PCR指标,即Put-Call Ratio,是一个衡量市场情绪的重要指标,用于反映看跌期权合约(Put)与看涨期权合约(Call)的交易或持仓比例。PCR指标的计算可以基于期权的成交量或持仓量,通过计算看跌期权与看涨期权的比率来得到PCR的数值。多种因素可以影响PCR指标,以下是其中的一些主要因素:市场情绪:市场情绪是影响PCR指标的关键因素...
多空指标PCR即Put Call Ratio,是指期权看跌看涨比,是衡量市场对于标的资产走势看法的重要指标之一,通过比较看跌期权持仓量与看涨期权持仓量的比率,为投资者提供对市场情绪和预期的一种参考.以下是具体介绍:计算方法PCR的计算方式是将看跌期权持仓量除以看涨期权持仓量,即PCR=看跌期权持仓量/看涨期权持仓量....
Put-Call Ratio买入-出售比率出售期权与买入期权交易量的比率，用作评估市场的投资气氛。对于各个投资领域内的专业人员，包括基金经理、证券分析师、财务总监、投资顾问、投资银行家、交易员等等，CFA非常重要；它直接证明了你的职业素养和能力，被投资业看成一个“黄金标准”,这一资格被认为是投资业界中具...
Call Option Explained A call option is a financial contract that gives the holder the right, but not the obligation, to buy an underlying asset at a predetermined price (strike price) within a specific period. Call options are used to profit from anticipated price increases in the underlying ...
美股交易市场中比较流行的是Put-Call Ratio。Put/Call Ratio认沽-认购比率(亦或看跌看涨期权)是一个被投资者广泛用于衡量市场整体情绪的衡量标准。 “Put看跌”或看跌期权是以预定价格出售资产的权利。“Call看涨”或看涨期权是以预定价格购买资产的权利。
put/call ratioS&P 500 indexSummary This chapter reviews the use of the concept put/call ratio in stock market. It is the number of put options divided by the number of call options on the S&P 500 index as reported daily by the Chicago Board Options Exchange. It is explained that the ...
波动率锥与期权看跌涨比率(PUT/ CALL RATIO) 波动率锥通显示不同时间周期历史波动率百分位点,与隐含波动率进行比较,简单来说波动率终究会回归理性。如图所示,横轴表示不同周期时间,纵轴表示波动率,分别表示波动率各种百分位,如最大值、95%、50%,5%分位数以及最小值。注意是同周期对比,比如我们比较30天到期期权...
Put-call ratio. Since investors buy put options when they expect the market to fall, and call options when they expect the market to rise, the relationship of puts to calls, called the put-call ratio, gives analysts a way to measure the relative optimism or pessimism of the marketplace. ...
The put-call ratio is a measurement that is widely used by investors to gauge the overall mood of a market. A rising ratio suggests bearish sentiment.
Put Call Ratio是以期权交易活动为基础的指标,用于衡量市场上买入看跌期权合约(Put)与买入看涨期权合约(Call)的比例。基于买家的利益,PCR指标可以体现市场的看涨情绪和看跌情绪之间的相对强弱。通常情况下,看涨情绪较强时,投资者更倾向于购买看涨期权,PCR指标较低;而看跌情绪较强时,则更倾向于购买看跌期权,PCR指标较...