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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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245#
 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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244#
 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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243#
 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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242#
 樓主| 發表於 2024-3-28 07:23:49 | 只看該作者
About ALGN
Align Technology is the leading manufacturer of clear aligners. Invisalign, its main product, was approved by the FDA in 1998, and it has since dominated, controlling over 90% of the market. Invisalign can treat roughly 90% of all malocclusion cases (misaligned teeth), and there are over 230,000 Invisalign-trained dentists and orthodontists. In 2022, Invisalign treated over 2 million cases, or roughly 10% of all orthodontic cases for the year, and it has treated over 14 million patients since its launch. Align also sells intraoral scanners under the brand iTero, which captures digital impressions of patients' teeth and illustrates treatment plans. Over 85% of Invisalign cases are submitted by digital scans and iTero scans make up over half of these scans.

https://www.invisalign.com.tw/?u ... ds&gad_source=1
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241#
 樓主| 發表於 2024-3-15 06:41:21 | 只看該作者
About LEGN
Legend Biotech Corp is a clinical-stage biopharmaceutical company. It is engaged in the discovery and development of novel cell therapies for oncology 腫瘤 and other indications. The firm's lead product candidate, LCAR-B38M/JNJ-4528, is a chimeric antigen receptor, or CAR, T cell therapy is for the treatment of multiple myeloma. Geographically, the company generates a majority of its revenue from the United States of America.
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240#
 樓主| 發表於 2024-3-13 21:08:23 | 只看該作者
About ELF
e.l.f. Beauty Inc is a cosmetic company based in the United States. The company offers cosmetic accessories for women which include eyeliner, mascara, false eyelashes, lipstick, the foundation for the face, moisturizer, cleanser, and other tools through its stores and e-commerce channels. The products that the company sells are marketed under the e.l.f. Cosmetics, W3LL PEOPLE and Keys Soulcare brands. It carries out the sales within the US and internationally, out of which maximum revenue is generated from the US.
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239#
 樓主| 發表於 2024-3-13 21:06:00 | 只看該作者
About HTHT
H World Group Ltd is a multi-brand hotel group in China with international operations. It operates in the leased, manachised, and franchised models. The company has two operating segments; legacy Huazhu and legacy DH. Its brand and product offering includes Economy hotel brands: HanTing Hotel, Ni Hao Hotel, Hi Inn, Elan Hotel, Zleep Hotels, and Ibis Hotel, Midscale hotel brands: JI Hotel, Orange Hotel, Starway Hotel and Ibis Styles Hotel, Upper midscale hotel brands: Crystal Orange Hotel, IntercityHotel, Manxin Hotel, Mercure Hotel, Madison Hotel, Novotel Hotel, CitiGO Hotel and MAXX by Steigenberger, Upscale hotel brands: Joya Hotel, Blossom House, Steigenberger Hotels & Resorts, Jaz in the City, and Grand Mercure; and Luxury hotel brand: Steigenberger Icon and Song Hotels.
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238#
 樓主| 發表於 2024-3-10 21:05:26 | 只看該作者
About CLF  (鋼鐵公司)
Cleveland-Cliffs Inc is a flat-rolled steel producer and manufacturer of iron ore pellets in North America. It is organized into four operating segments based on differentiated products, Steelmaking, Tubular, Tooling and Stamping and European Operations, but operates through one reportable segment -Steelmaking. It is vertically integrated from mined raw materials, direct reduced iron, and ferrous scrap to primary steelmaking and downstream finishing, stamping, tooling and tubing. It serves a diverse range of other markets due to its comprehensive offering of flat-rolled steel products. Geographically, it operates in the United States, Canada and other countries. The majority of revenue is from the United States. It is a supplier of steel to the automotive industry in North America.
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237#
 樓主| 發表於 2024-3-10 21:03:02 | 只看該作者
About MOS
Formed in 2004 by the combination of IMC Global and Cargill's fertilizer business, Mosaic is one of the largest phosphate and potash producers in the world. The company's assets include phosphate rock mines in Florida, Brazil, and Peru and potash mines in Saskatchewan, New Mexico, and Brazil. Mosaic also runs a large fertilizer distribution operation in Brazil through its Mosiac Fertilizantes business, which the company acquired from Vale in 2018.
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