金融期权：持续下跌，偏度转向负偏，可考虑买入看跌期权保护。-20240105-国泰期货-16页

二金融衍生品研究〇2024年1月5日二三年度金融期权：持续下跌，偏度转向负偏，可考虑买入看跌期权保护。国张雪慧投资咨询从业资格号：Z0015363Zhangxuehui022447@gtjas.com泰君报告导读：安期持续下跌，偏度转向负偏，可考虑买入看跌期权保护。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2.631.684.316.853.1510.008127.335757.0413884.388.7510.375.5915.9634467.0028622.5463089.54中证1000股指期权5.283.489.8914.446.7921.2227138.5219556.0146694.53142.75116.8083.31200.1126975.9524792.1251768.07沪深300股指期权6.313.58115.4389.2161.85151.0629691.6830678.9860370.6646.9836.1632.6468.8016084.7517902.2033986.95上证50ETF期权78.6664.0933.9362.8530.8093.664446.913686.118133.0215.1227.6915.3643.051635.951555.363191.31华泰柏瑞300ETF期权61.8553.5815.9214.5910.5125.104253.503897.978151.4712.5611.0410.0121.055160.644972.2010132.84南方500ETF期权23.8923.0983.1766.2740.89107.1615196.9415945.1731142.1112.7010.597.1017.693060.192440.425500.61华夏科创50ETF期权21.4712.46501.51466.83308.01774.85176239.35159806.13336045.49易方达科创50ETF期权9.385.74嘉实300ETF期权8.617.31嘉实500ETF期权创业板ETF期权6.426.1446.8836.29深证100ETF期权6.885.82总计278.26223.25资料来源：Wind、国泰君安期...