股指期权日报-20250429
Hua Tai Qi Huo·2025-04-29 07:43
  1. Report Industry Investment Rating - No relevant information provided 2. Core View of the Report - The report presents the trading data of stock index options on April 28, 2025, including option trading volume, PCR, and VIX, to reflect the market conditions of various stock index options [1][2][3] 3. Summary by Directory Option Trading Volume - On April 28, 2025, the trading volume of SSE 50 ETF options was 531,500 contracts; CSI 300 ETF options (Shanghai) was 458,100 contracts; CSI 500 ETF options (Shanghai) was 698,100 contracts; Shenzhen 100 ETF options was 23,500 contracts; ChiNext ETF options was 543,300 contracts; SSE 50 stock index options was 15,800 contracts; CSI 300 stock index options was 36,700 contracts; and CSI 1000 options was 146,100 contracts [1] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.93, with a month - on - month change of +0.12; the position PCR was 0.97, with a month - on - month change of +0.05. Similar data for other options are also provided, such as the turnover PCR of CSI 300 ETF options (Shanghai) was 1.08, with a month - on - month change of +0.14; the position PCR was 0.86, with a month - on - month change of +0.01 [2] Option VIX - The VIX of SSE 50 ETF options was reported at 15.81%, with a month - on - month change of +0.30%; the VIX of CSI 300 ETF options (Shanghai) was 17.24%, with a month - on - month change of +0.31%. Similar data for other options are also provided, like the VIX of CSI 1000 stock index options was 27.12%, with a month - on - month change of +0.58% [3]
股指期权日报-20250429 - Reportify