上证50etf
年度 收盘最低 最低日期 收盘最高 最高日期 当年波动
2004 1.000 2004/12/30
2005 0.705 2005/06/03 0.880 2005/02/25 24.82%
2006 0.829 2006/01/04 1.788 2006/12/29 115.68%
2007 1.776 2007/01/05 4.599 2007/10/16 158.95%
2008 1.323 2008/10/27 4.437 2008/01/14 235.37%
2009 1.397 2009/01/13 2.838 2009/08/03 103.15%
2010 1.819 2010/07/05 2.544 2010/01/05 39.86%
2011 1.606 2011/12/27 2.190 2011/04/13 36.36%
2012 1.533 2012/12/03 1.886 2012/05/04 23.03%
2013 1.527 2013/12/26 2.072 2013/02/06 35.69%
2014 1.408 2014/03/10 2.552 2014/12/31 81.25%
2015 1.886 2015/08/25 3.427 2015/06/08 81.71%
2016 1.915 2016/01/28 2.460 2016/11/28 28.46%
2017 2.296 2017/01/12 3.067 2017/11/22 33.58%
2018 2.275 2018/12/26 3.180 2018/02/05 39.78%
2019 2.255 2019/01/02 3.086 2019/11/05 36.85%
2020 2.553 2020/03/23 3.634 2020/12/31 42.34%
2021 3.108 2021/08/20 4.012 2021/02/10 29.09%
年度 收盘最低 最低日期 收盘最高 最高日期 当年波动
2004 1.000 2004/12/30
2005 0.705 2005/06/03 0.880 2005/02/25 24.82%
2006 0.829 2006/01/04 1.788 2006/12/29 115.68%
2007 1.776 2007/01/05 4.599 2007/10/16 158.95%
2008 1.323 2008/10/27 4.437 2008/01/14 235.37%
2009 1.397 2009/01/13 2.838 2009/08/03 103.15%
2010 1.819 2010/07/05 2.544 2010/01/05 39.86%
2011 1.606 2011/12/27 2.190 2011/04/13 36.36%
2012 1.533 2012/12/03 1.886 2012/05/04 23.03%
2013 1.527 2013/12/26 2.072 2013/02/06 35.69%
2014 1.408 2014/03/10 2.552 2014/12/31 81.25%
2015 1.886 2015/08/25 3.427 2015/06/08 81.71%
2016 1.915 2016/01/28 2.460 2016/11/28 28.46%
2017 2.296 2017/01/12 3.067 2017/11/22 33.58%
2018 2.275 2018/12/26 3.180 2018/02/05 39.78%
2019 2.255 2019/01/02 3.086 2019/11/05 36.85%
2020 2.553 2020/03/23 3.634 2020/12/31 42.34%
2021 3.108 2021/08/20 4.012 2021/02/10 29.09%
0
2021-12-31收盘期权户资产余额103.1261,50etf价格3.256,持仓卖沽147张,卖购17张,买购6张。22年50etf几大猜想:1.实际波动进一步降低,低IV会持续较长时间,需要特定事件来打破;2.根据历年高低位置使用FV公式预测,预计标的价格3.2-4.2,实际有较大可能在3.2-3.8之间波动。计划全年按照中性偏多持仓