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股指期权日报-20250718
Hua Tai Qi Huo·2025-07-18 07:38

Report Industry Investment Rating - No relevant content provided Core Viewpoints - No relevant content provided Summary by Directory Option Trading Volume - On July 17, 2025, the trading volume of SSE 50 ETF options was 1.113 million contracts; CSI 300 ETF options (Shanghai) was 1.4456 million contracts; CSI 500 ETF options (Shanghai) was 1.6467 million contracts; Shenzhen 100 ETF options was 0.087 million contracts; ChiNext ETF options was 1.537 million contracts; SSE 50 index options was 0.0397 million contracts; CSI 300 index options was 0.0993 million contracts; and CSI 1000 options was 0.273 million contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the same day [20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.63, with a month - on - month change of - 0.20; the position PCR was 1.04, with a month - on - month change of + 0.02. Similar data for other options are also provided, including CSI 300 ETF options (Shanghai), CSI 500 ETF options (Shanghai), Shenzhen 100 ETF options, ChiNext ETF options, SSE 50 index options, CSI 300 index options, and CSI 1000 index options [2] - A table presents the turnover PCR, its month - on - month change, position PCR, and its month - on - month change for various index ETF options [29] Option VIX - The VIX of SSE 50 ETF options was reported at 15.05%, with a month - on - month change of + 0.06%; CSI 300 ETF options (Shanghai) was 15.43%, with a month - on - month change of + 0.23%; CSI 500 ETF options (Shanghai) was 19.41%, with a month - on - month change of - 0.32%; Shenzhen 100 ETF options was 18.17%, with a month - on - month change of - 0.47%; ChiNext ETF options was 22.74%, with a month - on - month change of - 0.36%; SSE 50 index options was 17.23%, with a month - on - month change of + 0.49%; CSI 300 index options was 16.98%, with a month - on - month change of + 0.33%; and CSI 1000 index options was 20.27%, with a month - on - month change of - 0.54% [3] - A table shows the VIX and its month - on - month change for various index ETF options [43]