金融期权周报：弱势震荡

I 2024/6/112024/6/14 14.09 ETF 81.35 124.99 300 7.56 19.22 1000 13.69 22.40 12.92% 1.57% 300 50ETF 12.36% 0.67% 1000 19.98% 3.57% 50ETF 13.40 300 14.58 1000 20111290 50ETF 16.86% 0.83 120.43 - 0.73 300ETF 500ETF 90.74 149.70 108.59 117.86 50ETF 100ETF 43.30 117.05 7.14 21.59 Z0014889 F03114103 1. 50ETF120.4316.86% -0.83 0.73 300ETF90.74149.70 500ETF108.59117.8650ETF 43.30117.05100ETF7.14 14.09ETF81.35 124.993007.5619.22 100013.6922.40 300 12.92% 1.57% 50ETF 12.36% 0.67% 1000 19.98% 3.57% 50ETF 13.40 300 14.58 1000 21.59。与前一周相比，南华期权波动率指数下降。本周股市弱势震荡，等待后市回调。 1.150ETF 7000000 6000000 5000000 4000000 3000000 2000000 1000000 2023-01-01 2023-02-01 2023-03-01 2023-04-01 2023-05-01 2023-06-01 2023-07-01 2023-08-01 2023-09-01 2023-10-01 2023-11-01 2023-12-01 2024-01-01 2024-02-01 2024-03-01 2024-04-01 2024-05-01 2024-06-01 0 1.6 1.4 1.2 1 0.8 0.6 0.4 0.2 0 PCR PCR wind 1.250ETF 2.706 2.657 2.608 2.559 2.51 2.46 2.411 2.362 2.313 2.264 2.214 2.15 2.05 -200000-150000-100000-50000 CP wind 1.350ETF 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 050000100000150000 15.00% 10.00% 5.00% 0.00% -5.00% -10.00% -15.00% -20.00% IV-HV20 wind 1.450ETF 1.550ETF 60.0% 55.0% 50.0% 45.0% 40.0% 35.0% 30.0% 25.0% 20.0% 15.0% 60% 80% 90% 95% 98% 100% 103% 105% 110% 120% 130% 10.0% wind 1.6 300ETF 5000000 4500000 4000000 3500000 3000000 2500000 2000000 1500000 1000000 500000 0 2024/6/72024/6/14 15.5% 15.0% 14.5% 14.0% 13.5% 13.0% 12.5% 1M2M3M6M9M1Y wind 2024/6/72024/6/14 1.6 1.4 1.2 1 0.8 0.6 0.4 0.2 2023-01-01 2023-02-01 2023-03-01 2023-04-01 2023-05-01 2023-06-01 2023-07-01 2023-08-01 2023-09-01 2023-10-01 2023-11-01 2023-12-01 2024-01-01 2024-02-01 2024-03-01 2024-04-01 2024-05-01 2024-06-01 0 PCR PCR wind 1.7 300ETF 4.1 4 3.9 3.8 3.7 3.6 3.5 3.4 3.3 3.2 3.1 3 2.937 2.888 -150000-100000-50000050000100000 CP wind 1.8 300ETF 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 15.00% 10.00% 5.00% 0.00% -5.00% -10.00% -15.00% -20.00% IV-HV wind 1.9 300ETF 1.10 300ETF 70.0% 60.0% 50.0% 40.0% 30.0% 20.0% 60% 80% 90% 95% 98% 100% 103% 105% 110% 120% 130% 10.0% wind 1.11 500ETF 2500000 2000000 1500000 1000000 500000 0 2024/6/72024/6/14 16.0% 15.5% 15.0% 14.5% 14.0% 13.5% 13.0% 12.5% 12.0% 1M2M3M6M9M1Y wind 2024/6/72024/6/14 2 1.8 1.6 1.4 1.2 1 0.8 0.6 0.4 0.2 2023-01-01 2023-02-01 2023-03-01 2023-04-01 2023-05-01 2023-06-01 2023-07-01 2023-08-01 2023-09-01 2023-10-01 2023-11-01 2023-12-01 2024-01-01 2024-02-01 