期权周报：低位震荡，情绪谨慎
I 2023/11/202023/11/24 20111290 - 50ETF 0.02% 0.81 0.67 154.12 300ETF115.43151.79 500ETF60.46 73.88 102 11.85 91.47 18.61 12.49 50ETF 100ETF ETF300 1000 42.77 8.51 77.12 7.10 6.88 13.42% 12.93% 14.69% 300 19.09 0.92% 1.78% 0.23% 50ETF 17.78 300 50ETF 1000 16.97 1000 28.80% LPG PTA Z0014889 1. 1.1 IO2312-C-3650IO2312-P-3500 1.2 1.1 1.3 1.82% 17.78 1000 数小幅下降，上周市场低位震荡，期权 19.09，与前一周相比，南华期权波动率指 。 50ETF 154.12 0.02% -0.81 2. 0.67 300ETF 115.43 151.79 500ETF 60.46 73.88 50ETF 42.77 102 100ETF 8.51 11.85 ETF 77.12 91.47 300 7.10 18.61 1000 6.88 12.49 300 13.42% 0.92% 50ETF 12.93% 1.78% 1000 14.69% 0.23% 50ETF 16.97 300 2.150ETF wind 2.250ETF wind 2.3 300ETF wind 2.4 300ETF wind 2.5 500ETF 1,400,000 1,200,000 1,000,000 800,000 600,000 400,000 200,000 0 2 1.8 1.6 1.4 1.2 1 0.8 0.6 0.4 0.2 0 PCR( PCR wind 2.6 500ETF 0.6000 0.5000 0.4000 0.3000 0.2000 0.1000 wind 2.7 50ETF 0.0000 1,600,000 1,400,000 1,200,000 1,000,000 800,000 600,000 400,000 200,000 0 2023/6/52023/7/52023/8/52023/9/52023/10/52023/11/5 1.6 1.4 1.2 1 0.8 0.6 0.4 0.2 0 PCR( PCR wind 2.8 50ETF 0.3500 0.3000 0.2500 0.2000 0.1500 0.1000 0.0500 0.0000 2023/6/52023/7/52023/8/52023/9/52023/10/52023/11/5 wind 2.9 100ETF 250,000 200,000 150,000 100,000 50,000 0 1.6 1.4 1.2 1 0.8 0.6 0.4 0.2 0 PCR( PCR wind 2.10 100ETF 0.2500 0.2000 0.1500 0.1000 0.0500 0.0000 2023/4/102023/5/102023/6/102023/7/102023/8/102023/9/102023/10/102023/11/10 wind 2.11 ETF 1,800,000 1.8 1,600,000 1.6 1,400,000 1.4 1,200,000 1.2 1,000,000 1 800,000 0.8 600,000 0.6 400,000 0.4 200,000 0.2 0 0 PCR( PCR 0.4000 0.3500 0.3000 0.2500 0.2000 0.1500 0.1000 0.0500 2.13 300 0.0000 2.15 1000 2.17 50ETF 2.18 300 2.19 1000 28.80% 3. LPG PTA 3.1 wind 3.2 wind 3.3 wind 3.4 wind 3.5 wind 3.6 wind 3.7PVC wind 3.8PVC wind 3.9 wind 3.10 wind 3.11 wind wind 3.13 wind 3.14 wind wind 3.16 wind 3.17PTA wind wind 3.19 wind 3.20 wind wind 3.22 wind 3.23 wind wind 3.25 wind 3.26 wind wind 3.28 wind 3.29 wind wind 3.31 wind 3.32 wind wind 3.34 wind 3.35 wind wind 3.37 wind 3.38 wind wind 3.40 wind 3.41 wind wind 3.43 wind 3.44 wind wind 3.46LPG wind 3.47 wind wind 3.49 wind 3.50 wind wind 3.52 wind 3.53 wind wind I2023/11/202023/11/24 / 136 310008 4008888910 www.nanhua.net 603093
