金融期权：节后股指期权到期，注意末日波动风险。-20240218-国泰期货-16页

二金融衍生品研究〇2024年2月18日二三年度金融期权：节后股指期权到期，注意末日波动风险。国张雪慧投资咨询从业资格号：Z0015363Zhangxuehui022447@gtjas.com泰君报告导读：安期节后股指期权到期，注意末日波动风险。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）CALL成PUT成交总成交CALL持PUT持仓总持仓CALL成交额PUT成交额总成交额(万量(万量(万(万元)(万元)元)期权名称交量(万量(万手)仓量(万量(万手)15618.8410284.5825903.42手)手)手)手)8.14184107.40205046.58389153.9844721.2439158.1283879.36上证50股指期权4.593.397.985.342.8046624.0639150.8985774.9455215.8056394.11111609.91中证1000股指期权19.8113.1632.9815.867.8823.74128095.58114730.13242825.7113533.5710057.4423591.01沪深300股指期权9.247.3116.5512.166.1818.345183.674005.699189.3611438.7210147.8221586.54上证50ETF期权95.3586.90182.25113.4582.60196.0537106.0936137.9673244.0539732.5335210.7274943.25华泰柏瑞300ETF期权89.9281.06170.9896.1068.95165.054545.084218.068763.14585922.57564542.101150464.66南方500ETF期权109.0083.68192.6857.5748.10105.67华夏科创50ETF期权52.5632.5785.1387.1041.08128.19易方达科创50ETF期权21.6414.9336.5740.3620.4060.76嘉实300ETF期权17.1715.2232.3919.7013.2832.97嘉实500ETF期权30.9021.2752.1717.4214.7932.21158.7280.2049.36129.56创业板ETF期权85.7872.9316.8810.867.4818.34985.27556.12362.90919.03深证100ETF期权8.997.89总计544.95440.31资料来源：Wind、国...