股指期权日报-20250704

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, and VIX data for various types of options on July 3, 2025. 3. Summary by Directory I. Option Trading Volume - On July 3, 2025, the trading volumes of different options were as follows: Shanghai Stock Exchange 50 ETF option was 707,900 contracts; CSI 300 ETF option (Shanghai market) was 791,900 contracts; CSI 500 ETF option (Shanghai market) was 1,065,800 contracts; Shenzhen 100 ETF option was 83,100 contracts; ChiNext ETF option was 1,261,200 contracts; Shanghai Stock Exchange 50 stock index option was 17,500 contracts; CSI 300 stock index option was 72,000 contracts; and CSI 1000 option was 166,600 contracts [1]. II. Option PCR - The PCR data of different options on July 3, 2025, showed various changes. For example, the turnover PCR of Shanghai Stock Exchange 50 ETF option was 0.70, with a month - on - month change of +0.04; the position PCR was 0.98, with a month - on - month change of +0.03. Each option type had its own specific PCR values and changes [2]. III. Option VIX - The VIX data of different options on July 3, 2025, also had different changes. For instance, the VIX of Shanghai Stock Exchange 50 ETF option was 13.99%, with a month - on - month change of +0.03%. Each option type had its own VIX value and change rate [3].