金融期权：市场交投冷却，隐波回落，可考虑虚值备兑策略。-20240126-国泰期货-16页

二金融衍生品研究〇2024年1月26日二三年度金融期权：市场交投冷却，隐波回落，可考虑虚值备兑策略。国张雪慧投资咨询从业资格号：Z0015363Zhangxuehui022447@gtjas.com泰君报告导读：安期隐波高位回落，市场震荡走弱，可考虑滚动卖出看涨期权。货（正文）研究所1.期权市场交易概况回顾表1：期权市场交易概况回顾（日均）期权名称CALL成交PUT成交总成交量CALL持仓PUT持仓总持仓量CALL成交额(万PUT成交额(万总成交额(万量(万手)量(万手)(万手)量(万手)量(万手)(万手)元)元)元)上证50股指期权4.022.856.875.112.487.5915438.5010483.1325921.6317.9012.005.9617.9680857.76132076.73212934.49中证1000股指期权9.358.5513.3612.095.7517.8533106.8940785.5873892.47241.35119.4180.95200.3647078.7845616.9392695.72沪深300股指期权6.796.57193.4997.9067.31165.2149300.7857462.95106763.73148.7949.9339.8289.7547135.7195084.62142220.33上证50ETF期权130.92110.4270.9777.5032.35109.857564.1312040.8419604.9732.6735.9815.5251.503073.744479.707553.44华泰柏瑞300ETF期权101.3692.1329.6217.8010.7928.598179.038161.8516340.8832.0615.0111.8826.8911294.6222894.3934189.01南方500ETF期权74.9973.80129.5581.5243.37124.8921836.7431697.0653533.8015.5310.886.6017.483481.264002.117483.38华夏科创50ETF期权39.1931.78932.15535.14322.78857.93328347.95464785.90793133.85易方达科创50ETF期权17.6615.01嘉实300ETF期权16.3113.31嘉实500ETF期权14.7817.27创业板ETF期权65.5064.05深证100ETF期权8.227.30总计489.09443.06资...