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2025年前三季度各期权隐波负偏占比
2025年前三季度各期权隐波负偏占比
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所属报告:
【国联期货】2025年金融期权四季度展望:牛市中的震荡与期权策略应对-251014(21页).pdf
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从各期权偏度结构分布来看,三季度相比二季度呈现出最大的变化为负偏结构占比明显回落,这其中部分原因是由于指数成分股分红期的逐步结束,另一部分更重要的原因则在于 8月下旬后小微盘股的逐步滞涨,导致市场超额环境出现明显下降,公募和私募基金股票市场中性类和量化指增类产品市场被动对冲动能相比二季度有明显下滑。
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当前图表所属:
【国联期货】2025年金融期权四季度展望:牛市中的震荡与期权策略应对-251014(21页).pdf
2025年前三季度各指数期权双卖策略表现
国内金融期权市场成交持仓情况(2025.1.1-2025.9.25)
中证1000指数期权隐含波动率季节性走势
中证1000指数期权平值隐波均值历史走势
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