Bull vertical arbitrage can still be attempted-easeljs

Bull market arbitrage can still be tried. In the March 50ETF option contract, most of the call options rose, and most of the call options fell. At the close, the fair value option, March average subscription contracts 50ETF purchase in March 2050 to close at 0.0455 yuan, up 0.0005 yuan or 1.11%; March level put "50ETF – 2050" March contract closed at 0.0836 yuan, down 0.0028 yuan or 3.24%. Turnover, the options turnover continued to decline yesterday, 163243 transactions in a single day, compared with the previous trading day to reduce 3303. In terms of positions, the option positions increased, and the total amount of the total options increased by 1.59% to 613322. Volume to position ratio is 26.62%. For volatility, the Wednesday put option volatility is still significantly higher than the call option. Everbright futures options Department Zhang Yi said that after the expiration of the option contract in February, the Shanghai stock exchange will increase the April option contract in February 25th. If investors hold a moderate bullish view, we can still use the March ETF call option 2.05 yuan exercise price and 2.10 yuan exercise price to build bull market vertical spread arbitrage. (MA Shuang) enter Sina Financial shares] discussion

仍可尝试牛市垂直套利   昨日3月50ETF期权合约中,认购期权多数小涨,认沽期权多数小跌。截至收盘,平值期权方面,3月平值认购合约“50ETF购3月2050”收盘报0.0455元,上涨0.0005元或1.11%;3月平值认沽合约“50ETF沽3月2050”收盘报0.0836 元,下跌0.0028元或3.24%。   成交方面,昨日期权成交继续下滑,单日成交163243张,较上一个交易日减少3303张。持仓方面,期权持仓量增加,总体期权未平仓总量增加1.59%至613322张。成交量 持仓量比值为26.62%。   波动率方面,周三认沽期权波动率仍明显高于认购期权。   光大期货期权部张毅表示,2月期权合约到期后,2月25日上海证券交易所将加挂4月期权合约。如果投资者持有温和看涨观点,仍可运用3月ETF认购期权的2.05元行权价与2.10元行权价构建牛市垂直价差套利。(马爽) 进入【新浪财经股吧】讨论相关的主题文章: