华泰期货股指期权日报-20250724

Report Industry Investment Rating - Not provided Core Viewpoints - Not provided Summary by Directory Option Trading Volume - On July 23, 2025, the trading volume of SSE 50 ETF options was 2.0556 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 2.038 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.8117 million contracts; the trading volume of Shenzhen 100 ETF options was 0.0859 million contracts; the trading volume of ChiNext ETF options was 1.8025 million contracts; the trading volume of SSE 50 index options was 0.0552 million contracts; the trading volume of CSI 300 index options was 0.1333 million contracts; the total trading volume of CSI 1000 options was 0.2252 million contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on that day, such as 1.293 million call contracts and 0.7626 million put contracts for SSE 50 ETF options, with a total of 2.0556 million contracts [20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.37, with a month - on - month change of - 0.10; the open interest PCR was reported at 1.32, with a month - on - month change of + 0.11. Similar data are provided for other types of options [2] - The table presents the turnover PCR, its month - on - month change, open interest PCR, and its month - on - month change for various index ETF options [30] Option VIX - The VIX of SSE 50 ETF options was reported at 17.56%, with a month - on - month change of + 0.00%. Similar data are given for other options, except for ChiNext ETF options whose VIX was reported at 25.86%, with a month - on - month change of - 0.03% [3] - The table shows the VIX and its month - on - month change value for various index ETF options [45]