核心观点
　　今日各股指均窄幅震荡,全天小幅上涨。沪深两市成交额8424亿元,两市超2800只个股上涨,北向资金全天净买入12.27亿元。近期政策利好频出,市场情绪止跌企稳,不过股市量能并未放量，说明属于情绪修复的技术性反弹的可能性较大。目前流入股市的增量资金较少制约股指反弹空间。国内股票基金赚钱效应差，新发股票基金份额处于历年低位；海外美联储紧缩货币政策导致美元强势，压制人民币资产偏好,北向资金连续净卖出，8月以来累计净卖出超1700亿元。而宏观经济基本面需求端仍不足，抑制股票业绩修复预期。国内方面，房地产行业周期下行，内需恢复动能有所不足；海外方面，逆全球化背景以及海外高利率环境下外需持续下行。总体来看，预计短期内股指以震荡筑底为主。
　　由于预计短期内股指低位震荡，近期平值期权的隐含波动率快速回升,可以卖出认沽期权策略赚取时间价值以及“低吸筹码”。
　　（仅供参考，不构成任何投资建议）
　　

研究报告全文：投资咨询业务资格证监许可20111778号金融期权日报专业研究创造价值2023年10月26日金融期权情绪有所修复继续持有卖沽核心观点今日各股指均窄幅震荡全天小幅上涨沪深两市成交额8424亿元两市超2800只个股上涨北向资金全天净买入1227亿元近期政策利好频出市场情绪止跌企稳不过股市量能并未放量说明属于情绪修复的技术性反弹的可能性较大目前流入股市的增量资金较少制约股指反弹空间国内姓名龙奥明股票基金赚钱效应差新发股票基金份额处于历年低位海外美联储紧缩货币政策导致美元强势压制人民币资产偏好北向资金连续净卖出8月以宝城期货投资咨询部来累计净卖出超1700亿元而宏观经济基本面需求端仍不足抑制股票业绩修复预期国内方面房地产行业周期下行内需恢复动能有所不足海从业资格证号F3035632外方面逆全球化背景以及海外高利率环境下外需持续下行总体来看预投资咨询证号Z0014648计短期内股指以震荡筑底为主由于预计短期内股指低位震荡近期平值期权的隐含波动率快速回升可电话0571-87006873以卖出认沽期权策略赚取时间价值以及低吸筹码邮箱longaomingbcqhgscom仅供参考不构成任何投资建议作者声明本人具有中国期货业协会授予的期货从业资格证书期货投资咨询资格证书本人承诺以勤勉的职业态度独立客观地出具本报告本报告清晰准确地反映了本人的研究观点本人不会因本报告中的具体推荐意见或观点而直接或间接接收到任何形式的报酬专业研究创造价值请务必阅读文末免责条款部分113请务必阅读文末免责条款金融期权日报1期权指标2023年10月26日50ETF涨037收于2470300ETF上交所涨036收于3582300ETF深交所涨025收于3648沪深300指数涨028收于351414中证1000指数涨057收于581169500ETF上交所涨044收于5491500ETF深交所涨038收于5605创业板ETF涨077收于1829深证100ETF涨048收于2491上证50指数涨031收于239373上证50ETF期权成交量PCR为7960上一交易日成交量PCR为7645持仓量PCR为6727上一交易日持仓量PCR为6779上交所3000ETF期权成交量PCR为9189上一交易日成交量PCR为8285持仓量PCR为7317上一交易日持仓量PCR为7160深交所300ETF期权成交量PCR为8852上一交易日成交量PCR为8889持仓量PCR为6317上一交易日持仓量PCR为6494沪深300指数期权成交量PCR为6620上一交易日成交量PCR为5527持仓量PCR为4630上一交易日持仓量PCR为4860中证1000指数期权成交量PCR为9257上一交易日成交量PCR为7733持仓量PCR为5754上一交易日持仓量PCR为5987上交所中证500ETF期权成交量PCR为10368上一交易日成交量PCR为10428持仓量PCR为7705上一交易日持仓量PCR为7581深交所中证500ETF期权成交量PCR为10170上一交易日成交量PCR为9404持仓量PCR为9141上一交易日持仓量PCR为9616创业板ETF期权成交量PCR为8146上一交易日成交量PCR为8361持仓量PCR为5746上一交易日持仓量PCR为5916深证100ETF期权成交量PCR为10318上一交易日成交量PCR为8257持仓量PCR为6673上一交易日持仓量PCR为6988上证50股指期权成交量PCR为6978上一交易日成交量PCR为6354持仓量PCR为4535上一交易日持仓量PCR为4755上证50ETF期权2023年11月平值期权隐含波动率为1598标的30交易日历史波动率为1341上交所300ETF期权2023年11月平值期权隐含波动率为1553标的30交易日历史波动率为1236深交所300ETF期权2023年11月平值期权隐含波动率为1609标的30交易日历史波动率为1239沪深300指数期权2023年11月平值期权隐含波动率为1640标的30交易日历史波动率为1248中证1000指数期权2023年11月平值期权隐含波动率为1639标的30交易日历史波动率为1603上交所中证500ETF期权2023年11月平值期权隐含波动率为1632标的30交易日历史波动率为1349深交所中证500ETF期权2023年11月平值期权隐含波动率为1540标的30交易日历史波动率为1347创业板ETF期权2023年11月平值期权隐含波动率为2080标的30交易日历史波动率为1554深证100ETF期权2023年11月平值期权隐含波动率为1746标的30交易日历史波动率为1380上证50股指期权2023年11月平值期权隐含波动率为1613标的30交易日历史波动率为1347专业研究创造价值213请务必阅读文末免责条款金融期权日报2相关图表上证50ETF期权图1上证50ETF走势图2上证50ETF期权波动率50ETF期权50ETF期权34200055003218005000160045003140040002812003500100026800300024600250040020002220015002010002022-01-042022-02-072022-03-042022-04-292022-05-312022-06-282022-08-192022-09-162022-10-202022-12-132023-01-102023-02-132023-04-072023-05-092023-06-052023-07-042023-07-312023-08-252023-09-212023-10-262022-03-312022-07-252022-11-162023-03-102022-01-042022-03-022022-03-282022-05-242022