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股指期权日报-20250917
Hua Tai Qi Huo·2025-09-17 03:32
  1. Report Industry Investment Rating - Not provided in the content 2. Core View of the Report - The report presents a daily overview of the stock index options market including option trading volume, PCR, and VIX data for various types of stock index options on September 16, 2025 [1][2][3] 3. Summary According to Relevant Catalogs 3.1 Option Trading Volume - On September 16, 2025, the trading volumes of different options were as follows: Shanghai - Shenzhen 300ETF options (Shanghai market) had 111.43 million contracts; CSI 500ETF options (Shanghai market) had 136.31 million contracts; Shenzhen 100ETF options had 11.45 million contracts; ChiNext ETF options had 204.60 million contracts; Shanghai - Shenzhen 50ETF options had 87.34 million contracts; Shanghai - Shenzhen 50 stock index options had 3.75 million contracts; Shanghai - Shenzhen 300 stock index options had 13.37 million contracts; and CSI 1000 options had 37.50 million contracts [1] - A table also showed the call, put, and total trading volumes of various stock index ETF options on the same day [19] 3.2 Option PCR - The PCR data of different options on September 16, 2025, were presented. For example, the turnover PCR of Shanghai - Shenzhen 50ETF options was 0.73 with a + 0.14 change compared to the previous period, and the position PCR was 0.81 with a - 0.03 change [2] - Similar data were provided for other options such as Shanghai - Shenzhen 300ETF options, CSI 500ETF options, etc [2] 3.3 Option VIX - The VIX data of different options on September 16, 2025, were given. For instance, the VIX of Shanghai - Shenzhen 50ETF options was 19.45% with a + 0.07% change compared to the previous period [3] - Other options like Shanghai - Shenzhen 300ETF options, CSI 500ETF options also had their respective VIX values and changes presented [3]