股指期权日报-20250620

Report Industry Investment Rating - Not provided Core Viewpoints - Not provided Summary by Directory 1. Option Trading Volume - On June 19, 2025, the trading volume of SSE 50 ETF options was 1.1514 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.1973 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.8946 million contracts; the trading volume of Shenzhen 100 ETF options was 0.0729 million contracts; the trading volume of ChiNext ETF options was 1.1365 million contracts; the trading volume of SSE 50 index options was 0.0346 million contracts; the trading volume of CSI 300 index options was 0.1010 million contracts; the total trading volume of CSI 1000 options was 0.2726 million contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the previous day [19] 2. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 1.16, with a month - on - month change of +0.28; the open interest PCR was reported at 0.87, with a month - on - month change of - 0.03. Similar data for other options are also provided [2] - The table presents the turnover PCR, month - on - month change, open interest PCR, and month - on - month change of various index ETF options on the previous day [32] 3. Option VIX - The VIX of SSE 50 ETF options was reported at 14.36%, with a month - on - month change of +0.14%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 14.98%, with a month - on - month change of - 0.38%. Similar data for other options are also given [3] - The table shows the VIX and month - on - month change values of various index ETF options on the previous day [46]