华泰期货股指期权日报-20250716

Report Industry Investment Rating - Not provided in the content Core Viewpoints - Not provided in the content Summary by Directory Option Trading Volume - On July 15, 2025, the trading volume of SSE 50 ETF options was 1.6617 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.794 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.6962 million contracts; the trading volume of Shenzhen 100 ETF options was 0.1213 million contracts; the trading volume of ChiNext ETF options was 1.8709 million contracts; the trading volume of SSE 50 index options was 0.0555 million contracts; the trading volume of CSI 300 index options was 0.1271 million contracts; the total trading volume of CSI 1000 options was 0.2755 million contracts [1]. - The table shows the call, put, and total trading volumes of various index ETF options on the same day, such as 0.8336 million call contracts and 0.8282 million put contracts for SSE 50 ETF options, with a total of 1.6617 million contracts [20]. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.82, with a month - on - month change of +0.21; the position PCR was reported at 1.07, with a month - on - month change of - 0.10. Similar data are provided for other types of options [2]. - The table presents the turnover PCR, month - on - month change, position PCR, and month - on - month change of various index ETF options [28]. Option VIX - The VIX of SSE 50 ETF options was reported at 15.09%, with a month - on - month change of - 0.94%. Similar data are given for other types of options [3]. - The table shows the VIX and month - on - month change values of various index ETF options [44].