那位看看这对不对:
2010-7-26 23:05 |
Index Hedge Position is In
Judging by the action in the iShares Russell 2000 Small Cap Fund (IWM) options Monday, not everyone expects volatility to ease in the future. Afternoon trades included a buyer of 20,000 January 65 - 60 put spreads on the fund for $1.76 each. Another investor bought 7,000 September 60 - 65 put spreads at $1.39. The most noteworthy trade of the day was a buyer of 53,000 September (Quarterly) 65 puts at $2.95. They also sold 93,000 September (Quarterly) 60 at $1.55. With IWM up $1.48 to $66.46, this massive ratio is a bearish bet or a hedge, as it makes its best profits if the fund falls to $60 (or 9.7 percent) by the end of the third quarter. |