来源:深圳特区报 | 2021-05-26 10:25:25 |
昨日A股市场的突然飙升,在期权市场引发更为激烈的连锁反应:50ETF购5月3600看涨期权合约单日狂涨6850%,盘中最大涨幅将近78倍,创中国有价证券单日涨幅历史最高纪录。
ETF期权市场昨日集体暴动,除了“末日轮”50ETF购5月3600看涨期权合约大涨68倍外,50ETF购5月3700看涨期权合约也暴涨3200%,另有24只50ETF看涨期权合约昨日涨幅超100%。
同时,沪深300ETF看涨期权合约也同步大涨,300ETF购5月5250看涨合约暴涨2167%,另有30只沪深300ETF看涨期权合约涨幅超过100%。
值得注意的是,期权市场的异动与上证50ETF5月期权合约今日到期有直接关系。昨日A股市场上大金融、大消费的联袂领涨,导致上证50指数大涨4.10%,这也使得“50ETF购5月3600”合约从虚1档直接越过了平值。专业人士分析说,由于合约临近到期,期权合约的时间价值所剩无几;同时,标的上涨超过行权价,使得合约变虚为实,从而导致此类临近到期的虚值合约价格大幅飙涨。
随着上证50ETF5月期权合约今日到期,昨日收盘价为0.0417元的期权合约是继续上涨还是价值归零,取决于今日上证50指数的走势。数据显示,前一交易日该合约的持仓量尚有20万张,但到昨日收盘,持仓量已锐减至8.79万张。这表明有超过半数的合约持有者已在昨日将获利落袋离场。
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