股票股指期权：下行升波，偏度上体现市场看跌情绪上升。-20240129-国泰期货-15页

金金融衍生品研究融衍生2024年1月29日品股票股指期权：下行升波，偏度上体现市场看研究跌情绪上升。张雪慧投资咨询从业资格号：Z0015363zhangxuehui022447@gtjas.com国【观点及建议】泰君下行升波，偏度上体现市场看跌情绪上升。安期【正文】货研表1：期权市场数据统计究所标的市场统计收盘价涨跌成交手量)(亿成(亿交手变)化合当成月期货当月基差次月次月基差合成期货上证50指数2304.44-9.9459.551.232305.27-0.832314.53-10.10沪深300指数3303.96-29.86184.163.503296.137.833295.138.83中证1000指数5131.25-138.52150.00-5.415068.0763.185024.33106.91上证50ETF2.342-0.00811.63-12.682.343-0.0012.347-0.005华泰柏瑞300ETF3.299-0.03010.11-11.723.2930.0063.2960.003南方500ETF5.013-0.0961.97-0.954.9660.0474.9360.077华夏科创50ETF0.764-0.02136.302.110.7620.0020.7610.003易方达科创50ETF0.742-0.0228.49-0.770.743-0.0010.743-0.001嘉实300ETF3.425-0.0333.01-4.353.4230.0023.4250.000嘉实500ETF5.115-0.1010.66-0.275.0750.0405.0560.059创业板ETF1.580-0.05716.872.901.581-0.0011.583-0.003深证100ETF2.230-0.0430.51-0.202.231-0.0012.232-0.002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66848278283225408869.97%55.44%23002250沪深300股指期权102579223182888384882.51%51.12%34003300中证1000股指期权1645493042819803910114120.82%52.12%55005000上证50ETF期权1559196-11423418437253953999.35%86.78%2.352.251213249-128527155926629254106.24%77.55%3....