交易员在停火协议达成前数小时大手笔买入标普500看涨期权,一日赚取2300万美元。
Trader Makes $23 Million In One Day With Massive S&P Call Purchase Hours Before Ceasefire

原始链接: https://www.zerohedge.com/markets/trader-makes-23-million-one-day-massive-sp-call-purchase-hours-ceasefire

据彭博社报道,一位交易员此前大胆押注股市将在未来几周内飙升,今日账面盈利约2300万美元。该交易员花费1200万美元的权利金,购买了6800张5月8日到期的6950标普500指数看涨期权(SPX),当时该指数为6556.21点。这笔交易于周二东部时间上午10:20左右执行,就在特朗普宣布为期两周的停火协议前几个小时,该协议推动股市飙升。衍生品情报联合主管克里斯·墨菲在周二的邮件中表示,这笔交易是“对即将达成的和平协议抱有希望的上涨追逐的例子”。在昨晚的停火协议达成后,股市上涨,目前该笔做多SPX 6950头寸的交易价格为50美元。彭博社定价数据表明,截至4月8日中午,该头寸价值3500万美元,标普500指数为6773点,扣除已支付的权利金后,净利润为2300万美元。

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原文

A trader who made a large bet on a stocks rocketing in the coming weeks is up about $23 million in paper profit today, according to Bloomberg.

The unknown trader spent $12 million premium on 6800 lots of 6950 S&P 500 Index Options (SPX) calls for May 8 expiry, when the index was at 6556.21; the trade was executed around 10:20 a.m. Eastern on Tuesday, just hours before Trump's announcement of a 2-week ceasefire which sent stocks soaring. 

The trade was an “example of upside chasing on hopes of an imminent peace deal”, said Chris Murphy, co-head of derivatives intelligence, in an email Tuesday. 

Following the ceasefire deal last night, stocks surged, with the long SPX 6950 position now trading at $50, Bloomberg pricing data indicates.

That makes the position worth $35 million as of noon on April 8, with the S&P 500 at 6773, or a $23 million profit net of the premium paid. 

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