-06-202022-08-092022-09-022022-09-292022-11-012022-11-252022-12-212023-01-172023-02-172023-03-152023-04-112023-06-052023-07-032023-08-222023-09-152022-01-282022-04-252022-07-142023-05-102023-07-272023-10-19标的成交量万手标的收盘价左轴标的30日历史波动率平值期权隐含波动率数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所图3上证50ETF期权成交量PCR图4上证50ETF持仓量PCR50ETF期权50ETF期权700000014000400000016000600000012000350000014000500000010000300000012000400000080002500000100002000000800030000006000150000060002000000400010000004000100000020005000002000000000002022-01-042022-02-092022-03-102022-04-122022-06-152022-07-142022-08-122022-09-132022-10-192022-11-172023-01-172023-02-222023-03-232023-04-242023-06-282023-07-272023-08-252023-09-252022-05-162022-12-162023-05-262022-01-042022-02-092022-04-122022-05-162022-06-152022-07-142022-09-132022-10-192022-11-172022-12-162023-02-222023-03-232023-05-262023-06-282023-07-272023-08-252022-03-102022-08-122023-01-172023-04-242023-09-25日认购成交量日认沽成交量日成交量PCR日认购持仓量日认沽持仓量日持仓量PCR数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所图5上证50ETF期权隐含波动率曲线图6上证50ETF期权各期限平值隐含波动率50ETF期权50ETF期权220019002100180020001900170018001700160016001500150014001400130012001300-816-612-408-204000204408612816202311202312202403202406当日IV昨日IV当日平值IV昨日平值IV数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所专业研究创造价值313请务必阅读文末免责条款金融期权日报上交所300ETF期权图7上交所300ETF走势图8上交所300ETF期权波动率300ETF期权上交所300ETF期权上交所5130005000492500450047400045200035004315003000411000250039200037500150035010002022-02-072022-03-042022-03-312022-05-312022-06-282022-07-252022-09-162022-10-202022-11-162023-01-102023-02-132023-03-102023-05-092023-06-052023-07-042023-08-252023-09-212023-10-262022-01-042022-03-022022-03-282022-04-252022-05-242022-07-142022-08-092022-09-292022-11-012022-12-212023-01-172023-02-172023-03-152023-04-112023-05-102023-06-052023-07-272023-08-222023-10-192022-01-042022-04-292022-08-192022-12-132023-04-072023-07-312022-01-282022-06-202022-09-022022-11-252023-07-032023-09-15标的成交量万手标的收盘价左轴标的30日历史波动率平值期权隐含波动率数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所图9上交所300ETF期权成交量PCR图10上交所300ETF持仓量PCR300ETF期权上交所300ETF期权上交所50000001400030000001600040000001200025000001400010000120002000000300000080001000015000008000200000060006000400010000001000000400020005000002000000000002022-01-042022-02-092022-03-102022-04-122022-05-162022-07-142022-08-122022-09-132022-10-192022-12-162023-01-172023-02-222023-03-232023-05-262023-06-282023-07-272023-08-252022-06-152022-11-172023-04-242023-09-252022-01-042022-02-092022-03-102022-05-162022-06-152022-08-122022-09-132022-10-192022-11-172023-01-172023-02-222023-03-232023-04-242023-06-282023-07-272023-09-252022-04-122022-07-142022-12-162023-05-262023-08-25日认购持仓量日认沽持仓量日持仓量PCR日认购成交量日认沽成交量日成交量PCR数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所图11上交所300ETF期权隐含波动率曲线图12上交所300ETF期权各期限平值隐含波动率300ETF期权上交所300ETF期权上交所2600180017502400170022001650