金融期权（周报）：走势偏弱

I 2024/6/32024/6/7 20111290 Z0014889 F03114103 50ETF103.0614.17%-1.030.81300ETF98.43137.92500ETF136.66110.5950ETF43.66113.31100ETF9.1113.54ETF94.17115.313008.5117.63100016.5421.17 30014.49%0.46%50ETF13.03%0.20%100023.55%2.00%50ETF13.1330015.59100023.56 I 2024/6/32024/6/7 1 1. 50ETF103.0614.17%-1.030.81300ETF98.43137.92500ETF136.66110.5950ETF43.66113.31100ETF9.1113.54ETF94.17115.313008.5117.63100016.5421.17 30014.49%0.46%50ETF13.03%0.20%100023.55%2.00%50ETF13.1330015.59100023.56。与前一周相比，南华期权波动率指数互有涨跌。本周股市整体情绪低迷，走势偏弱，处于存量博弈阶段，但从中长期角度来看下跌空间有限，推荐牛市价差策略。 1.150ETF wind 00.20.40.60.811.21.41.6010000002000000300000040000005000000600000070000002023-01-012023-02-012023-03-012023-04-012023-05-012023-06-012023-07-012023-08-012023-09-012023-10-012023-11-012023-12-012024-01-012024-02-012024-03-012024-04-012024-05-012024-06-01PCRPCR I 2024/6/32024/6/7 2 1.250ETF wind 1.350ETF wind -200000-150000-100000-500000500001000001500002.052.152.2142.2642.3132.3622.4112.462.512.5592.6082.6572.706CP-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%IV-HV20 I 2024/6/32024/6/7 3 1.450ETF 1.550ETF wind wind 1.6300ETF wind 10.0%15.0%20.0%25.0%30.0%35.0%40.0%45.0%50.0%55.0%60.0%60%80%90%95%98%100%103%105%110%120%130%2024/5/242024/6/712.5%13.0%13.5%14.0%14.5%15.0%15.5%1M2M3M6M9M1Y2024/5/242024/6/700.20.40.60.811.21.41.605000001000000150000020000002500000300000035000004000000450000050000002023-01-012023-02-012023-03-012023-04-012023-05-012023-06-012023-07-012023-08-012023-09-012023-10-012023-11-012023-12-012024-01-012024-02-012024-03-012024-04-012024-05-012024-06-01PCRPCR I 2024/6/32024/6/7 4 1.7300ETF wind 1.8300ETF wind -200000-150000-100000-500000500001000002.8882.93733.13.23.33.43.53.63.73.83.944.1CP-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%IV-HV I 2024/6/32024/6/7 5 1.9300ETF 1.10300ETF wind wind 1.11500ETF wind 10.0%20.0%30.0%40.0%50.0%60.0%70.0%60%80%90%95%98%100%103%105%110%120%130%2024/5/242024/6/713.5%13.7%13.9%14.1%14.3%14.5%14.7%14.9%15.1%15.3%15.5%1M2M3M6M9M1Y2024/5/242024/6/700.20.40.60.811.21.41.61.82050000010000001500000200000025000002023-01-012023-02-012023-03-012023-04-012023-05-012023-06-012023-07-012023-08-012023-09-012023-10-012023-11-012023-12-012024-01-012024-02-012024-03-012024-04-012024-05-012024-06-01PCRPCR I 2024/6/32024/6/7 6 1.12500ETF wind 1.13500ETF wind -200000-150000-100000-500000500001000004.0354.2324.4294.6264.7244.8234.9215.1675.4135.6595.9066.1526.3986.644CP-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%50.00%2022/10/192022/11/192022/12/192023/1/192023/2/192023/3/192023/4/192023/5/192023/6/192023/7/192023/8/192023/9/192023/10/192023/11/192023/12/192024/1/192024/2/192024/3/192024/4/192024/5/19IV-HV20 I 2024/6/32024/6/7 7 1.14500ETF 1.15500ETF wind wind 1.1650ETF wind 10.0%20.0%30.0%40.0%50.0%60.0%70.0%60%80%90%95%98%100%103%105%110%120%130%2024/5/242024/6/716.5%17.0%17.5%18.0%18.5%19.0%1M2M3M6M9M1Y2024/5/242024/6/700.20.40.60.811.21.41.602000004000006000008000001000000120000014000001600000PCRPCR I 2024/6/32024/6/7 8 1.1750ETF 1.1850ETF wind -200000-150000-100000-500000500001000000.50.550.60.650.70.750.80.850.90.9511.051.11.15CP-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%50.00%IV-HV20 I 2024/6/32024/6/7 9 1.1950ETF 1.2050ETF wind wind 1.21100ETF wind 20.0%25.0%30.0%35.0%40.0%45.0%50.0%55.0%60.0%60%80%90%95%98%100%103%105%110%120%130%2024/5/242024/6/720.0%20.5%21.0%21.5%22.0%22.5%1M2M3M6M9M1Y2024/5/242024/6/700.20.40.60.811.21.41.61.80500001000001500002000002500003000002023-01-012023-02-012023-03-012023-04-012023-05-012023-06-012023-07-012023-08-012023-09-012023-10-012023-11-012023-12-012024-01-012024-02-012024-03-012024-04-012024-05-012024-06-01PCRPCR I 2024/6/32024/6/7 10 1.22100ETF wind 1.23100ETF wind -15000-10000-500005000100001.952.052.152.252.352.452.552.652.752.85CP-7.00%-2.00%3.00%8.00%13.00%8.00%13.00%18.00%23.00%28.00%33.00%38.00%IV-HV20 I 2024/6/32024/6/7 11 1.24100ETF 1.25100ETF wind wind 1.26ETF 15.0%20.0%25.0%30.0%35.0%40.0%45.0%50.0%55.0%60.0%60%80%90%95%98%100%103%105%110%120%130%2024/5/242024/6/716.0%16.2%16.4%16.6%16.8%17.0%17.2%1M2M3M6M9M1Y2024/5/242024/6/700.20.40.60.811.21.41.61.802000004000006000008000001000000120000014000001600000180000020000002023-01-012023-02-012023-03-012023-04-012023-05-012023-06-012023-07-012023-08-012023-09-012023-10-012023-11-012023-12-012024-01-012024-02-012024-03-012024-04-012024-05-012024-06-01PCRPCR I 2024/6/32024/6/7 12 1.27ETF 1.28ETF -150000-100000-500000500001000001.31.41.51.61.71.81.922.12.2CP-13.00%-8.00%-3.00%2.00%7.00%12.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%2022/9/192022/10/192022/11/192022/12/192023/1/192023/2/192023/3/1920