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华泰期货股指期权日报-20250707
Hua Tai Qi Huo·2025-07-07 02:49

Report Summary 1. Report Industry Investment Rating No information provided in the given text. 2. Core View of the Report The report presents a daily overview of the stock index options market on July 4, 2025, including option trading volume, PCR (Put - Call Ratio), and VIX (Volatility Index) for various stock index options such as上证50ETF期权,沪深300ETF期权, etc. 3. Summary by Relevant Catalogs Option Trading Volume - On July 4, 2025, the trading volume of上证50ETF期权 was 1.6667 million contracts; 沪深300ETF期权 (Shanghai market) was 1.6003 million contracts; 中证500ETF期权 (Shanghai market) was 1.627 million contracts; 深证100ETF期权 was 0.0821 million contracts; 创业板ETF期权 was 1.5263 million contracts; 上证50股指期权 was 0.0593 million contracts; 沪深300股指期权 was 0.1381 million contracts; 中证1000期权 total trading volume was 0.2867 million contracts [1][21]. Option PCR - The turnover PCR of上证50ETF期权 was reported at 0.60, with a month - on - month change of - 0.09; the position PCR was 1.07, with a month - on - month change of + 0.10. Similar data is provided for other options [2][31]. Option VIX - The VIX of上证50ETF期权 was reported at 14.29%, with a month - on - month change of + 0.30%. For other options, the VIX and their month - on - month changes are also presented [3][45].