股指期权日报-20250702

Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core View The report presents a daily overview of the stock index options market, including option trading volume, PCR (Put - Call Ratio), and VIX (Volatility Index) for various stock index options on July 1, 2025. 3. Summary by Related Catalogs Option Trading Volume - On July 1, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 605,600 contracts; CSI 300 ETF options (Shanghai market) was 615,800 contracts; CSI 500 ETF options (Shanghai market) was 915,200 contracts; Shenzhen 100 ETF options was 47,300 contracts; ChiNext ETF options was 718,100 contracts; Shanghai Stock Exchange 50 stock index options was 17,400 contracts; CSI 300 stock index options was 55,200 contracts; and CSI 1000 options was 171,900 contracts [1][21]. Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.76, with a month - on - month change of - 0.03; the position PCR was 0.93, with a month - on - month change of + 0.04. For other options, similar data are provided, showing different changes in turnover PCR and position PCR [2][33]. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 14.17%, with a month - on - month change of - 0.24%; the VIX of CSI 300 ETF options (Shanghai market) was 13.89%, with a month - on - month change of - 0.45%. Similar data for other options show various changes in VIX values [3][48].