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美股100億以上的公司隱含波動率及各項排名清單

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發表於 2024-2-8 17:23:13 | 只看該作者 回帖獎勵 |正序瀏覽 |閱讀模式

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本帖最後由 sec2100 於 2024-3-15 06:43 編輯

https://marketchameleon.com/volReports/VolatilityRankings  
(找市值10bn以上,每日選擇權成交量至少有1萬口較佳,可做隱含波動率、未平倉、成交量、市值各種排名)
(換言之,也可以找10bn以上,iv rank最高的排名或OI的rank,這樣找會比只看iv本身絕對值排名好)
(先找排除掉ETF的市值10bn以上,並且用選擇權成交量做排序,只cover 1萬口以上的,簡單粗暴,做出的名單為2月18日的成果)
(也可以找歷史波動率較高絕對值來排序)
(先找iv rank 大於70,再以成交量進行排序或以oi rank進行排序,就會找到不錯的標的)
(也可以找iv 漲幅最大%的名單,其他不要設定,然候在看各別公司的隱含波動率絕對值以及交易量等資訊)

(OP量在10K以下的可以不用強記,不要勉強自己,其實能TRADE的就那50檔不到)
(也可以找iv rank 大於70 & iv up 兩者的交集去選)(也可找common中選擇權成交值最大的排名,也會選到成交量相對大的公司)



About TTD

The Trade Desk provides a self-service platform that helps advertisers and ad agencies programmatically find and purchase digital ad inventory (display, video, audio, native, and social) on different devices like computers, smartphones, digital out of home, and connected TVs. It utilizes data to optimize the performance of ad impressions purchased. The firm's platform is referred to as a demand-side platform in the digital ad industry. The firm generates its revenue from fees based on a percentage of what its clients spend on advertising. The Trade Desk became a public company in 2016 and has since increased revenue at a 43% average annual rate. During that period, it has been profitable with operating margins of 10%-28%.











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 樓主| 發表於 2024-9-28 20:37:43 | 只看該作者
About BEKE
KE Holdings, or Beike, is a large residential real estate sales and rental brokerage company in China. Founded in 2001, the company operates through self-owned Lianjia stores in Beijing and Shanghai and connected third-party agencies including franchise brand Deyou in other cities, with commissions charged on existing-home and new-home transactions. Leveraging an online-offline hybrid model, Beike also attract clients through its namesake online marketplace. The company tapped into home renovation services by acquiring Shengdu Home Decoration in 2022. As of the end of 2023, Beike's cofounders collectively control the company, while Tencent and its affiliates share 8% of voting power.
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 樓主| 發表於 2024-9-28 20:36:09 | 只看該作者
About DXCM
Dexcom designs and commercializes continuous glucose monitoring systems for diabetic patients. CGM systems serve as an alternative to the traditional blood glucose meter process, and the company is evolving its CGM systems to provide integration with insulin pumps from Insulet and Tandem for automatic insulin delivery.
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 樓主| 發表於 2024-6-20 05:41:41 | 只看該作者
About GEV  20240620
GE Vernova is a global leader in the electric power industry, with products and services that generate, transfer, convert, and store electricity. The company has three business segments: power, wind, and electrification. Power includes gas, nuclear, hydroelectric, and steam technologies, providing dispatchable power. The wind segment includes wind generation technologies, inclusive of onshore and offshore wind turbines and blades. Electrification includes grid solutions, power conversion, electrification software, and solar and storage solutions technologies required for the transmission, distribution, conversion, and storage of electricity from the point of generation to point of consumption.       
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 樓主| 發表於 2024-6-6 23:26:28 | 只看該作者
About VST
Vistra Energy is one of the largest power producers and retail energy providers in the US Following the 2024 Energy Harbor acquisition, Vistra owns 41 gigawatts of nuclear, coal, natural gas, and solar power generation along with one of the largest utility-scale battery projects in the world. Its retail electricity business serves 5 million customers in 20 states, including almost a third of all Texas electricity consumers. Vistra emerged from the Energy Future Holdings bankruptcy as a stand-alone entity in 2016. It acquired Dynegy in 2018.
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 樓主| 發表於 2024-5-27 07:16:35 | 只看該作者
About FUTU

Futu Holdings Ltd is an online broker providing one-stop online investing services. The company provides its services through its digital platform Futu NiuNiu, which includes market data, trading service, and news feed of Hong Kong, Mainland China, Singapore, and United States equity markets. It generates its revenue in the form of brokerage commission and handling charge services.
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 樓主| 發表於 2024-5-12 20:35:58 | 只看該作者
About DT

Dynatrace is a cloud-native company that focuses on analyzing machine data. Its product portfolio, delivered as software as a service, allows a client to monitor and analyze its entire IT infrastructure. Dynatrace's platform can ingest and analyze large amounts of machine-generated data in real time, allowing clients to use it for a variety of applications throughout their businesses.
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 樓主| 發表於 2024-4-12 20:58:59 | 只看該作者
Lamb Weston is North America's largest and the world's second-largest producer of branded and private-label frozen potato products, both by volume and value. The company's portfolio is anchored by French fries, but it also sells sweet potato fries, tater tots, diced potatoes, mashed potatoes, hash browns, and chips. Nearly 70% of revenue comes from its home market of North America, with none of the other 100 countries the company sells into representing a significant share. McDonald's is Lamb Weston's single largest customer at 13% of fiscal 2023 sales, with no other company representing more than 10%. Lamb Weston became an independent company in 2016 when it was spun off from Conagra.
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 樓主| 發表於 2024-4-10 18:27:40 | 只看該作者
About HUM
Humana is one of the largest private health insurers in the U.S. with a focus on administering Medicare Advantage plans. The firm has built a niche specializing in government-sponsored programs, with nearly all its medical membership stemming from individual and group Medicare Advantage, Medicaid, and the military's Tricare program. The firm is also a leader in stand-alone prescription drug plans for seniors enrolled in traditional fee-for-service Medicare. Beyond medical insurance, the company provides other healthcare services, including primary-care services, at-home services, and pharmacy benefit management.
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 樓主| 發表於 2024-3-28 07:25:37 | 只看該作者
About ALAB
Astera Labs Inc is a company that offers an Intelligent Connectivity Platform, comprised of Semiconductor-based, high-speed mixed-signal connectivity products that integrate a matrix of microcontrollers and sensors. COSMOS, their software suite which is embedded in its connectivity products and integrated into their customers' systems. The Company delivers critical connectivity performance, enables flexibility and customization, and supports observability and predictive analytics. This approach addresses the data, network, and memory bottlenecks, scalability, and other infrastructure requirements of hyperscalers and system original equipment manufacturers.
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