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股票股指期权:低开升波,隐波未随市场上行而有明显下降,市场表现偏谨慎
Guo Tai Jun An Qi Huo·2025-03-12 01:16

Investment Rating - The report does not explicitly state an investment rating for the industry or specific companies [1]. Core Insights - The options market is showing cautious performance, with implied volatility decreasing despite a rise in the market [1][2]. - The trading volume in various indices has seen fluctuations, indicating varying levels of investor activity and sentiment [2][5]. Summary by Sections Options Market Statistics - The Shanghai Composite Index closed at 2682.22, with a rise of 13.42 points and a trading volume of 42.19 billion hands, down by 8.64 billion hands [2]. - The CSI 300 Index closed at 3941.42, up by 12.61 points, with a trading volume of 144.75 billion hands, down by 8.01 billion hands [2]. - The trading volume for the CSI 1000 Index was 252.46 billion hands, down by 4.07 billion hands, with a closing value of 6551.73, up by 30.76 points [2]. Options Volatility Statistics - The ATM implied volatility for the Shanghai 50 Index options is at 13.65%, with a slight increase of 0.68% [5]. - The ATM implied volatility for the CSI 300 Index options is at 13.78%, with an increase of 0.59% [5]. - The ATM implied volatility for the CSI 1000 Index options is at 22.29%, with an increase of 0.46% [5]. Trading Volume and Open Interest - The trading volume for the Shanghai 50 stock index options is 24202, down by 854, with an open interest of 73968, up by 389 [2]. - The trading volume for the CSI 300 stock index options is 85657, up by 1781, with an open interest of 214558, up by 1754 [2]. - The trading volume for the CSI 1000 stock index options is 248445, up by 58599, with an open interest of 258640, up by 4351 [2].