Workflow
股指期权日报-20250910
Hua Tai Qi Huo·2025-09-10 09:09

Report Industry Investment Rating - No relevant information provided Core Viewpoint - No core viewpoints are explicitly stated in the provided content Summary by Directory Option Trading Volume - On September 9, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 944,700 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1,150,200 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1,591,200 contracts; the trading volume of Shenzhen 100 ETF options was 163,100 contracts; the trading volume of ChiNext ETF options was 2,209,900 contracts; the trading volume of Shanghai Stock Exchange 50 index options was 36,300 contracts; the trading volume of CSI 300 index options was 131,600 contracts; and the total trading volume of CSI 1000 options was 291,600 contracts [1] - The table also shows the call, put, and total trading volumes of various index ETF options on the same day [21] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.79, with a month - on - month change of +0.18; the position PCR was reported at 0.83, with a month - on - month change of +0.02. Similar data for other types of options are also provided, including CSI 300 ETF options (Shanghai market), CSI 500 ETF options (Shanghai market), Shenzhen 100 ETF options, ChiNext ETF options, Shanghai Stock Exchange 50 index options, CSI 300 index options, and CSI 1000 index options [2][30] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 18.47%, with a month - on - month change of - 0.84%. The VIX of CSI 300 ETF options (Shanghai market) was reported at 18.85%, with a month - on - month change of - 1.10%. Similar data for other types of options are also provided, including CSI 500 ETF options (Shanghai market), Shenzhen 100 ETF options, ChiNext ETF options, Shanghai Stock Exchange 50 index options, CSI 300 index options, and CSI 1000 index options [3][44]