金融期权：市场看涨情绪减弱，可考虑多头备兑策略。-20240301-国泰期货-16页

二金融衍生品研究〇2024年3月1日二三年度金融期权：市场看涨情绪减弱，可考虑多头备兑策略。国张雪慧投资咨询从业资格号：Z0015363Zhangxuehui022447@gtjas.com泰君报告导读：安期市场看涨情绪减弱，可考虑多头备兑策略。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2.631.494.114.982.887.869396.764971.9414368.7019.5512.638.6221.25120467.2080206.17200673.37中证1000股指期权10.499.069.809.826.3316.1435119.9818562.0753682.05159.6995.5286.37181.8835853.2427480.4863333.72沪深300股指期权6.103.70123.3377.3468.32145.6540020.4728174.2668194.74122.8651.2451.72102.9664588.6044239.35108827.95上证50ETF期权87.1572.5481.4875.1749.26124.4314201.917416.3021618.2133.0835.1522.5657.715215.872504.177720.04华泰柏瑞300ETF期权66.3956.9420.5715.8013.5929.407390.854092.0111482.8733.9617.0915.5732.6619949.6913806.6133756.30南方500ETF期权66.2856.58117.1959.6550.77110.4227913.5619405.6447319.2011.538.127.1915.313926.141845.795771.92华夏科创50ETF期权52.0129.47737.15462.50383.17845.67384044.27252704.79636749.05易方达科创50ETF期权21.6411.44嘉实300ETF期权11.638.93嘉实500ETF期权创业板ETF期权18.1115.8565.4151.78深证100ETF期权6.824.71总计414.66322.49资料来源：Wind、国泰君安期货研究...