股指期货日报-20250731
Hua Tai Qi Huo·2025-07-31 05:55
- Report Industry Investment Rating - No relevant content provided 2. Core Viewpoints - No clear core viewpoints were presented in the given text 3. Summary by Directory 3.1 Option Trading Volume - On July 30, 2025, the trading volume of SSE 50 ETF options was 1.7247 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.3877 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.5494 million contracts; the trading volume of Shenzhen 100 ETF options was 0.108 million contracts; the trading volume of ChiNext ETF options was 1.5279 million contracts; the trading volume of SSE 50 index options was 0.0555 million contracts; the trading volume of CSI 300 index options was 0.1241 million contracts; and the total trading volume of CSI 1000 options was 0.2491 million contracts [1][19] 3.2 Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.55, with a month - on - month change of - 0.15; the open interest PCR was reported at 1.04, with a month - on - month change of + 0.04; the turnover PCR of CSI 300 ETF options (Shanghai market) was reported at 0.63, with a month - on - month change of - 0.05; the open interest PCR was reported at 1.10, with a month - on - month change of + 0.04; and so on for other types of options [2][29] 3.3 Option VIX - The VIX of SSE 50 ETF options was reported at 17.19%, with a month - on - month change of - 0.50%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 17.10%, with a month - on - month change of - 0.73%; the VIX of CSI 500 ETF options (Shanghai market) was reported at 21.09%, with a month - on - month change of - 0.53%; and so on for other types of options [3][45]