股票股指期权：隐波快速拉升，可考虑熊市看跌价差低成本避险。-20240122-国泰期货-19页

金金融衍生品研究融衍生2024年1月22日品股票股指期权：隐波快速拉升，可考虑熊市看研究跌价差低成本避险。张雪慧投资咨询从业资格号：Z0015363zhangxuehui022447@gtjas.com国【观点及建议】泰君隐波快速拉升，可考虑熊市看跌价差低成本避险。安期【正文】货研表1：期权市场数据统计究所成交手量)(亿成(亿交手变)化合当成月期货当月基差次月标的市场统计收盘价涨跌合成期货次月基差上证50指数2230.61-12.9344.798.922203.2727.342198.4032.21沪深300指数3218.90-50.87148.7130.203179.2739.633171.5347.37中证1000指数5000.83-306.15144.2537.824824.53176.304745.07255.77上证50ETF-0.02128.73-9.110.0160.0192.261-0.06946.479.532.2450.0142.2420.029华泰柏瑞300ETF3.206-0.2360.553.1920.0773.1770.187南方500ETF4.870-0.0273.752.394.7930.0104.6830.0100.776-0.02430.84-0.150.7660.0090.7660.008华夏科创50ETF0.759-0.0577.328.170.7500.0280.7510.043易方达科创50ETF3.348-0.27219.700.023.3200.0593.3050.1374.946-0.0460.46-1.844.8870.0044.8090.008嘉实300ETF1.623-0.03913.020.291.6190.0181.6150.028嘉实500ETF2.2340.752.2162.206创业板ETF深证100ETF期权市场统计成交量变化持仓量变化VL-PCROI-PCRC最大持仓P最大持仓（近月）（近月）上证50股指期权586472111570713491980.65%41.90%23002175沪深300股指期权150441700811734588198128.99%44.49%33003300中证1000股指期权1929351207061686261808798.37%44.58%60005000上证50ETF期权28865144330422421322-5152289.98%55.67%2.32.25220847413520419082391484997.98%59.6...