中信建投:期权VIX指标再次提示了A股底部反弹机会

美港电讯
14 Apr

【中信建投:期权VIX指标再次提示了A股底部反弹机会】金十数据4月14日讯, 中信建投研报指出,沪金、中证1000、沪银、原油和沪深300期货的成交比较活跃,中证1000指数、黄金、南方中证500ETF、易方达创业板ETF和华泰柏瑞沪深300ETF的期权成交较为活跃。基于期权VIX和GVIX的差值,提取期权市场对标的资产未来收益率和波动率的一致预期,期权市场在4月7号提示了上证50、中证500和中证1000指数的阶段性超跌反弹机会,近5个交易日A股市场显著修复。此外,期货和期权市场对于黄金未来的走势偏乐观。

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