华泰期货股指期权日报-20250710

Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various index options on July 9, 2025, including option volume, PCR, and VIX, to reflect the market situation of index options [1][2][3] Summary by Directory Option Volume - On July 9, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 978,300 contracts; the trading volume of Shanghai Stock Exchange 300 ETF options was 1,051,700 contracts; the trading volume of Shanghai Stock Exchange 500 ETF options was 1,262,700 contracts; the trading volume of Shenzhen 100 ETF options was 96,400 contracts; the trading volume of ChiNext ETF options was 1,522,800 contracts; the trading volume of Shanghai Stock Exchange 50 index options was 32,600 contracts; the trading volume of Shanghai Stock Exchange 300 index options was 92,900 contracts; the total trading volume of China Securities 1000 options was 200,500 contracts [1][22] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.63, with a month - on - month change of +0.07; the position PCR was reported at 1.07, with a month - on - month change of +0.02. Similar data for other options were also presented, showing different changes in turnover PCR and position PCR [2][30] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 15.21%, with a month - on - month change of +0.08%; the VIX of Shanghai Stock Exchange 300 ETF options was reported at 15.59%, with a month - on - month change of +0.16%; and so on for other options, each with its own VIX value and month - on - month change [3][44]