华泰期货股指期权日报-20250714

Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core View of the Report The report presents a daily overview of the stock index options market, including option trading volume, PCR (Put-Call Ratio), and VIX (Volatility Index) data for various stock index options on July 11, 2025. 3. Summary by Relevant Catalogs I. Option Trading Volume - On July 11, 2025, the trading volumes of various stock index options were as follows: 2.8049 million contracts for SSE 50 ETF options; 2.4201 million contracts for CSI 300 ETF options (Shanghai market); 2.1626 million contracts for CSI 500 ETF options (Shanghai market); 0.1171 million contracts for Shenzhen 100 ETF options; 1.9109 million contracts for ChiNext ETF options; 0.0947 million contracts for SSE 50 stock index options; 0.1967 million contracts for CSI 300 stock index options; and 0.3324 million contracts for CSI 1000 options [1][21]. II. Option PCR - The PCR data of various stock index options on July 11, 2025, are as follows: - SSE 50 ETF options: turnover PCR was 0.45 (a decrease of 0.09 compared to the previous period), and position PCR was 1.22 (an increase of 0.04 compared to the previous period) [2][29]. - CSI 300 ETF options (Shanghai market): turnover PCR was 0.37 (a decrease of 0.09 compared to the previous period), and position PCR was 1.02 (an increase of 0.06 compared to the previous period) [2][29]. - CSI 500 ETF options (Shanghai market): turnover PCR was 0.47 (a decrease of 0.14 compared to the previous period), and position PCR was 1.24 (an increase of 0.02 compared to the previous period) [2][29]. - Shenzhen 100 ETF options: turnover PCR was 0.42 (a decrease of 0.05 compared to the previous period), and position PCR was 0.90 (a decrease of 0.12 compared to the previous period) [2][29]. - ChiNext ETF options: turnover PCR was 0.44 (a decrease of 0.17 compared to the previous period), and position PCR was 1.07 (an increase of 0.06 compared to the previous period) [2][29]. - SSE 50 stock index options: turnover PCR was 0.26 (a decrease of 0.13 compared to the previous period), and position PCR was 0.63 (an increase of 0.03 compared to the previous period) [2][29]. - CSI 300 stock index options: turnover PCR was 0.30 (a decrease of 0.05 compared to the previous period), and position PCR was 0.75 (an increase of 0.02 compared to the previous period) [2][29]. - CSI 1000 stock index options: turnover PCR was 0.42 (a decrease of 0.20 compared to the previous period), and position PCR was 1.05 (an increase of 0.02 compared to the previous period) [2][29]. III. Option VIX - The VIX data of various stock index options on July 11, 2025, are as follows: - SSE 50 ETF options: VIX was 16.15% (an increase of 0.60% compared to the previous period) [3][45]. - CSI 300 ETF options (Shanghai market): VIX was 16.52% (an increase of 0.77% compared to the previous period) [3][45]. - CSI 500 ETF options (Shanghai market): VIX was 20.65% (an increase of 0.36% compared to the previous period) [3][45]. - Shenzhen 100 ETF options: VIX was 19.11% (an increase of 0.52% compared to the previous period) [3][45]. - ChiNext ETF options: VIX was 24.19% (a decrease of 0.17% compared to the previous period) [3][45]. - SSE 50 stock index options: VIX was 17.79% (an increase of 0.85% compared to the previous period) [3][45]. - CSI 300 stock index options: VIX was 17.82% (an increase of 0.88% compared to the previous period) [3][45]. - CSI 1000 stock index options: VIX was 21.57% (a decrease of 0.21% compared to the previous period) [3][45].