Current location - Trademark Inquiry Complete Network - Tian Tian Fund - Where to find 50etf options leverage
Where to find 50etf options leverage

Generally, you can clearly see the leverage ratio of 50ETF options on the market trading software. You don't need to calculate it yourself. You only need to find the options section to check it.

: Many people may know that option leverage only represents the leverage level in a short period of time, but if you want to do long-term trading, is this judgment method still valid? In fact, for SSE 50 ETF options, it does not matter how long the option is held.

How long does it take? The final actual leverage level will generally not exceed the ratio of the futures price to the option price when the position was first established.

SSE 50ETF option leverage has the following characteristics: 1. Under the same conditions, option leverage will gradually increase as the remaining time decreases.

We can also understand that as time decreases, the price of the option will gradually decrease, so the leverage will increase.

2. Different contracts have different leverages in different periods.

At the beginning of the contract of the month, the leverage is small; in the middle and late stages, the leverage will become larger; by the week of contract delivery, the leverage will become smaller again.

At the beginning of the month's contract, the leverage of the at-the-money contract is the largest; in the middle and late stages, the leverage of the out-of-the-money contract is the largest.

3. As the remaining time decreases, the leverage changes of options will gradually accelerate.

This is mainly due to the accelerated price fluctuations of options approaching expiration and the accelerated changes in delta values ??(except for deep in-value and deep out-of-value options).

4. Under normal circumstances, the leverage is about 20 times, which means that the 50ETF (510050) will increase by 1% and the option contract will increase by 20%.

But if you combine the remaining time of the contract with different at-value and out-of-the-money contracts, the leverage may be more than a hundred times.

For investors who want to invest in SSE 50 ETF options, they should focus on changes in the options' leverage. If you are a long-term investor, you should also pay additional attention to the ratio of futures prices to option prices when opening a position.