South China Futures Research Institute Zhou Xiaoshu Investment Consulting Certificate No.: Z0014889
South China Futures Research Institute Wang Qian Investment Consulting Certificate No.: Z0016168
I. option strategy tracking
Market judgment: 50ETF concussion trend
Option position: sell first hand 50ETF purchase December 3.5call option; buy first hand 50ETF purchase December 3.6call option; sell first hand 50ETF put December 3.0 put option; buy first hand 50ETF put December 2.9put option
II. Financial option data
The volatility of financial options fluctuated slightly in the previous session. The implied volatility of near-month options is lower than that of far-month options, and the short-term market volatility is stable. South China 50ETF option volatility index is 18.05. the South China Shanghai and Shenzhen 300 option volatility index is 17.72. the South China volatility index is declining, the stock market is weak, and the 50ETF is expected to maintain a short-term interval volatility. Investors are advised to build a buy hawk portfolio strategy, while investors who hold stocks, buy put options to avoid risk.
Commodity option data
On Friday night, affected by the bad news of COVID-19 's new variant strain "Omicron", the global risk assets panic increased, and the US S & P 500 panic index VIX rose 54 per cent on Friday. Global market risk appetite declined, the commodity sector ushered in a sharp fall. Among the commodity options, non-ferrous, agricultural, black and chemical fell almost across the board, with the agricultural sector falling the least and the black plate falling the most. Affected by this, the implied volatility of some types of commodity options is more abnormal, and some of the data have not been updated, but generally speaking, the underlying volatility rises, and investors think that the risk increases in the later stage.
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