200016001550180015001600145014001400135012001300-1111-833-556-2780002785568331111202311202312202403202406当日IV昨日IV当日平值IV昨日平值IV数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所专业研究创造价值413请务必阅读文末免责条款金融期权日报深交所300ETF期权图13深交所300ETF走势图14深交所300ETF期权波动率300ETF期权深交所300ETF期权深交所51009005000490080045007004700400045006005003500430040030004100300250039002002000370010015003500010002022-01-042022-03-022022-03-282022-04-252022-05-242022-07-142022-08-092022-09-292022-11-012022-12-212023-01-172023-02-172023-03-152023-04-112023-05-102023-06-052023-07-272023-08-222023-10-192022-01-282022-06-202022-09-022022-11-252023-07-032023-09-152022-01-042022-02-082022-03-082022-04-072022-06-082022-08-032022-09-292022-12-012023-02-032023-03-312023-06-012023-07-312023-09-252022-05-102022-07-062022-08-312022-11-032022-12-292023-03-032023-05-042023-07-032023-08-28标的30日历史波动率平值期权隐含波动率标的成交量万手标的收盘价左轴数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所图15深交所300ETF期权成交量PCR图16深交所300ETF持仓量PCR300ETF期权深交所300ETF期权深交所8000002000050000016000700000140006000001500040000012000500000300000100004000001000080003000002000006000200000500010000040001000002000000000002022-01-042022-02-082022-03-082022-04-072022-05-102022-07-062022-08-032022-09-292022-11-032022-12-012022-12-292023-02-032023-03-032023-05-042023-06-012023-07-312023-08-282023-09-252022-06-082022-08-312023-03-312023-07-032022-01-042022-03-082022-04-072022-06-082022-07-062022-08-312022-09-292022-12-012022-12-292023-02-032023-03-032023-03-312023-05-042023-06-012023-07-032023-07-312023-09-252022-02-082022-05-102022-08-032022-11-032023-08-28日认购成交量日认沽成交量日成交量PCR日认购持仓量日认沽持仓量日持仓量PCR数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所图17深交所300ETF期权隐含波动率曲线图18深交所300ETF期权各期限平值隐含波动率300ETF期权深交所300ETF期权深交所2400200018002200160014002000120018001000800160060014004002001200000-1111-833-556-2780002785568331111202311202312202403202406当日IV昨日IV当日平值IV昨日平值IV数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所专业研究创造价值513请务必阅读文末免责条款金融期权日报沪深300股指期权图19沪深300股指走势图20沪深300股指期权波动率沪深300股指期权沪深300股指期权51000030040004900002504700003500450000200300043000015025004100001002000390000370000050150035000000010002022-01-042022-03-022022-03-282022-04-252022-05-242022-07-142022-08-092022-09-292022-11-012022-12-212023-01-172023-02-172023-03-152023-04-112023-05-102023-06-052023-07-272023-08-222023-10-192022-01-282022-06-202022-09-022022-11-252023-07-032023-09-152022-01-042022-02-082022-03-082022-04-072022-06-082022-07-062022-08-032022-08-312022-11-032022-12-012023-02-032023-03-032023-03-312023-05-042023-07-032023-07-312023-08-282023-09-252022-05-102022-09-292022-12-292023-06-01标的30日历史波动率平值期权隐含波动率标的成交量亿手标的收盘价左轴数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所图21沪深300股指期权成交量PCR图22沪深300股指持仓量PCR沪深300股指期权沪深300股指期权4000001200030000014000350000100002500001200030000080002000001000025000080002000006000150000600015000040001000001000004000500002000