华泰期货股指期权日报-20250723

1. Report Industry Investment Rating - Not provided 2. Core Viewpoints - Not provided 3. Summary by Relevant Catalogs Option Trading Volume - On July 22, 2025, the trading volume of SSE 50 ETF options was 1.7474 million contracts; that of CSI 300 ETF options (Shanghai market) was 1.7566 million contracts; that of CSI 500 ETF options (Shanghai market) was 1.9083 million contracts; that of Shenzhen 100 ETF options was 0.1153 million contracts; that of ChiNext ETF options was 1.8540 million contracts; that of SSE 50 index options was 0.0410 million contracts; that of CSI 300 index options was 0.1069 million contracts; and that of CSI 1000 index options was 0.1801 million contracts [1][20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.47, with a month - on - month change of +0.04; the open interest PCR was reported at 1.20, with a month - on - month change of +0.09. Similar data for other options are also provided, such as the turnover PCR of CSI 300 ETF options (Shanghai market) was 0.38, with a month - on - month change of +0.02; the open interest PCR was 1.25, with a month - on - month change of +0.07 [2][29] Option VIX - The VIX of SSE 50 ETF options was reported at 15.95%, with a month - on - month change of +0.24%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 16.57%, with a month - on - month change of +0.58%. Similar data for other options are also presented, like the VIX of CSI 500 ETF options (Shanghai market) was 20.70%, with a month - on - month change of +0.97% [3][45]