独家：沪深权证市场交易数据统计分析报告(5)

　　4、附表4 认购与认沽权证相关指标对比

交易日期	认购证 平均隐含 波动率	认沽证 平均隐含 波动率	认购证 平均溢价比率	认沽证 平均溢价比率	认购证 平均换手率	认沽证 平均换手率
05-11-23	119.45%	88.85%	48.29%	28.88%	148.29%	2.15%
05-11-24	135.95%	124.48%	53.52%	41.94%	116.00%	8.49%
05-11-25	149.18%	166.82%	56.00%	56.36%	150.18%	65.76%
05-11-28	133.82%	123.56%	53.21%	41.29%	328.62%	2.73%
05-11-29	122.60%	89.79%	49.46%	29.47%	280.67%	2.32%
05-11-30	125.01%	90.54%	48.99%	30.42%	228.43%	180.07%
05-12-1	130.56%	92.64%	50.90%	30.91%	199.44%	120.02%
05-12-2	120.74%	80.10%	49.44%	25.07%	193.78%	76.44%
05-12-5	136.54%	78.28%	52.95%	25.38%	230.32%	46.10%
05-12-6	133.33%	77.83%	51.40%	24.75%	204.02%	121.14%
05-12-7	135.62%	72.60%	52.71%	23.02%	178.14%	90.71%
05-12-8	134.73%	73.96%	53.49%	23.60%	107.75%	157.13%
05-12-9	122.37%	71.60%	48.72%	23.53%	109.34%	82.82%
05-12-12	118.31%	72.45%	47.35%	24.19%	114.91%	76.24%
05-12-13	117.75%	71.23%	47.87%	23.72%	108.28%	81.52%
05-12-14	114.16%	71.10%	47.49%	24.39%	96.36%	41.99%
05-12-15	113.35%	70.40%	46.84%	23.83%	93.19%	48.03%
05-12-16	108.79%	74.36%	43.87%	26.13%	67.30%	69.57%
05-12-19	121.81%	80.01%	48.00%	28.11%	124.35%	79.99%
05-12-20	128.18%	82.99%	49.35%	29.24%	169.42%	104.40%
05-12-21	127.58%	83.34%	49.66%	28.81%	121.46%	149.83%
05-12-22	131.58%	85.97%	51.49%	29.88%	180.84%	102.21%
05-12-23	124.48%	82.27%	49.11%	28.63%	77.42%	89.88%
05-12-26	115.88%	80.68%	45.63%	28.50%	61.67%	65.86%
05-12-27	117.95%	80.15%	46.20%	28.13%	70.94%	38.68%
05-12-28	115.18%	79.19%	44.46%	27.71%	40.42%	31.21%
05-12-29	110.70%	77.29%	43.61%	27.49%	52.28%	38.54%
05-12-30	113.06%	77.35%	44.57%	27.01%	69.40%	38.02%
06-1-4	115.36%	83.74%	44.80%	30.54%	38.08%	30.78%
06-1-5	119.58%	87.45%	45.36%	32.10%	86.47%	40.84%
06-1-6	115.92%	85.85%	43.23%	31.60%	90.55%	37.47%
06-1-9	116.69%	86.45%	43.15%	31.48%	50.57%	27.44%
06-1-10	114.84%	85.08%	43.25%	31.34%	53.81%	24.04%
06-1-11	115.34%	83.23%	43.34%	30.10%	60.07%	21.53%
06-1-12	109.90%	80.89%	41.37%	29.48%	46.14%	20.74%
06-1-13	111.61%	78.64%	42.75%	27.74%	41.47%	28.43%
06-1-16	120.28%	78.44%	46.77%	26.67%	30.47%	17.58%
06-1-17	117.55%	79.26%	45.41%	27.48%	31.24%	18.55%
06-1-18	112.18%	78.29%	43.27%	27.67%	27.41%	21.83%
06-1-19	106.42%	80.60%	38.82%	29.02%	31.19%	18.22%
06-1-20	103.18%	76.16%	38.61%	27.18%	24.70%	20.93%
06-1-23	90.45%	69.24%	33.57%	25.08%	71.21%	47.28%
06-1-24	85.90%	67.47%	32.54%	25.45%	80.23%	41.36%
06-1-25	82.21%	67.23%	30.91%	26.14%	67.84%	52.47%
06-2-6	94.10%	82.72%	32.09%	32.46%	93.63%	51.65%
06-2-7	103.96%	83.49%	35.69%	31.89%	139.28%	64.50%
06-2-8	97.30%	80.33%	33.03%	31.14%	93.12%	29.19%
06-2-9	103.62%	82.88%	35.02%	31.18%	106.70%	69.22%
06-2-10	100.55%	82.49%	33.29%	31.53%	135.66%	49.67%
06-2-13	103.46%	84.48%	33.75%	31.72%	91.67%	42.22%
06-2-14	102.65%	85.14%	34.00%	32.53%	62.96%	48.12%
06-2-15	103.76%	87.52%	34.60%	33.50%	50.58%	30.35%
06-2-16	102.61%	80.53%	35.90%	30.45%	45.52%	29.93%
06-2-17	94.32%	77.97%	32.77%	30.55%	53.26%	32.44%
06-2-20	101.05%	80.54%	34.63%	31.16%	49.28%	23.07%
06-2-21	96.04%	83.71%	30.90%	32.81%	81.83%	47.16%
06-2-22	97.09%	85.34%	30.43%	33.19%	72.70%	30.86%
06-2-23	92.47%	80.89%	29.03%	31.51%	68.19%	31.40%
06-2-24	93.41%	83.09%	29.03%	32.42%	52.83%	29.57%
06-2-27	99.88%	84.90%	31.90%	31.91%	37.11%	42.02%
06-2-28	95.93%	83.27%	30.36%	31.61%	56.35%	46.52%
06-3-1	97.41%	85.49%	30.97%	32.31%	32.55%	34.09%
06-3-2	95.37%	59.92%	32.06%	24.57%	32.97%	52.41%
06-3-3	91.27%	57.42%	30.53%	23.70%	24.44%	61.85%
06-3-6	91.48%	56.68%	30.15%	23.41%	23.29%	43.04%
06-3-7	92.09%	49.68%	32.03%	19.10%	18.55%	52.56%
06-3-8	92.65%	47.83%	33.30%	18.09%	16.46%	49.69%
06-3-9	104.21%	49.78%	35.90%	18.47%	91.00%	51.51%
06-3-10	99.38%	48.77%	34.03%	18.48%	87.89%	43.56%

　　交易日期认购证平均隐含波动率认沽证平均隐含波动率认购证平均溢价比率认沽证平均溢价比率认购证平均换手率认沽证平均换手率

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