ETF Options After hours Summary 12 11 Afternoon reversal, call options bottomed out and rebounded ha

Mondo Finance Updated on 2024-01-29

On December 11th,The major broad-based indices of A-shares were all ** and continued**. Wind data shows that northbound funds returned significantly in the afternoon, with a net sale of 325.9 billion yuan, once reducing its position by more than 10 billion; Among them, the Shanghai Stock Connect net sold 85.3 billion yuan, and the net selling of Shenzhen Stock Connect was 240.6 billion yuan. As of **, the Shanghai Composite Index **074%, SZSE Component Index**082%, small and medium-sized board refers to **124%, GEM refers to **125%。The number of ** households in the two cities is more than the number of **. Among them, **3267, accounting for 7669%;*879, accounting for 2063%;114 were flat, accounting for 268%, 45 suspended. In terms of trading volume, it fell month-on-month to 911.5 billion yuan. In terms of industry sectors, the three strongest performing industries are media (2.).97%), computer (187%), the defense industry (1.82%);The three weakest performing sectors were food and beverage (-0.).9%), real estate (-0.55%), non-ferrous metals (-0.51%)。We observe the market sentiment from the financing balances of the two cities, and as of the previous trading day, the financing balances decreased by 35800 million yuan, reaching 15,9200.7 billion yuan, maintained above one trillion yuan.

Today's stock index class, can be described as a Jedi counterattack, in the morning each target opened low, almost near the previous low, near noon, each target has pulled up, after two o'clock in the afternoon is a Jedi counterattack, of which the magnitude of science and technology ** is relatively large.

From the daily line, the ** amplitude of science and technology and 500 is relatively strong, and 50 and 300 are still a small yang line after three days of sideways, and it seems that the strength of large and small tickets is still different.

It is expected that the Shanghai Composite Index will be adjusted tomorrow, the adjustment is the adjustment in the process, if it is fast, it will end tomorrow, and if it is slow, the adjustment will end the day after tomorrow, and the Shanghai Composite Index will continue after the adjustment, this wave of the Shanghai Composite Index, I define it as the fourth wave, the target point is above 3013 points, and it will continue to be a new low after the end, with a high probability of falling below 2923 points. Tomorrow, the Shanghai Composite Index will be under pressure at 2,995 and 3,000 points, and the Shanghai Composite Index will be supported at 2,968, 2,962 and 2,950 points.

The following is a detailed analysis of the likely movement of the Shanghai Composite Index tomorrow through the 30-minute level of the Shanghai Composite Index.

The 30-minute cycle chart of the Shanghai Composite Index, starting from 3089 points, will go 5 waves, each wave will be composed of 3 sub-waves, and the end wedge will be taken, the high point of the 4th wave will coincide with the low point of the 2nd wave, and the high point of the 4th wave should be above 3013 points, so the ** of the 4th wave has not ended, but tomorrow I think the Shanghai Composite Index will adjust

To sum up, today's market is more about falling enough, especially some heavyweight stocks, followed by brokerages taking the stage, AI sector singing, the formation of large votes to drive confidence, small tickets are willing to enter the market. As for whether it can evolve into a reversal, at least the trading volume is one of the signals to return to the trillion level, followed by the performance of brokers, banks, and insurance companies in the key positions of the index. For example, tomorrow's Shanghai Composite Index will be 3,000 points.

Let's take a look at the 60 minutes of the Shanghai Composite Index:

The 60-minute divergence of the Shanghai Composite Index appeared in early trading this morning, and the 15-minute and 30-minute bottom divergence of the Shanghai Composite Index last time was echoed by the market, but from the quantitative market environment, it is not as good as today. The only bad point is that today's Shanghai Index, ChiNext and Shenzhen Component Index are only one step away from the low point on October 23, and if the three major stock indexes all have new lows today, it is a larger level of daily and weekly divergence resonance. But it can't be helped, the market has its own rhythm. If you simply look at the 60-minute bottom divergence, the duration can only be regarded as a short-term **, as for whether it can be reversed from **, the conditions required are more stringent.

Back to the options marketfield

Today, the targets fell by more than 1% to 1% in the afternoon, and the volatility of more than 2% back and forth, the options market finally came to a decent level. The rise of the brokerage sector is undoubtedly the easiest to mobilize the sentiment of the sector, especially the daily limit of large brokerages will give the market infinite reverie. The fly in the ointment is that there is only one Zhejiang businessman's daily limit, and the continuation of the first needs to be marked with a question mark. From the perspective of the strength of the market, the CSI 500 is more resistant to falling, and once it rises more, the weakest is naturally the SSE 50. Therefore, it is very important to be bullish and short on the target.

In terms of options, the put contract has been on a roller coaster ride today, and the put contract of the CSI 500 part has been cut in half. The increase was smaller, and the subscription increase was around 30%. The Growth Enterprise Market (GEM) has risen significantly, with at-the-money subscriptions rising by around 50%, and out-of-the-money options having risen significantly. The increase in science and technology is relatively high, and the subscription increase near parity is around 50%.

The hidden wave rose sharply this morningHowever, in the afternoon, the reverse v of the target, especially the abnormal movement of the brokerage sector, began to change from a negative correlation to a bit of positive correlation, if the brokerage sector can continue, the market's bullish sentiment can really be mobilized, after all, the index has indeed fallen enough in this position.

**The fluctuation is indeed too fast, today a day directly 50 and 300 new lows, and then to the reverse v, now it has arrived, is it to continue to meet the highs, so this is as high as **? Or can you continue to chase more? The core of it is to keep an eye on the brokerage sector, and the second is to pay attention to the performance of the CSI 500. If you go long, you will be the strongest, and if you are short, you will be the weakest.

In terms of market statistics

In terms of market statistics, 20,000 contracts were subscribed and 30,000 contracts were added, and the sell-to-purchase ratio was calculated as the total position ratio of 50 and 300, and the ratio of the subscribed position to the put position.

The sell-to-purchase ratio is 058, yesterday's selling ratio was 055, the target bottomed out and rebounded slightly, and the subscribers reduced their positions slightly, while the short positions were slightly increased by puts, resulting in a sell-to-buy ratio of **003

Summary:

**Refresh the low point again in the morning, and at the same time** with the rising wave, after the bottom of 2930, *** turned red in the afternoon, and at present** formed a double bottom structure.

The upward trend of the market is gradually opening, and the market will usher in a wave. At the same time, the volatility of the market will continue to decline, and the buyer's advantage is not obvious.

Tomorrow's strategy: continue to hunt for dips

Short SSE 50 underlying contract options

2350 put

2300 for sale

Short CSI 300 underlying contract selection

3500 for sale

3500 put

Go long on 50 underlying contract options

2300 subscription

2300 sell

Go long on 300 underlying contract options

3400 subscriptions

3400 sell

Do a good job of taking profit and stop loss, and strictly follow the trading plan.

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