金融期权:股市高位震荡,隐含波动率下降提策略
Sou Hu Cai Jing·2025-08-07 02:47
Group 1 - The stock market is experiencing high-level fluctuations, with the Shanghai Composite Index, large-cap blue chips, mid and small-cap stocks, and the ChiNext showing similar trends [1] - Implied volatility in financial options is gradually decreasing, remaining at a relatively low average level [1] Group 2 - Recommendations for ETF options include constructing covered call strategies, neutral double selling strategies, and vertical spread combination strategies [1] - For index options, suitable strategies include neutral double selling strategies and arbitrage strategies involving synthetic futures long or short positions with futures [1]