华泰期货股指期权日报-20250625

Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various index options on June 24, 2025, including trading volume, PCR, and VIX, to reflect the market conditions of index options [1][2][3] Summary by Directory Option Trading Volume - On June 24, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.6182 million contracts; the trading volume of Shanghai Stock Exchange 300 ETF options was 1.3402 million contracts; the trading volume of Shanghai Stock Exchange 500 ETF options was 1.7774 million contracts; the trading volume of Shenzhen 100 ETF options was 65,600 contracts; the trading volume of ChiNext ETF options was 1.6269 million contracts; the trading volume of Shanghai Stock Exchange 50 index options was 45,800 contracts; the trading volume of Shanghai Stock Exchange 300 index options was 89,000 contracts; the total trading volume of China Securities 1000 options was 202,000 contracts [1] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.53, with a month - on - month change of - 0.48; the position PCR was reported at 1.09, with a month - on - month change of + 0.10. Similar data for other options are also presented, showing the changes in turnover and position PCR of different index options [2] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 14.07%, with a month - on - month change of + 0.69%; the VIX of Shanghai Stock Exchange 300 ETF options was reported at 14.35%, with a month - on - month change of + 1.17%. Similar data for other options are also provided, reflecting the volatility index changes of different index options [3]