股票股指期权：上行降波，春节假期隐波仍有上行风险，节前谨慎追空隐波。-20240206-国泰期货-15页

金金融衍生品研究融衍生2024年2月6日品股票股指期权：上行降波，春节假期隐波仍有研究上行风险，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】泰君上行降波，春节假期隐波仍有上行风险，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2318.8463.5658.39-0.932309.139.712297.6021.24沪深300指数3311.69111.27202.71-0.333301.3310.363280.4031.29中证1000指数4592.44299.37210.19-1.094606.33-13.894566.5325.91上证50ETF2.3510.06223.867.502.3440.0072.3380.013华泰柏瑞300ETF3.3110.10320.09-6.513.2930.0183.2830.028南方500ETF4.9130.37810.28-24.854.8950.0184.8870.027华夏科创50ETF0.7570.04857.48-5.740.7560.0010.758-0.001易方达科创50ETF0.7390.04628.39-14.140.742-0.0030.741-0.002嘉实300ETF3.4400.0908.68-10.563.4240.0163.4120.028嘉实500ETF5.0320.3731.480.465.0140.0185.0120.020创业板ETF1.6230.09636.88-25.971.624-0.0011.628-0.005深证100ETF2.2600.0970.75-0.472.262-0.0022.2590.001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86606-1093981451-597667.57%50.44%23002250沪深300股指期权179985-34767184202-1334967.21%49.52%34003300中证1000股指期权34828136851240569-628266.90%46.57%50005000上证50ETF期权1884241-1282371966375-6727890.70%70.46%2.352.251801883-...