500002000000000002022-01-042022-02-082022-03-082022-04-072022-05-102022-07-062022-08-032022-09-292022-11-032022-12-012022-12-292023-02-032023-03-032023-05-042023-06-012023-07-312023-08-282023-09-252022-06-082022-08-312023-03-312023-07-032022-01-042022-03-082022-04-072022-06-082022-07-062022-08-312022-09-292022-12-012022-12-292023-02-032023-03-032023-03-312023-05-042023-06-012023-07-032023-07-312023-09-252022-02-082022-05-102022-08-032022-11-032023-08-28日认购成交量日认沽成交量日成交量PCR日认购持仓量日认沽持仓量日持仓量PCR数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所图23沪深300股指期权隐含波动率曲线图24沪深300股指期权各期限平值隐含波动率沪深300股指期权沪深300股指期权21001900200018001900170018001600170015001600140015001300-571-429-286-143000143286429571202311202312202401202403202406202409当日IV昨日IV当日平值IV昨日平值IV数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所专业研究创造价值613请务必阅读文末免责条款金融期权日报中证1000股指期权图25中证1000股指走势图26中证1000股指期权波动率中证1000股指期权中证1000股指期权7500002503500700000200300065000015025006000001002000550000050150010005000000002022-09-162022-10-122022-10-312022-11-172022-12-062022-12-232023-01-122023-02-072023-02-242023-03-152023-04-032023-04-212023-05-152023-06-012023-06-202023-07-112023-07-282023-08-162022-07-222022-08-102022-08-292023-09-042023-09-212023-10-182022-07-222022-08-112022-08-312022-09-212022-10-182022-11-072022-11-252022-12-152023-01-052023-02-012023-02-212023-03-312023-04-212023-06-052023-06-272023-08-042023-08-242023-10-112023-03-132023-05-162023-07-172023-09-13标的成交量亿手标的收盘价左轴标的30日历史波动率平值期权隐含波动率数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所图27中证1000股指期权成交量PCR图28中证1000股指持仓量PCR中证1000股指期权中证1000股指期权18000016000160000140001600001400014000012000140000120001200001000012000010000010000010000800080008000080000600060000600060000400004000400004000200002000200002000000000002022-07-222022-08-122022-09-022022-09-262022-11-142022-12-262023-02-142023-03-282023-04-192023-05-152023-06-052023-06-282023-07-192023-08-092023-08-302023-09-202023-10-192022-10-242022-12-052023-01-172023-03-072022-07-222022-08-122022-09-022022-09-262022-10-242022-11-142022-12-262023-02-142023-03-282023-05-152023-06-052023-06-282023-07-192023-08-092023-08-302023-09-202023-10-192022-12-052023-01-172023-03-072023-04-19日认购成交量日认沽成交量日成交量PCR日认购持仓量日认沽持仓量日持仓量PCR数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所图29中证1000股指期权隐含波动率曲线图30中证1000股指期权各期限平值隐含波动率中证1000股指期权中证1000股指期权26002000240019001800220017002000160018001500160014001300140012001200110010001000-690-517-345-172000172345517690202311202312202401202403202406202409当日IV昨日IV当日平值IV昨日平值IV数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所专业研究创造价值713请务必阅读文末免责条款金融期权日报上交所500ETF期权图31上交所500ETF走势图32上交所500ETF期权波动率500ETF期权上交所500ETF期权上交所70001400280060001200260024005000100022004000800200018003000600160014002000400120010002001000800000002022-09-192022-10-112022-10-262022-11-102022-11-252023-02-032023-02-202023-03-072023-03-222023-04-072023-04-242023-05-