低波动率环境下上证50ETF期权投资策略的分析与研究

伴随金融供给侧改革的推动,期权市场快速发展壮大起来,期权投资再次成为业内最热话题之一,越来越多的机构投资者与个人投资者进入期权市场,利用期权进行风险对冲。在成交量大幅萎缩的背景下,50ETF期权波动率也在迅速降低。本文结合当前的市场环境,针对不同类型的期权投资者,对比分析了多种期权策略在上证50ETF期权交易中的应用,提出相应的风险管理对策及建议,为广大期权投资者提供参考与借鉴。

Analysis and Research on SSE 50ETF Options Investment Strategy in Low Volatility

With the promotion of financial supply-side reforms,the options market has grown rapidly.Options investment has once again become one of the hottest topics in the industry.More and more institutional investors and individual investors have entered the options market and used options to hedge their risks.In the context of a significant contraction in trading volume,the volatility of 50ETF options is also rapidly decreasing.Based on the current market environment,this article compares and analyzes the application of multiple options strategies in the SSE 50ETF options trading for different types of option investors,proposes corresponding risk management countermeasures and recommendations,and provides reference for the majority of option investors.