股票股指期权：上行降波，节前谨慎追空隐波。-20240207-国泰期货-15页

金金融衍生品研究融衍生2024年2月7日品股票股指期权：上行降波，节前谨慎追空隐研究波。张雪慧投资咨询从业资格号：Z0015363zhangxuehui022447@gtjas.com国【观点及建议】泰君上行降波，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2344.1525.3164.786.402343.930.222325.0019.15沪深300指数3343.6331.94216.6513.933336.607.033321.4722.16中证1000指数4797.85205.40216.216.034821.33-23.494795.472.38上证50ETF2.3800.02929.996.142.3710.0092.3660.014华泰柏瑞300ETF3.3400.02934.6614.573.3290.0113.3190.021南方500ETF5.2250.31213.242.965.2130.0125.2020.023华夏科创50ETF0.7770.02047.09-10.390.7770.0000.7760.001易方达科创50ETF0.7610.02220.74-7.650.7610.0000.7590.002嘉实300ETF3.4770.03727.2618.573.4590.0183.4500.027嘉实500ETF5.3300.2981.23-0.255.3240.0065.3260.004创业板ETF1.6600.03743.626.741.6540.0061.6540.006深证100ETF2.2800.0200.58-0.172.282-0.0022.2730.007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73894-1271279650-180164.99%56.13%23502250沪深300股指期权137028-42957177608-659453.99%53.45%34003200中证1000股指期权317329-30952232951-761872.35%53.13%50005000上证50ETF期权1880178-40631928211-3816483.19%76.54%2.42.31599987-2018961619690-3484684.35%75.28%3.33.2华泰柏瑞300ETF期权20585332628721...