二金融衍生品研究〇2024年2月4日二三年度金融期权:临近春节,隐波高位波动,可考虑价差策略避险。国张雪慧投资咨询从业资格号:Z0015363Zhangxuehui022447@gtjas.com泰君报告导读:安期临近春节,隐波高位波动,可考虑价差策略避险。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4.203.557.745.802.828.6213044.1412911.0325955.16中证1000股指期权10.8911.3622.2614.966.9721.9476624.37169157.41245781.77沪深300股指期权6.917.0413.9512.966.0619.0128985.2241317.1470302.36上证50ETF期权89.2099.62188.82111.8080.05191.8538389.3547292.7685682.11华泰柏瑞300ETF期权73.3484.11157.4596.9667.44164.4038493.3259211.6997705.01南方500ETF期权53.9763.58117.5554.8540.7995.6436641.3495519.48132160.82华夏科创50ETF期权42.3742.3484.7186.9434.84121.788047.3414564.1522611.49易方达科创50ETF期权20.1023.2343.3437.3317.2454.573530.466953.4010483.86嘉实300ETF期权11.8514.9326.7817.7410.9828.726260.819358.8915619.71嘉实500ETF期权13.8519.0132.8615.0112.6327.649844.9829447.5639292.54创业板ETF期权64.4867.81132.3091.8043.88135.6921078.6839885.8160964.48深证100ETF期权6.446.8613.309.456.4215.872636.164081.316717.48总计397.60443.44841.04555.59330.13885.72283576.17529700.62813276.79资料来源:Wind...
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