50ETF transactions significantly reduced volatility volatility options will be expected to exacerbat-drop dead diva

50ETF turnover atrophy option volatility shocks is expected to exacerbate the financial Sohu – Tuesday 50ETF prices, turnover shrinking significantly, affected by this, 50ETF9 month subscription option fell across the board, in September put option most rise. At the close, the fair value option, September average subscription contracts 50ETF purchase in September 2250 to close at 0.0115 yuan, down 20.14%; September level put "50ETF – 2250" September contract closed at 0.0220 yuan, up 1.38%. Turnover, the options trading volume fell on Tuesday, increased positions. Volume, single day turnover of 206837, compared with the previous trading day to reduce 92596, a decrease of 30.92%. Among them, the subscription option option turnover of 117254, turnover of 89583. Put the subscription option volume ratio of 0.76, on a trading day 0.71. Positions, the total number of options positions increased by 0.95% to 1397301. Turnover ratio of 14.80%. Everbright futures Department Zhang Yi said, taking into account the current volatility at historically low range, and expected the fed to raise interest rates in September will have great impact on the international financial market volatility rate increased rapidly, there may be the situation in the domestic A-share market A. Strategy, investors can consider trying to use the fed in September to raise interest rates or whether the event arbitrage. (source: China Securities Journal)相关的主题文章: