股票股指期权：上行升波，可考虑买入看涨期权。-20240222-国泰期货-15页

金金融衍生品研究融衍生2024年2月22日品股票股指期权：上行升波，可考虑买入看涨期研究权。张雪慧投资咨询从业资格号：Z0015363zhangxuehui022447@gtjas.com国【观点及建议】泰君上行升波，可考虑买入看涨期权。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2433.0822.8537.56-12.452432.470.622435.40-2.32沪深300指数3486.6729.80141.02-47.863484.801.873484.532.14中证1000指数5151.5378.05153.06-40.225123.9327.605083.1368.40上证50ETF2.4660.0228.74-10.842.4650.0012.469-0.003华泰柏瑞300ETF3.4750.0269.45-6.563.4750.0003.479-0.004南方500ETF5.2570.0452.95-3.055.2470.0105.2360.021华夏科创50ETF0.7990.00826.46-7.660.7980.0010.7980.002易方达科创50ETF0.7800.0076.46-3.730.7790.0010.7780.002嘉实300ETF3.6140.0252.45-1.243.6100.0043.615-0.001嘉实500ETF5.3620.0340.74-0.315.364-0.0025.3590.003创业板ETF1.7100.0079.61-2.761.7050.0051.7010.009深证100ETF2.3730.0140.40-0.182.3640.0092.3630.010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43859-4232567663452944.49%60.34%24002300沪深300股指期权79123-95186149602328342.57%62.70%35003400中证1000股指期权137631-80026196502818583.90%60.57%60005000上证50ETF期权1627982-1668426209317410751273.57%108.78%2.52.41044134-131225515860001153983.37%95.66%3.53.3华泰柏瑞300ETF期权106103...