Call/Put Ratio是个经典的期权技术指标,用来分析判断当前市场上的情绪变化: 根据一般经验,当Call/Put很高时,意味着市场大量交易看涨期权;当Call/Put较低时,意味着市场大量交易看跌期权。此外,认为大多数交易都是买入。 注:此处的高位/低位虎友们可以从自己的投资经验和具体标的出发,自行定义 如下图AAPL的期权所示,...
PCR指标,即Put-Call Ratio,是一个衡量市场情绪的重要指标,用于反映看跌期权合约(Put)与看涨期权合约(Call)的交易或持仓比例。PCR指标的计算可以基于期权的成交量或持仓量,通过计算看跌期权与看涨期权的比率来得到PCR的数值。多种因素可以影响PCR指标,以下是其中的一些主要因素:市场情绪:市场情绪是影响PCR指标的关键因素...
The put/call ratio is a widely used sentiment indicator that can provide valuable insights into the overall mood of the market. By examining the relative trading volumes of put and call options, analysts can gain a better understanding of investor sentiment and make more informed investment ...
PUT/ CALL RATIO一般为反向指标,PUT/ CALL RATIO上涨到极致附近说明看跌情绪到达极点,极有可能反转。 图二标普500指数PUT/ CALL RATIO 一般参考指标需要3个以上信号同时给与提示,才能有效提高成功率,如顶背离,形态 ,PUT/ CALL RATIO同时出现信号显示价格可能反转,单个使用无法过滤干扰。与长期投资相比短期交易更像是在...
call和put的hedge ratioCFA II Derivative NO.PZ2023041003000036 问题如下: Suppose you observe a non- dividend- paying Australian equity trading for A$7.35. The call and put options have two years to mature, the periodically compounded risk- free interest rate is 4.35%, and the exercise price ...
Put Call Ratio是以期权交易活动为基础的指标,用于衡量市场上买入看跌期权合约(Put)与买入看涨期权合约(Call)的比例。基于买家的利益,PCR指标可以体现市场的看涨情绪和看跌情绪之间的相对强弱。通常情况下,看涨情绪较强时,投资者更倾向于购买看涨期权,PCR指标较低;而看跌情绪较强时,则更倾向于购买看跌期权,PCR指标较...
Call-Put Ratio Approaches an Extreme Lowmacrotides
put-call ratio A ratio that compares the trading volume in put options with the trading volume in call options. Technicians use the put-call ratio to forecast market turns. A high ratio with heavy trading in puts indicates strong bearish sentiment and the possibility of a market bottom. A re...
美股交易市场中比较流行的是Put-Call Ratio。Put/Call Ratio认沽-认购比率(亦或看跌看涨期权)是一个被投资者广泛用于衡量市场整体情绪的衡量标准。 “Put看跌”或看跌期权是以预定价格出售资产的权利。“Call看涨”或看涨期权是以预定价格购买资产的权利。
The put call ratio chart shows the ratio of open interest or volume on put options versus call options. The put call ratio can be an indicator of investor sentiment for a stock, index, or the entire stock market. When the put-call ratio is greater than one, the number of outstanding ...