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股指期权日报-20250522
Hua Tai Qi Huo·2025-05-22 09:51

Report Industry Investment Rating No relevant content provided. Report's Core View The report presents a daily overview of the stock index options market, including option trading volume, PCR (Put-Call Ratio), and VIX (Volatility Index) data for various stock index options on May 21, 2025. Summary by Related Catalogs Option Trading Volume - On May 21, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 963,300 contracts; the trading volume of Shanghai Stock Exchange 300 ETF options was 759,000 contracts; the trading volume of Shanghai Stock Exchange 500 ETF options was 925,100 contracts; the trading volume of Shenzhen 100 ETF options was 66,500 contracts; the trading volume of ChiNext ETF options was 1,186,200 contracts; the trading volume of Shanghai Stock Exchange 50 stock index options was 20,600 contracts; the trading volume of Shanghai Stock Exchange 300 stock index options was 50,700 contracts; and the total trading volume of China Securities 1000 options was 96,000 contracts [1]. Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.52, with a month - on - month change of - 0.05; the position PCR was reported at 1.15, with a month - on - month change of + 0.06. Similar data were provided for other types of options [2]. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 15.53%, with a month - on - month change of + 0.55%. Similar data were provided for other types of options [3].