股指期权日报-20250912

Report Summary 1. Investment Rating - No investment rating information is provided in the report. 2. Core View - The report provides a daily overview of the stock index options market, including option trading volume, PCR (Put - Call Ratio), and VIX (Volatility Index) for various types of stock index options on September 11, 2025 [1][2][3]. 3. Section Summaries Option Trading Volume - On September 11, 2025, the trading volumes of different stock index options were as follows: Shanghai - Shenzhen 300 ETF options (Shanghai market) had 115.36 million contracts; CSI 500 ETF options (Shanghai market) had 169.68 million contracts; Shenzhen 100 ETF options had 11.73 million contracts; ChiNext ETF options had 328.33 million contracts; SSE 50 stock index options had 5.37 million contracts; Shanghai - Shenzhen 300 stock index options had 11.94 million contracts; and CSI 1000 options had 42.96 million contracts [1]. - The detailed breakdown of call, put, and total trading volumes for each option type is also presented. For example, for SSE 50 ETF options, call volume was 92.00 million, put volume was 68.39 million, and total volume was 160.39 million [21]. Option PCR - The report shows the put - call ratio (PCR) of turnover and open interest for different stock index options. For instance, the turnover PCR of SSE 50 ETF options was 0.54, with a - 0.15 change compared to the previous period, and the open - interest PCR was 0.91, with a + 0.05 change [2][35]. Option VIX - The VIX values and their changes for different stock index options are reported. For example, the VIX of SSE 50 ETF options was 19.68%, with a + 2.19% change compared to the previous period [3][50].