华泰期货股指期权日报-20250619

Report Investment Rating - No investment rating information provided in the report. Core View - The report provides a daily overview of the stock index options market, including option trading volume, PCR, and VIX data for various options on June 18, 2025, to help investors understand the market dynamics [1][2][3]. Summary by Directory Option Trading Volume - On June 18, 2025, the trading volumes of different options were as follows: Shanghai - Shenzhen 50 ETF option was 890,100 contracts; CSI 300 ETF option (Shanghai) was 1,042,400 contracts; CSI 500 ETF option (Shanghai) was 1,736,100 contracts; Shenzhen 100 ETF option was 56,000 contracts; ChiNext ETF option was 818,800 contracts; Shanghai - Shenzhen 50 stock index option was 30,200 contracts; CSI 300 stock index option was 76,800 contracts; and CSI 1000 option was 212,700 contracts [1]. Option PCR - The PCR data of different options showed various changes. For example, the turnover PCR of Shanghai - Shenzhen 50 ETF option was 0.89, with a month - on - month change of - 0.06; the position PCR was 0.90, with a month - on - month change of - 0.01. Each option's PCR had different trends in turnover and position [2]. Option VIX - The VIX values of different options also had different changes. For instance, the VIX of Shanghai - Shenzhen 50 ETF option was 14.22%, with a month - on - month change of + 0.27%. The VIX of other options also showed different upward or downward trends [3].