金融期权：隐波高位回落，市场震荡走弱，可考虑滚动卖出看涨期权。-20240119-国泰期货-16页

二金融衍生品研究〇2024年1月19日二三年度金融期权：隐波高位回落，市场震荡走弱，可考虑滚动卖出看涨期权。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4.773.418.187.162.9310.099394.7711022.7820417.5519.3112.656.1118.7650486.2292714.46143200.68中证1000股指期权9.779.5518.6115.396.8722.2635387.3945910.1081297.49254.82156.2688.88245.1437524.3552242.2389766.58沪深300股指期权10.677.94214.54110.9169.42180.3242587.5366022.37108609.90112.2549.6043.6093.1927578.0761386.7988964.86上证50ETF期权134.21120.6070.7882.1234.50116.626771.4510466.5117237.9640.7338.5316.4054.933313.415190.338503.74华泰柏瑞300ETF期权106.18108.3629.6219.2412.1731.416476.158345.3114821.4627.6115.5813.3128.888267.8417602.5125870.35南方500ETF期权50.4061.84129.64103.1451.24154.3818264.3926363.4644627.8419.2014.969.4124.374145.894616.518762.40华夏科创50ETF期权40.0230.76945.29625.53354.82980.36250197.45401883.36652080.80易方达科创50ETF期权22.2818.45嘉实300ETF期权15.4014.21嘉实500ETF期权12.1615.45创业板ETF期权69.1660.48深证100ETF期权9.699.51总计484.7...