Report Industry Investment Rating No relevant content provided. Core Viewpoints No core viewpoints are presented in the given content. Summary by Directory 1. Option Trading Volume - On July 24, 2025, the trading volume of SSE 50 ETF options was 987,100 contracts; CSI 300 ETF options (Shanghai) was 1,179,800 contracts; CSI 500 ETF options (Shanghai) was 1,198,900 contracts; Shenzhen 100 ETF options was 41,700 contracts; ChiNext ETF options was 1,121,400 contracts; SSE 50 index options was 36,700 contracts; CSI 300 index options was 87,000 contracts; and CSI 1000 options was 196,000 contracts [1]. - The specific breakdown of call and put trading volumes and total trading volumes for each option type is as follows: SSE 50 ETF options had 521,200 call contracts, 465,900 put contracts, and a total of 987,100 contracts; CSI 300 ETF options (Shanghai) had 585,400 call contracts, 594,500 put contracts, and a total of 1,179,800 contracts; CSI 500 ETF options (Shanghai) had 682,800 call contracts, 516,100 put contracts, and a total of 1,198,900 contracts; Shenzhen 100 ETF options had 22,000 call contracts, 19,800 put contracts, and a total of 41,700 contracts; ChiNext ETF options had 618,600 call contracts, 502,800 put contracts, and a total of 1,121,400 contracts; SSE 50 index options had 12,400 call contracts, 28,100 put contracts, and a total of 36,700 contracts; CSI 300 index options had 58,300 call contracts, 28,700 put contracts, and a total of 87,000 contracts; CSI 1000 index options had 112,200 call contracts, 83,900 put contracts, and a total of 196,000 contracts [20]. 2. Option PCR - The turnover PCR and position PCR, along with their环比 changes, for each option type are as follows: SSE 50 ETF options had a turnover PCR of 0.37 (环比 change of -0.10) and a position PCR of 1.32 (环比 change of +0.11); CSI 300 ETF options (Shanghai) had a turnover PCR of 0.34 (环比 change of -0.04) and a position PCR of 1.26 (环比 change of +0.00); CSI 500 ETF options (Shanghai) had a turnover PCR of 0.48 (环比 change of -0.03) and a position PCR of 1.36 (环比 change of -0.04); Shenzhen 100 ETF options had a turnover PCR of 0.21 (环比 change of -0.11) and a position PCR of 1.12 (环比 change of +0.05); ChiNext ETF options had a turnover PCR of 0.39 (环比 change of -0.03) and a position PCR of 1.38 (环比 change of +0.06); SSE 50 index options had a turnover PCR of 0.25 (环比 change of -0.08) and a position PCR of 0.55 (环比 change of +0.00); CSI 300 index options had a turnover PCR of 0.36 (环比 change of -0.04) and a position PCR of 0.71 (环比 change of +0.01); CSI 1000 index options had a turnover PCR of 0.48 (环比 change of -0.04) and a position PCR of 0.92 (环比 change of +0.00) [2][29]. 3. Option VIX - The VIX and its环比 changes for each option type are as follows: SSE 50 ETF options had a VIX of 17.56% (环比 change of +0.00%); CSI 300 ETF options (Shanghai) had a VIX of 18.04% (环比 change of +0.00%); CSI 500 ETF options (Shanghai) had a VIX of 22.07% (环比 change of +0.00%); Shenzhen 100 ETF options had a VIX of 21.97% (环比 change of +0.00%); ChiNext ETF options had a VIX of 25.86% (环比 change of -0.03%); SSE 50 index options had a VIX of 19.27% (环比 change of +0.00%); CSI 300 index options had a VIX of 19.44% (环比 change of +0.00%); CSI 1000 index options had a VIX of 22.71% (环比 change of +0.00%) [3][44].
股指期权日报-20250725
Hua Tai Qi Huo·2025-07-25 08:02