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股指期权日报-20250521
Hua Tai Qi Huo·2025-05-21 07:25

Report Summary 1. Report Industry Investment Rating No information provided. 2. Core Viewpoint No information provided. 3. Summary by Directory I. Option Trading Volume - On May 20, 2025, the trading volume of SSE 50 ETF options was 986,000 contracts; CSI 300 ETF options (Shanghai) was 864,700 contracts; CSI 500 ETF options (Shanghai) was 1,132,800 contracts; Shenzhen 100 ETF options was 80,200 contracts; ChiNext ETF options was 1,119,100 contracts; SSE 50 index options was 24,300 contracts; CSI 300 index options was 49,200 contracts; and CSI 1000 options was 131,700 contracts [1][21]. II. Option PCR - SSE 50 ETF options' turnover PCR was 0.57, with a -0.31 change from the previous period; position PCR was 1.09, with a +0.04 change [2][38]. - CSI 300 ETF options (Shanghai)' turnover PCR was 0.69, with a -0.24 change; position PCR was 0.98, with a +0.06 change [2][38]. - CSI 500 ETF options (Shanghai)' turnover PCR was 0.90, with a -0.32 change; position PCR was 1.03, with a +0.08 change [2][38]. - Shenzhen 100 ETF options' turnover PCR was 0.61, with a -0.50 change; position PCR was 0.98, with a +0.01 change [2][38]. - ChiNext ETF options' turnover PCR was 0.72, with a -0.43 change; position PCR was 0.88, with a +0.04 change [2][38]. - SSE 50 index options' turnover PCR was 0.46, with a -0.24 change; position PCR was 0.60, with a -0.01 change [2][38]. - CSI 300 index options' turnover PCR was 0.72, with a -0.25 change; position PCR was 0.63, with a +0.02 change [2][38]. - CSI 1000 index options' turnover PCR was 0.91, with a -0.20 change; position PCR was 0.83, with a +0.02 change [2][38]. III. Option VIX - SSE 50 ETF options' VIX was 14.97%, with a +0.42% change from the previous period [3][55]. - CSI 300 ETF options (Shanghai)' VIX was 15.33%, with a +0.21% change [3][55]. - CSI 500 ETF options (Shanghai)' VIX was 19.31%, with a +0.51% change [3][55]. - Shenzhen 100 ETF options' VIX was 17.73%, with a +0.48% change [3][55]. - ChiNext ETF options' VIX was 24.42%, with a +0.54% change [3][55]. - SSE 50 index options' VIX was 16.42%, with a +0.75% change [3][55]. - CSI 300 index options' VIX was 16.43%, with a +0.47% change [3][55]. - CSI 1000 index options' VIX was 22.18%, with a -0.15% change [3][55].