华泰期货股指期权日报-20250703

Report Industry Investment Rating - Not provided Core Viewpoints - Not provided Summary by Directory Option Trading Volume - On July 2, 2025, the trading volume of SSE 50 ETF options was 678,200 contracts; CSI 300 ETF options (Shanghai market) was 689,700 contracts; CSI 500 ETF options (Shanghai market) was 856,400 contracts; Shenzhen 100 ETF options was 46,400 contracts; ChiNext ETF options was 807,800 contracts; SSE 50 index options was 18,300 contracts; CSI 300 index options was 54,500 contracts; and CSI 1000 options was 161,700 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the same day [20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.66, with a month - on - month change of - 0.10; the open interest PCR was 0.95, with a month - on - month change of + 0.02. Similar data for other options are also provided, including CSI 300 ETF options, CSI 500 ETF options, etc. [2] - A table presents the turnover PCR, its month - on - month change, open interest PCR, and its month - on - month change for various index ETF options [34] Option VIX - The VIX of SSE 50 ETF options was reported at 13.95%, with a month - on - month change of - 0.22%; CSI 300 ETF options (Shanghai market) was 13.62%, with a month - on - month change of - 0.27%; and so on for other options [3] - A table shows the VIX and its month - on - month change for various index ETF options [50]