股指期权日报-20250529

Report Industry Investment Rating - Not provided Core Viewpoints - The report presents the trading data of various index options on May 28, 2025, including trading volume, PCR, and VIX, aiming to reflect the market conditions of index options [1][2][3] Summary by Directory Option Volume - On May 28, 2025, the trading volumes of different index options were as follows: 999,800 contracts for SSE 50 ETF options; 725,700 contracts for CSI 300 ETF options (Shanghai market); 1,065,500 contracts for CSI 500 ETF options (Shanghai market); 46,100 contracts for Shenzhen 100 ETF options; 814,800 contracts for ChiNext ETF options; 11,100 contracts for SSE 50 index options; 38,900 contracts for CSI 300 index options; and 110,400 contracts for CSI 1000 index options [1] Option PCR - The PCR data of different index options on May 28, 2025, showed that the turnover PCR and position PCR of each option had different degrees of change compared with the previous period. For example, the turnover PCR of SSE 50 ETF options was 1.10, with a month - on - month change of +0.00; the position PCR was 0.96, with a month - on - month change of - 0.03 [2] Option VIX - The VIX data of different index options on May 28, 2025, showed that the VIX of each option also had different degrees of change compared with the previous period. For example, the VIX of SSE 50 ETF options was 15.81%, with a month - on - month change of +0.07% [3]