Market review: the market data on the last trading date showed that the marginal change index based on the term structure of volatility and the volatility risk premium in the last three days were neutral, while the marginal change index based on the implied volatility slope of call option, the marginal change index of volatility risk premium in the last one day, the marginal change index of volatility risk premium in the last three days and the implied volatility slope of call option were cautious, Overall, the sentiment of option market is cautious. From the trend of the target day, it opened low in the morning and continued to rise after that. The final target rose 1.46% and the 50 index rose 1.53%, which was higher than the expectation of the crystal ball index.
Short term prediction: as of the market closing on Friday, the crystal ball timing index of Xingzheng option turned to 9 points (optimistic). The option market data show that the marginal change index based on the implied volatility slope of call option, the marginal change index of volatility risk premium in the last day, the marginal change index of volatility term structure, the marginal change index of volatility risk premium in the last three days The closing ratio of call and put options and the volatility risk premium of the last three days are optimistic. Based on the marginal change index of the closing ratio of call and put options and the slope of the implied volatility of call options, the option market is optimistic on the whole.
Risk warning: the conclusion of the timing model is based on historical data, and there is a risk of failure of the model when the market environment changes.
