股指期权日报-20250918

Report Industry Investment Rating No relevant content provided. Core View No relevant content provided. Summary by Directory I. Option Trading Volume - On September 17, 2025, the trading volume of SSE 50 ETF options was 965,600 contracts; CSI 300 ETF options (Shanghai market) was 1,293,500 contracts; CSI 500 ETF options (Shanghai market) was 1,924,600 contracts; Shenzhen 100 ETF options was 88,000 contracts; ChiNext ETF options was 2,602,600 contracts; SSE 50 index options was 46,400 contracts; CSI 300 index options was 149,900 contracts; and CSI 1000 options was 436,600 contracts [1]. - The table shows the call, put, and total trading volumes of various index ETF options on the same day [19]. II. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.66, with a month - on - month change of - 0.07; the open interest PCR was 0.79, with a month - on - month change of - 0.02. Similar data were provided for other options including CSI 300 ETF options, CSI 500 ETF options, etc [2]. - A table presented the turnover PCR, month - on - month change, open interest PCR, and month - on - month change of various index ETF options [27]. III. Option VIX - The VIX of SSE 50 ETF options was reported at 20.35%, with a month - on - month change of + 0.91%. Similar data were given for other options such as CSI 300 ETF options, CSI 500 ETF options, etc [3]. - A table listed the VIX and month - on - month change values of various index ETF options [39].