122023-05-292023-06-132023-06-302023-07-172023-08-012023-08-162023-10-252022-12-122022-12-272023-01-122023-08-312023-09-152023-10-102022-09-192022-10-132022-11-012022-11-182022-12-072022-12-262023-01-132023-02-082023-02-272023-03-162023-04-042023-04-242023-06-022023-06-212023-07-122023-07-312023-09-052023-09-222023-10-192023-05-162023-08-17标的30日历史波动率平值期权隐含波动率标的成交量万手标的收盘价左轴数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所图33上交所500ETF期权成交量PCR图34上交所500ETF持仓量PCR500ETF期权上交所500ETF期权上交所140000020000100000014000120000080000012000100000015000100008000006000008000100006000004000006000400000400050002000002000002000000000002022-09-192022-10-132022-11-012022-11-182022-12-072022-12-262023-01-132023-02-272023-03-162023-04-042023-04-242023-05-162023-06-022023-06-212023-07-122023-08-172023-09-052023-09-222023-10-192022-09-192022-10-132022-11-012022-11-182022-12-072022-12-262023-01-132023-02-272023-03-162023-04-042023-04-242023-05-162023-06-022023-06-212023-07-122023-08-172023-09-052023-09-222023-10-192023-02-082023-07-312023-02-082023-07-31日认购成交量日认沽成交量日成交量PCR日认购持仓量日认沽持仓量日持仓量PCR数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所图35上交所500ETF期权隐含波动率曲线图36上交所500ETF期权各期限平值隐含波动率500ETF期权上交所500ETF期权上交所2800190026001800240017002200200016001800150016001400140012001300-1273-1091-909-45500045590913641818202311202312202403202406当日IV昨日IV当日平值IV昨日平值IV数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所专业研究创造价值813请务必阅读文末免责条款金融期权日报深交所500ETF期权图37深交所500ETF走势图38深交所500ETF期权波动率500ETF期权深交所500ETF期权深交所7000250280060002600200240050002200400015020001800300010016002000140050120010001000800000002022-09-192022-10-112022-10-262022-11-102022-11-252023-02-032023-02-202023-03-072023-03-222023-04-072023-04-242023-05-122023-05-292023-06-132023-06-302023-07-172023-08-012023-08-162023-10-252022-12-122022-12-272023-01-122023-08-312023-09-152023-10-102022-09-192022-10-132022-11-012022-11-182022-12-072022-12-262023-01-132023-02-082023-02-272023-03-162023-04-042023-04-242023-06-022023-06-212023-07-122023-07-312023-09-052023-09-222023-10-192023-05-162023-08-17标的30日历史波动率平值期权隐含波动率标的成交量万手标的收盘价左轴数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所图39深交所500ETF期权成交量PCR图40深交所500ETF持仓量PCR500ETF期权深交所500ETF期权深交所350000200003000002000030000025000015000150002500002000002000001000015000010000150000100000100000500050005000050000000000002022-09-192022-10-132022-11-012022-11-182022-12-072022-12-262023-01-132023-03-162023-04-042023-04-242023-05-162023-06-022023-06-212023-07-122023-09-052023-09-222023-10-192022-09-192022-10-132022-11-012022-11-182022-12-072022-12-262023-01-132023-03-162023-04-042023-04-242023-05-162023-06-022023-06-212023-07-122023-09-052023-09-222023-10-192023-02-082023-02-272023-07-312023-08-172023-02-082023-02-272023-07-312023-08-17日认购成交量日认沽成交量日成交量PCR日认购持仓量日认沽持仓量日持仓量PCR数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所图41深交所500ETF期权隐含波动率曲线图42深交所