2024-03-01 2024-04-01 2024-05-01 2024-06-01 0 PCR PCR wind 1.12 500ETF 6.644 6.398 6.152 5.906 5.659 5.413 5.167 4.921 4.823 4.724 4.626 4.429 4.232 4.035 -150000-100000-50000050000100000 CP wind 1.13 500ETF 50.00% 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 2022/10/19 2022/11/19 2022/12/19 2023/1/19 2023/2/19 2023/3/19 2023/4/19 2023/5/19 2023/6/19 2023/7/19 2023/8/19 2023/9/19 2023/10/19 2023/11/19 2023/12/19 2024/1/19 2024/2/19 2024/3/19 2024/4/19 2024/5/19 5.00% 20.00% 15.00% 10.00% 5.00% 0.00% -5.00% -10.00% -15.00% -20.00% -25.00% IV-HV20 wind 80.0% 70.0% 60.0% 50.0% 40.0% 30.0% 20.0% 60% 80% 90% 95% 98% 100% 103% 105% 110% 120% 130% 10.0% wind 1.16 50ETF 1600000 1400000 1200000 1000000 800000 600000 400000 200000 0 2024/6/72024/6/14 18.5% 18.0% 17.5% 17.0% 16.5% 16.0% 15.5% 15.0% 1M2M3M6M9M1Y wind 2024/6/72024/6/14 1.6 1.4 1.2 1 0.8 0.6 0.4 0.2 0 PCR PCR wind 1.15 1.1 1.05 1 0.95 0.9 0.85 0.8 0.75 0.7 0.65 0.6 0.55 0.5 -200000-150000-100000-50000050000100000 CP 1.18 50ETF 50.00% 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 20.00% 15.00% 10.00% 5.00% 0.00% -5.00% -10.00% -15.00% -20.00% IV-HV20 wind 70.0% 65.0% 60.0% 55.0% 50.0% 45.0% 40.0% 35.0% 30.0% 25.0% 20.0% wind 1.21 100ETF 300000 250000 200000 150000 100000 50000 0 2024/6/72024/6/14 22.4% 22.2% 22.0% 21.8% 21.6% 21.4% 21.2% 60% 80% 90% 95% 98% 100% 103% 105% 110% 120% 130% 21.0% 1M2M3M6M9M1Y wind 2024/6/72024/6/14 1.8 1.6 1.4 1.2 1 0.8 0.6 0.4 0.2 2023-01-01 2023-02-01 2023-03-01 2023-04-01 2023-05-01 2023-06-01 2023-07-01 2023-08-01 2023-09-01 2023-10-01 2023-11-01 2023-12-01 2024-01-01 2024-02-01 2024-03-01 2024-04-01 2024-05-01 2024-06-01 0 PCR PCR wind I2024/6/112024/6/14 1.22 100ETF 2.85 2.75 2.65 2.55 2.45 2.35 2.25 2.15 2.05 1.95 -15000-10000-50000500010000 CP wind 1.23 100ETF 38.00% 33.00% 28.00% 23.00% 18.00% 13.00% 13.00% 8.00% 3.00% -2.00% 8.00%-7.00% IV-HV20 wind I2024/6/112024/6/14 1.24 100ETF 1.25 100ETF 55.0% 50.0% 45.0% 40.0% 35.0% 30.0% 25.0% 20.0% 60% 80% 90% 95% 98% 100% 103% 105% 110% 120% 130% 15.0% wind 1.26 ETF 2000000 1800000 1600000 1400000 1200000 1000000 800000 600000 400000 200000 0 2024/6/72024/6/14 17.5% 17.0% 16.5% 16.0% 15.5% 15.0% 1M2M3M6M9M1Y wind 2024/6/72024/6/14 1.8 1.6 1.4 1.2 1 0.8 0.6 0.4 0.2 2023-01-01 2023-02-01 2023-03-01 2023-04-01 2023-05-01 2023-06-01 2023-07-01 2023-08-01 2023-09-01 2023-10-01 2023-11-01 2023-12-01 2024-01-01 2024-02-01 2024-03-01 2024-04-01 2024-05-01 2