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股指期权日报-20250624
Hua Tai Qi Huo·2025-06-24 07:32

Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core Viewpoint No clear core viewpoint was found in the provided content. 3. Summary by Directory Option Trading Volume - On June 23, 2025, the trading volume of SSE 50 ETF options was 1.3494 million contracts; CSI 300 ETF options (Shanghai) was 1.0098 million contracts; CSI 500 ETF options (Shanghai) was 1.5303 million contracts; Shenzhen 100 ETF options was 0.0629 million contracts; ChiNext ETF options was 1.106 million contracts; SSE 50 index options was 0.0259 million contracts; CSI 300 index options was 0.0574 million contracts; and CSI 1000 options was 0.1418 million contracts [1][19] Option PCR - SSE 50 ETF options' trading - volume PCR was 1.01, with a +0.03 change compared to the previous period; position - volume PCR was 0.99, with a +0.07 change [2][29] - CSI 300 ETF options (Shanghai)' trading - volume PCR was 1.06, with a - 0.09 change; position - volume PCR was 0.84, with a +0.00 change [2][29] - CSI 500 ETF options (Shanghai)' trading - volume PCR was 1.24, with a - 0.15 change; position - volume PCR was 1.02, with a +0.02 change [2][29] - Shenzhen 100 ETF options' trading - volume PCR was 1.54, with a +0.33 change; position - volume PCR was 0.96, with a - 0.02 change [2][29] - ChiNext ETF options' trading - volume PCR was 1.18, with a - 0.05 change; position - volume PCR was 0.81, with a +0.03 change [2][29] - SSE 50 index options' trading - volume PCR was 0.78, with a +0.13 change; position - volume PCR was 0.71, with a +0.01 change [2][29] - CSI 300 index options' trading - volume PCR was 0.97, with a - 0.01 change; position - volume PCR was 0.64, with a +0.00 change [2][29] - CSI 1000 index options' trading - volume PCR was 1.08, with a - 0.07 change; position - volume PCR was 0.87, with a +0.04 change [2][29] Option VIX - SSE 50 ETF options' VIX was 13.38%, with a - 0.12% change compared to the previous period [3][44] - CSI 300 ETF options (Shanghai)' VIX was 13.18%, with a - 0.95% change [3][44] - CSI 500 ETF options (Shanghai)' VIX was 18.50%, with a - 0.72% change [3][44] - Shenzhen 100 ETF options' VIX was 16.20%, with a - 0.57% change [3][44] - ChiNext ETF options' VIX was 20.21%, with a - 1.10% change [3][44] - SSE 50 index options' VIX was 14.59%, with a - 0.30% change [3][44] - CSI 300 index options' VIX was 14.83%, with a - 0.91% change [3][44] - CSI 1000 index options' VIX was 20.17%, with a - 0.81% change [3][44]