500ETF期权各期限平值隐含波动率500ETF期权深交所500ETF期权深交所28001800260016001400240012002200100020008001800600160040014002001200000-1273-1091-909-45500045590913641818202311202312202403202406当日IV昨日IV当日平值IV昨日平值IV数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所专业研究创造价值913请务必阅读文末免责条款金融期权日报创业板ETF期权图43创业板ETF走势图44创业板ETF期权波动率创业板ETF期权创业板ETF期权270020003500250030001500230025002100100020001900500150017001000150002022-09-192022-10-112022-10-262022-11-102022-11-252023-02-032023-02-202023-03-072023-03-222023-04-072023-04-242023-05-122023-05-292023-06-132023-06-302023-07-172023-08-012023-08-162023-10-252022-12-122022-12-272023-01-122023-08-312023-09-152023-10-102022-09-192022-10-132022-11-012022-11-182022-12-072022-12-262023-01-132023-02-082023-02-272023-03-162023-04-042023-04-242023-06-022023-06-212023-07-122023-07-312023-09-052023-09-222023-10-192023-05-162023-08-17标的成交量万手标的收盘价左轴标的30日历史波动率平值期权隐含波动率数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所图45创业板ETF期权成交量PCR图46创业板ETF持仓量PCR创业板ETF期权创业板ETF期权18000001400016000002000016000001200014000001400000100001200000150001200000100000010000008000800000100008000006000600000600000400000400040000050002000002000200000000000002022-09-192022-10-132022-11-012022-11-182022-12-072022-12-262023-01-132023-02-272023-03-162023-04-042023-04-242023-05-162023-06-022023-06-212023-07-122023-08-172023-09-052023-09-222023-10-192022-09-192022-10-132022-11-012022-11-182022-12-072022-12-262023-01-132023-02-272023-03-162023-04-042023-04-242023-05-162023-06-022023-06-212023-07-122023-08-172023-09-052023-09-222023-10-192023-02-082023-07-312023-02-082023-07-31日认购成交量日认沽成交量日成交量PCR日认购持仓量日认沽持仓量日持仓量PCR数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所图47创业板ETF期权隐含波动率曲线图48创业板ETF期权各期限平值隐含波动率创业板ETF期权创业板ETF期权27002500250020002300150021001000190017005001500000-1111-833-556-2780002785568331111202311202312202403202406当日IV昨日IV当日平值IV昨日平值IV数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所专业研究创造价值1013请务必阅读文末免责条款金融期权日报深证100ETF期权图49深证100ETF走势图50深证100ETF期权波动率深证100ETF期权深证100ETF期权34001202400320010022002000300080280018006026001600240040140022002012001000200002022-12-192022-12-302023-01-132023-02-022023-02-152023-02-282023-03-132023-03-242023-04-072023-05-192023-06-012023-06-142023-06-292023-07-122023-07-252023-08-072023-08-182023-08-312023-09-132023-09-262023-04-202023-05-082023-10-172022-12-192023-01-032023-01-172023-02-072023-02-212023-03-212023-04-042023-04-192023-05-082023-05-222023-06-052023-07-052023-07-192023-08-162023-08-302023-09-132023-09-272023-10-192023-03-072023-06-192023-08-02标的成交量万手标的收盘价左轴标的30日历史波动率平值期权隐含波动率数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所图51深证100ETF期权成交量PCR图52深证100ETF持仓量PCR深证100ETF期权深证100ETF期权250000160002500001200014000200000120002000001000015000010000150000800080006000100000100000600040005000040005000020002000000000002022-12-192023-01-172023-02-072023-02-212023-03-072023-03-212023-04-042