股指期权日报-20250708
Hua Tai Qi Huo·2025-07-08 09:39
- Report Industry Investment Rating - No relevant content provided 2. Core View of the Report - The report provides a daily overview of the stock index options market, including option trading volume, PCR, and VIX data for various types of options on July 7, 2025 [1][2][3] 3. Summary by Related Catalogs Option Trading Volume - On July 7, 2025, the trading volumes of different options were as follows: 683,800 contracts for SSE 50 ETF options; 720,900 contracts for CSI 300 ETF options (Shanghai market); 823,100 contracts for CSI 500 ETF options (Shanghai market); 60,500 contracts for Shenzhen 100 ETF options; 870,800 contracts for ChiNext ETF options; 22,600 contracts for SSE 50 index options; 56,500 contracts for CSI 300 index options; and 132,800 contracts for CSI 1000 options [1] Option PCR - The PCR data of different options on July 7, 2025, showed that the turnover PCR and position PCR of each option had different degrees of change. For example, the turnover PCR of SSE 50 ETF options was 0.83, with a month - on - month change of +0.23; the position PCR was 1.03, with a month - on - month change of - 0.04 [2] Option VIX - The VIX data of different options on July 7, 2025, showed an upward trend across the board. For example, the VIX of SSE 50 ETF options was 14.54%, with a month - on - month change of +0.25%; the VIX of CSI 300 ETF options (Shanghai market) was 14.90%, with a month - on - month change of +0.44% [3]