股票股指期权：部分品种隐波上升至历史高点，节前谨慎追空隐波。-20240205-国泰期货-15页

金金融衍生品研究融衍生2024年2月5日品股票股指期权：部分品种隐波上升至历史高研究点，节前谨慎追空隐波。张雪慧投资咨询从业资格号：Z0015363zhangxuehui022447@gtjas.com国【观点及建议】泰君部分品种隐波上升至历史高点，节前谨慎追空隐波。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2255.2826.2759.318.682243.7311.552231.7323.55沪深300指数3200.4220.79203.0429.283171.6728.763141.4059.02中证1000指数4293.07-281.60211.2734.394172.73120.344058.87234.20上证50ETF2.2890.02116.36-4.732.2830.0062.2700.019华泰柏瑞300ETF3.2080.02026.601.213.1750.0333.1460.062南方500ETF4.535-0.10235.1331.294.4590.0764.3860.149华夏科创50ETF0.7090.00263.2210.580.7080.0010.7060.003易方达科创50ETF0.6930.00442.5427.670.6930.0000.6900.003嘉实300ETF3.3500.03419.248.133.3020.0483.2780.072嘉实500ETF4.659-0.0811.020.124.5650.0944.4920.167创业板ETF1.5270.01962.8537.311.5180.0091.5230.004深证100ETF2.1630.0191.220.662.1610.0022.1610.002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97545153487427-122197.27%45.25%23002150沪深300股指期权21475232937197551-900138.92%44.97%33003300中证1000股指期权3114308794246851654168.36%40.69%50005000上证50ETF期权2012478-44024820336536039111.07%65.32%2.32.252087912-582117334085386112.87%64.11%3.33...