股指期权日报-20250411
Hua Tai Qi Huo·2025-04-11 08:43

Report Industry Investment Rating No relevant content provided. Core View of the Report The report presents the trading data of various index options on April 10, 2025, including option trading volume, PCR (Put-Call Ratio), and VIX (Volatility Index), to reflect the market conditions of index options [1][2][3]. Summary by Related Catalogs 1. Option Trading Volume - On April 10, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.3469 million contracts; the trading volume of Shanghai Stock Exchange 300 ETF options was 1.3834 million contracts; the trading volume of Shanghai Stock Exchange 500 ETF options was 1.6548 million contracts; the trading volume of Shenzhen 100 ETF options was 0.0693 million contracts; the trading volume of ChiNext ETF options was 1.8502 million contracts; the trading volume of Shanghai Stock Exchange 50 index options was 0.0492 million contracts; the trading volume of Shanghai Stock Exchange 300 index options was 0.1309 million contracts; the total trading volume of China Securities 1000 options was 0.3643 million contracts [1]. - The detailed trading volume data shows the call and put trading volumes of each option. For example, the call trading volume of Shanghai Stock Exchange 50 ETF options was 0.7526 million contracts, and the put trading volume was 0.5942 million contracts [21]. 2. Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.73, with a month - on - month change of - 0.26; the position PCR was reported at 0.64, with a month - on - month change of + 0.02. Similar data is provided for other options such as Shanghai Stock Exchange 300 ETF options, Shanghai Stock Exchange 500 ETF options, etc. [2]. - The PCR data reflects the ratio of put to call options in terms of turnover and position, and the month - on - month changes can show the market sentiment changes [35]. 3. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 20.38%, with a month - on - month change of - 2.67%. The VIX of other options also showed different degrees of decline, such as the VIX of Shanghai Stock Exchange 300 ETF options was 21.65%, with a month - on - month change of - 3.30% [3]. - The VIX reflects the market's expectation of future volatility, and the decline in VIX indicates that the market expects future volatility to decrease [51].