Report Industry Investment Rating No relevant content provided. Core Viewpoints - The trading volume of financial options reached 7.83 million contracts, indicating relatively active trading in the financial options market. The trading volume of most varieties' PCR ratios was significantly lower than 1, suggesting that the call options in the options market were more popular than put options [1][3]. - The VIX of SSE CSI 500 ETF options rose by 0.40%. The VIX indexes of various ETF options on the SSE increased to varying degrees, the VIX of Shenzhen GEM ETF options on the SZSE rose by 1.09%, and the VIX index of CFFEX CSI 300 index options rose by 0.48% [1][3]. Summary by Directory 1. Market Quick View 1.1 Trading Volume and Open Interest - The closing prices, price changes, option trading volumes, option open interests, trading volume PCRs, and open interest PCRs of multiple options such as SSE SSE 50 ETF, SSE CSI 300 ETF, and SSE CSI 500 ETF were presented. For example, the closing price of SSE SSE 50 ETF was 2.715, with a price increase of 0.89%, trading volume of 1,285,515 contracts, and open interest of 1,594,677 contracts [5]. 1.2 Volatility - The implied volatility indexes (VIX), IV price changes (absolute values), skewness indexes, historical volatilities (30 - day and 90 - day), and implied - historical differences of multiple options were provided. For instance, the VIX of SSE SSE 50 ETF was 16.90, with an IV price increase of 0.60%, and a historical volatility of 21.94% (30 - day) [9]. 2. Product Research 2.1 SSE SSE 50 ETF Options - Charts related to the volatility smile curve, volatility term structure, VIX index, SKEW index, trading volume PCR, and open interest PCR were presented [14]. 2.2 SSE CSI 300 ETF Options - Similar to 2.1, relevant charts for SSE CSI 300 ETF options were provided, including the volatility smile curve, volatility term structure, etc. [17]. 2.3 SSE CSI 500 ETF Options - Charts of the volatility smile curve, volatility term structure, VIX index, SKEW index, trading volume PCR, and open interest PCR for SSE CSI 500 ETF options were shown [22]. 2.4 SSE STAR 50 ETF Options - Relevant charts for SSE STAR 50 ETF options, such as the volatility smile curve and volatility term structure, were presented [25]. 2.5 SSE STAR - BOARD 50 ETF Options - Similar to the above, charts related to SSE STAR - BOARD 50 ETF options were provided [29]. 2.6 SZSE CSI 300 ETF Options - Charts of the volatility smile curve, volatility term structure, VIX index, SKEW index, trading volume PCR, and open interest PCR for SZSE CSI 300 ETF options were shown [32]. 2.7 SZSE CSI 500 ETF Options - Relevant charts for SZSE CSI 500 ETF options, including the volatility smile curve and volatility term structure, were presented [36].
金融期权日报-20250417
Yin He Qi Huo·2025-04-17 08:13