Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core Viewpoint No clear core viewpoint is presented in the given content. It mainly provides data on the stock index options market. 3. Summary by Directory Option Trading Volume - On July 8, 2025, the trading volumes of various options were as follows: Shanghai - Shenzhen 50ETF option was 1.1057 million contracts; CSI 300ETF option (Shanghai market) was 1.2542 million contracts; CSI 500ETF option (Shanghai market) was 1.677 million contracts; Shenzhen 100ETF option was 0.1023 million contracts; GEM ETF option was 1.686 million contracts; Shanghai - Shenzhen 50 stock index option was 0.0349 million contracts; CSI 300 stock index option was 0.0941 million contracts; and CSI 1000 option total trading volume was 0.2711 million contracts [1]. Option PCR - The turnover PCR and position PCR of various options and their changes are as follows: For Shanghai - Shenzhen 50ETF option, turnover PCR was 0.57 (a - 0.26 change), and position PCR was 1.05 (a + 0.01 change); for CSI 300ETF option (Shanghai market), turnover PCR was 0.48 (a - 0.19 change), and position PCR was 0.90 (a + 0.04 change); for CSI 500ETF option (Shanghai market), turnover PCR was 0.56 (a - 0.33 change), and position PCR was 1.17 (a + 0.10 change); for Shenzhen 100ETF option, turnover PCR was 0.56 (a - 0.49 change), and position PCR was 1.14 (a + 0.00 change); for GEM ETF option, turnover PCR was 0.50 (a - 0.43 change), and position PCR was 0.99 (a + 0.14 change); for Shanghai - Shenzhen 50 stock index option, turnover PCR was 0.32 (a - 0.08 change), and position PCR was 0.57 (a - 0.02 change); for CSI 300 stock index option, turnover PCR was 0.36 (a - 0.15 change), and position PCR was 0.70 (a + 0.00 change); for CSI 1000 stock index option, turnover PCR was 0.52 (a - 0.34 change), and position PCR was 1.03 (a + 0.05 change) [2]. Option VIX - The VIX and its changes of various options are as follows: For Shanghai - Shenzhen 50ETF option, VIX was 15.13% (a + 0.59% change); for CSI 300ETF option (Shanghai market), VIX was 15.43% (a + 0.53% change); for CSI 500ETF option (Shanghai market), VIX was 20.09% (a + 0.86% change); for Shenzhen 100ETF option, VIX was 17.90% (a + 0.73% change); for GEM ETF option, VIX was 23.35% (a - 0.43% change); for Shanghai - Shenzhen 50 stock index option, VIX was 16.59% (a + 0.79% change); for CSI 300 stock index option, VIX was 16.60% (a + 0.96% change); for CSI 1000 stock index option, VIX was 21.57% (a + 0.38% change) [3].
华泰期货股指期权日报-20250709
Hua Tai Qi Huo·2025-07-09 12:14