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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 |倒序瀏覽 |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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沙發
 樓主| 發表於 2024-2-8 17:23:37 | 只看該作者
本帖最後由 sec2100 於 2024-2-12 09:22 編輯

About PAYC
Paycom is a fast-growing provider of payroll and human capital management, or HCM, software primarily targeting clients with 50-10,000 employees in the United States. Paycom was established in 1998 and services about 19,000 clients as of 2022, based on parent company grouping. Alongside its core payroll software, Paycom offers various HCM add-on modules, including time and attendance, talent management, and benefits administration.
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板凳
 樓主| 發表於 2024-2-8 17:24:21 | 只看該作者
本帖最後由 sec2100 於 2024-2-20 13:39 編輯

About TOST

Toast is a U.S.-based restaurant technology company that provides point-of-sale, payment processing, and various software services to 99,000 restaurant locations across the United States at the end of September 2023. The firm generates sales from software subscription fees, as a percentage take rate from each financial transaction it processes, from loan origination and servicing fees from its Toast Capital arm, and from hardware installation and professional services. Unlike competitors, Toast intermediates every payment transaction on its platform, processing some $92 billion in gross platform volume in 2022. The firm's product offerings span point-of-sale systems, inventory and payroll management, delivery integration, e-commerce ordering, reservation management, and loyalty programs.        
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地板
 樓主| 發表於 2024-2-8 17:24:48 | 只看該作者
本帖最後由 sec2100 於 2024-3-15 06:44 編輯

About APP

AppLovin Corp is a mobile app technology company. It focuses on growing the mobile app ecosystem by enabling the success of mobile app developers. The company's software solutions provide advanced tools for mobile app developers to grow their businesses by automating and optimizing the marketing and monetization of their application.
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5#
 樓主| 發表於 2024-2-8 17:28:30 | 只看該作者
About CELH
Celsius Holdings plays in the energy drink subsegment of the global nonalcoholic beverage market, with 94% of revenue concentrated in North America. Celsius' products contain natural ingredients and a metabolism-enhancing formulation, appealing to fitness and active lifestyle enthusiasts. The firm's portfolio includes its namesake Celsius Originals beverages (including those that are naturally caffeinated with stevia) and Celsius On-the-Go powder packets. Celsius focuses its time on branding and innovation, while it utilizes third parties for the manufacturing, packaging, and distribution of its products. In 2022, Celsius forged a 20-year distribution agreement with PepsiCo, which holds an 8.5% stake in the business.
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6#
 樓主| 發表於 2024-2-8 17:30:14 | 只看該作者
本帖最後由 sec2100 於 2024-2-20 13:40 編輯

About IOT
Samsara Inc provides an end-to-end solution for operations: The solution connects physical operations data to the Connected Operations Cloud, which consists of the Data Platform and Application. Geographically, it derives a majority of its revenue from the United States.
官網不錯


https://www.samsara.com/

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7#
 樓主| 發表於 2024-2-8 17:31:48 | 只看該作者
本帖最後由 sec2100 於 2024-3-15 06:44 編輯

About NET
Cloudflare is a software company based in San Francisco, California, that offers security and web performance offerings by utilizing a distributed, serverless content delivery network, or CDN. The firm's edge computing platform, Workers, leverages this network by providing clients the ability to deploy, and execute code without maintaining servers.
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8#
 樓主| 發表於 2024-2-8 17:33:56 | 只看該作者
本帖最後由 sec2100 於 2024-2-18 11:51 編輯

About VRT
Vertiv Holdings Co brings together hardware, software, analytics and ongoing services to ensure its customers' vital applications run continuously, perform optimally and grow with their business needs. The company solves the important challenges faced by data centers, communication networks and commercial and industrial facilities with a portfolio of power, cooling and IT infrastructure solutions and services that extends from the cloud to the edge of the network. Its services include critical power, thermal management, racks and enclosures, monitoring and management, and other services. Its three business segments include the Americas, Asia Pacific; and Europe, Middle East & Africa.

https://marketchameleon.com/Overview/VRT/About/

taiwan site

https://www.vertiv.com/zh-TW/

熱管理、電源管理
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9#
 樓主| 發表於 2024-2-8 19:48:17 | 只看該作者
本帖最後由 sec2100 於 2024-2-24 10:12 編輯

About SQ
Founded in 2009, Block provides payment services to merchants, along with related services. The company also launched Cash App, a person-to-person payment network. In 2022, Square's payment volume was a little over $200 million.

https://www.marketwatch.com/investing/stock/sq
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10#
 樓主| 發表於 2024-2-8 19:49:35 | 只看該作者
本帖最後由 sec2100 於 2024-2-18 11:52 編輯

About DDOG
Datadog is a cloud-native company that focuses on analyzing machine data. The firm's product portfolio, delivered as software-as-a-service, allows a client to monitor and analyze its entire IT infrastructure. Datadog's platform can ingest and analyze large amounts of machine-generated data in real time, allowing clients to utilize it for a variety of different applications throughout their businesses.
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