股指期权日报-20250617

Report Industry Investment Rating - Not provided in the content 2. Core View of the Report - The report presents the trading data of various index options on June 16, 2025, including trading volume, PCR, and VIX, to help investors understand the market conditions of index options [1][2][3] 3. Summary by Relevant Catalogs Option Trading Volume - On June 16, 2025, the trading volume of Shanghai - Shenzhen 50ETF options was 949,300 contracts; the trading volume of Shanghai - Shenzhen 300ETF options (Shanghai market) was 702,900 contracts; the trading volume of Shanghai - Shenzhen 500ETF options (Shanghai market) was 1,149,400 contracts; the trading volume of Shenzhen 100ETF options was 61,300 contracts; the trading volume of ChiNext ETF options was 775,100 contracts; the trading volume of Shanghai - Shenzhen 50 index options was 26,700 contracts; the trading volume of Shanghai - Shenzhen 300 index options was 55,500 contracts; the total trading volume of Shanghai - Shenzhen 1000 options was 153,600 contracts [1] - The detailed trading volume data is shown in Table 1, including call trading volume, put trading volume, and total trading volume for each type of option [20] Option PCR - The turnover PCR of Shanghai - Shenzhen 50ETF options was reported at 0.97, with a month - on - month change of - 0.05; the open interest PCR was reported at 0.94, with a month - on - month change of + 0.05. Similar data for other options are also provided, with different month - on - month changes [2] - The detailed PCR data are presented in Table 2, including turnover PCR, month - on - month change, open interest PCR, and month - on - month change for each type of option [35] Option VIX - The VIX of Shanghai - Shenzhen 50ETF options was reported at 14.02%, with a month - on - month change of - 0.24%. Similar data for other options are also provided, with different month - on - month changes [3] - The detailed VIX data are shown in Table 3, including VIX and month - on - month change value for each type of option [51]