中信建投：中证500ETF和中证1000股指期货的期权出现做多信号

智通财经02-07

智通财经APP获悉，中信建投发布研究报告称，南方中证500ETF期权中证1000股指期权的历史波动率与VIX都处于历史高位，短期快速上升，VIX与GVIX的差值极端;意味着标的资产未来30天的收益率分布预期偏离对数正态分布，当前市场处于非理性阶段，期权对未来收益的隐含预期偏多。华夏上证50ETF的历史波动率与VIX都处于历史中位，短期小幅度上升;沪深300股指期权的历史波动率与VIX都处于历史中等...

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