华泰期货股指期权日报-20250715

Report Industry Investment Rating - Not provided in the given content Core Viewpoints - The report provides an overview of the stock index options market on July 14, 2025, including option trading volume, PCR, and VIX data for various options [1][2][3] Summary by Directory Option Trading Volume - On July 14, 2025, the trading volume of Shanghai 50ETF options was 1.0046 million contracts; that of CSI 300ETF options (Shanghai) was 0.8352 million contracts; that of CSI 500ETF options (Shanghai) was 1.0094 million contracts; that of Shenzhen 100ETF options was 0.0579 million contracts; that of ChiNext ETF options was 0.8408 million contracts; that of Shanghai 50 stock index options was 0.0352 million contracts; that of CSI 300 stock index options was 0.0737 million contracts; and that of CSI 1000 options was 0.1553 million contracts [1] Option PCR - The turnover PCR of Shanghai 50ETF options was reported at 0.61, with a month - on - month change of +0.16; the position PCR was reported at 1.17, with a month - on - month change of - 0.04. Similar data for other options are also provided, showing the turnover PCR, its month - on - month change, position PCR, and its month - on - month change [2] Option VIX - The VIX of Shanghai 50ETF options was reported at 16.04%, with a month - on - month change of - 0.11%. The VIX and its month - on - month changes for other options are also presented [3]