期权（周报）：隐波下降、市场转弱

I 2024/03/252024/03/29 20111290 1.17% 7.34% 0.39% 37.24% 12.66% 23.95% 41.55% 17.54% 2.02% 0.35% 18.99% 23.01% 18.34% 2.14% 6.85% 0.33% 1.28% 0.95% 18.4% 22.53% Z0014889 F03124116 1. 1.1 250000 200000 150000 100000 50000 0 12/20/20231/20/20242/20/20243/20/2024 wind 1.2 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 12/20/20231/20/20242/20/20243/20/2024 wind 1.3 1.4 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 3/29/20243/22/2024 24.80% 24.60% 24.40% 24.20% 24.00% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 23.80% 1M2M3M6M9M1Y 3/29/20243/22/2024 1.5 300000 250000 200000 150000 100000 50000 0 12/20/20231/20/20242/20/20243/20/2024 wind 1.6 90.00% 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 12/20/20231/20/20242/20/20243/20/2024 wind 1.7 1.8 100.0% 90.0% 80.0% 70.0% 60.0% 50.0% 40.0% 30.0% 20.0% 10.0% 0.0% 3/29/20243/22/2024 48.0% 46.0% 44.0% 42.0% 40.0% 38.0% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 36.0% 34.0% 1M2M3M6M9M1Y 3/29/20243/22/2024 1.9 800000 700000 600000 500000 400000 300000 200000 100000 0 12/20/20231/20/20242/20/20243/20/2024 wind 1.10 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 12/20/20231/20/20242/20/20243/20/2024 wind 1.11 1.12 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 3/29/20243/22/2024 25.00% 20.00% 15.00% 10.00% 5.00% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 0.00% 1M2M3M6M9M1Y 3/29/20243/22/2024 1.13 700000 600000 500000 400000 300000 200000 100000 0 12/20/20231/20/20242/20/20243/20/2024 wind 1.14 140.00% 120.00% 100.00% 80.00% 60.00% 40.00% 20.00% 0.00% 12/20/20231/20/20242/20/20243/20/2024 wind 1.15 1.16 90.00% 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 3/29/20243/22/2024 50.00% 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 5.00% 0.00% 1M2M3M6M9M1Y 3/29/20243/22/2024 1.17 120000 100000 80000 60000 40000 20000 0 12/20/20231/20/20242/20/20243/20/2024 wind 1.18 16.00% 14.00% 12.00% 10.00% 8.00% 6.00% 4.00% 2.00% 0.00% 12/20/20231/20/20242/20/20243/20/2024 wind 1.19 1.20 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 0.00% 16.00% 14.00% 12.00% 10.00% 8.00% 6.00% 4.00% 2.00% 0.00% 1M2M3M6M9M1Y 3/29/20243/22/20243/29/20243/22/2024 1.21 350000 300000 250000 200000 150000 100000 50000 0 12/20/20231/20/20242/20/20243/20/2024 wind 1.22 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 12/20/20231/20/20242/20/20243/20/2024 wind 1.23 1.24 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 0.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 1M2M3M6M9M1Y 3/29/20243/22/20243/29/20243/22/2024 1.25 350000 300000 250000 200000 150000 100000 50000 wind 0 1.26 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 12/20/20231/20/20242/20/20243/20/2024 wind 1.27 1.28 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 3/29/20243/22/2024 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 0.00% 1M2M3M6M9M1Y 3/29/20243/22/2024 1.29 180000 160000 140000 120000 100000 80000 60000 40000 20000 0 12/20/20231/20/20242/20/20243/20/2024 wind 1.30 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 12/20/20231/20/20242/20/20243/20/2024 wind 1.31 1.32 100.00% 80.00% 60.00% 40.00% 20.00% 0.00% 20.00% 19.50% 19.00% 18.50% 18.00% 17.50% 17.00% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 16.50% 16.00% 1M2M3M6M9M1Y 3/29/20243/22/20243/29/20243/22/2024 1.33 140000 120000 100000 80000 60000 40000 20000 0 12/20/20231/20/20242/20/20243/20/2024 wind 1.34 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 12/20/20231/20/20242/20/20243/20/2024 wind 1.35 1.36 90.00% 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 3/29/20243/22/2024 19.50% 19.00% 18.50% 18.00% 17.50% 17.00% 16.50% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 16.00% 15.50% 1M2M3M6M9M1Y 3/29/20243/22/2024 1.37 250000 200000 150000 100000 50000 0 12/20/20231/20/20242/20/20243/20/2024 wind 1.38 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 12/20/20231/20/20242/20/20243/20/2024 wind 1.39 1.40 80.00% 70.00% 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% 3/29/20243/22/2024 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 130% 120% 110% 105% 102% 100% 98% 95% 90% 80% 60% 0.00% 1M2M3M6M9M1Y 3/29/20243/22/2024 I2024/03/252024/03/29 / 136 310008 4008888910 www.nanhua.net 603093