntawm kev muag khoom, raws li cov ntaub ntawv los ntawm Spotgamma.

Cov kev xaiv khi rau S&P 500 tau nyiam tawm tsam tus nqi nyob ib ncig ntawm 4,300 qib - uas yog kwv yees li ntawm 200-hnub tsiv nruab nrab rau qhov ntsuas. Lub lim tiam dhau los, qib ntawd tau ua lub qab nthab tshaj qhov ntsuas uas tseem tsis tau tawg.

saib: Tshuag-kev lag luam rally ntsib cov kev sib tw tseem ceeb ntawm S&P 500's 200-hnub txav nruab nrab

Kev yuav khoom hnyav tau tsim qhov tsis zoo rau kev ua lag luam los ntawm kev yuam cov neeg muag khoom xaiv los yuav cov khoom lag luam los tiv thaiv lawv qhov raug.


Source: Spotgamma

Tab sis Spotgamma cov kws tshuaj ntsuam xyuas tau hais tias cov neeg muag khoom yuav tsis muaj qhov pheej hmoo txaus ntshai rau kev tiv thaiv, tom qab hnub Friday tas sij hawm, uas tuaj yeem tshem tawm qhov tseem ceeb ntawm kev yuav khoom los ntawm kev ua lag luam hauv cov dev hnub ntawm lub Yim Hli, thaum cov khoom lag luam feem ntau nyias nyias.


Source: Spotgamma

Asmeskas cov khoom lag luam tau ua lag luam qis dua rau hnub Friday. S&P 500
SPX,
-1.28%

tau tawm txog 1.3%, ze 4,229, thaum Dow Jones Industrial Average
DJIA,
-0.88%

tau tawm 0.8% thiab Nasdaq Composite
COMP,
-1.93%

yog 2% qis dua.

Tau qhov twg los: https://www.marketwatch.com/story/fridays-2-3-trillion-options-expiration-could-remove-a-critical-avenue-of-support-for-stocks-analysts-say-11660923170? siteid=yhoof2&yptr=yahoo