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>> 南华期货-期权日报-231026
上传日期:   2023/10/26 大小:   3600KB
格式:   pdf  共19页 来源:   南华期货
评级:   -- 作者:   周小舒
下载权限:   无限制-登录即可下载
金融期权每日数据
  评:上一个交易日,金融期权隐含波动率回落,期权定价偏低。近月期权波动率大幅下降,近月期权波动率低于远月期权,期权市场参与者预期未来市场走势平稳。南华5OETF期权波动率指数是20.69,南华沪深300期权波动率指数是21.62,南华中证100期权波动率指数是21.43,南华期权波动率指数回落,股指震荡反弹,建议卖出看涨期权。
  商品期权每日数据
  评:从期权标的走势来看,上一交易日盘商品价格整体走势偏强,其中,有色、黑色价格继续上涨;贵金属价格延续弱势。从期权隐含波动率的角度来看,上个交易日日盘商品期权隐含波动率互有涨跌,其中,金属期权波动率小幅下降。原油、豆二期权隐含波动率低于历史波动率;白银、乙二醇期权隐含波动率明显偏高。
  
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