023-04-192023-05-082023-05-222023-06-052023-07-052023-07-192023-08-162023-08-302023-09-272023-10-192023-01-032023-06-192023-08-022023-09-132022-12-192023-01-172023-02-072023-02-212023-03-072023-03-212023-04-042023-04-192023-05-082023-05-222023-06-052023-07-052023-07-192023-08-162023-08-302023-09-272023-10-192023-01-032023-06-192023-08-022023-09-13日认购持仓量日认沽持仓量日持仓量PCR日认购成交量日认沽成交量日成交量PCR数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所图53创业板ETF期权隐含波动率曲线图54创业板ETF期权各期限平值隐含波动率深证100ETF期权深证100ETF期权25002200210020002000190015001800170010001600150050014001300000-800-600-400-200000200400600800202311202312202403202406当日IV昨日IV当日平值IV昨日平值IV数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所专业研究创造价值1113请务必阅读文末免责条款金融期权日报上证50股指期权图55上证50指数走势图56上证50股指期权波动率上证50股指期权上证50股指期权290000080240028000007022002700000602000260000050180025000004016002400000301400230000020120022000001010002100000002022-12-192022-12-302023-01-132023-02-022023-02-152023-02-282023-03-132023-03-242023-04-072023-05-192023-06-012023-06-142023-06-292023-07-122023-07-252023-08-072023-08-182023-08-312023-09-132023-09-262023-04-202023-05-082023-10-172022-12-192023-01-032023-01-172023-02-072023-02-212023-03-212023-04-042023-04-192023-05-082023-05-222023-06-052023-07-052023-07-192023-08-162023-08-302023-09-132023-09-272023-10-192023-03-072023-06-192023-08-02标的成交量亿手标的收盘价左轴标的30日历史波动率平值期权隐含波动率数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所图57上证50股指期权成交量PCR图58上证50股指持仓量PCR上证50股指期权上证50股指期权1600001200014000014000140000100001200001200012000010000010000100000800080000800080000600060000600060000400040000400004000200002000200002000000000002022-12-192023-01-172023-02-072023-02-212023-03-072023-03-212023-04-042023-04-192023-05-082023-05-222023-06-052023-07-052023-07-192023-08-162023-08-302023-09-272023-10-192022-12-192023-01-172023-02-072023-02-212023-03-072023-03-212023-04-042023-04-192023-05-082023-05-222023-06-052023-07-052023-07-192023-08-162023-08-302023-09-272023-10-192023-01-032023-06-192023-08-022023-09-132023-01-032023-06-192023-08-022023-09-13日认购成交量日认沽成交量日成交量PCR日认购持仓量日认沽持仓量日持仓量PCR数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所图59中证1000股指期权隐含波动率曲线图60中证1000股指期权各期限平值隐含波动率上证50股指期权上证50股指期权2000190019001800180017001600170015001600140015001300140012001300110012001000-421-316-211-105000105211316421202311202312202401202403202406202409当日IV昨日IV当日平值IV昨日平值IV数据来源iFinD宝城期货研究所数据来源iFinD宝城期货研究所专业研究创造价值1213请务必阅读文末免责条款金融期权日报获取每日期货策略推送服务国家走向世界诚信至上合规经营知行合一专业敬业严谨管理开拓进取扫码关注宝城期货官方微信期货咨询尽在掌握免责条款除非另有说明宝城期货有限责任公司以下简称宝城期货拥有本报告的版权未经宝城期货事先书面授权许可任何机构或个人不得更改或以任何方式发送传播或复印本报告的全部或部分内容本报告所载的全部内容只提供给客户做参考之用并不构成对客户的投资建议宝城期货认为本报告所载内容及观点客观公正但不担保其内容的准确性或完整性客户不应单纯依靠本报告而取代个人的独立判断本报告所载内容反映的是宝城期货在最初发表本报告日期当日的判断宝城期货可发出其它与本报告所载内容不一致或有不同结论的报告但宝城期货没有义务和责任去及时更新本报告涉及的内容并通知客户宝城期货不对因客户使用本报告而导致的损失负任何责任宝城期货建议客户独自进行投资判断本报告并不构成投资法律会计或税务建议或担保任何内容适合客户本报告不构成给予客户个人咨询建议宝城期货版权所有并保留一切权利专业研究创造价值1313请务必阅读文末免责条款