股指期权日报-20250919

Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core View The report presents a daily overview of the stock index options market, including option trading volume, PCR (Put - Call Ratio), and VIX (Volatility Index) for various stock index options on September 18, 2025. 3. Summary by Directory Option Trading Volume - On September 18, 2025, the trading volumes of different stock index options were as follows: 110.08 million contracts for SSE 50 ETF options, 153.29 million for CSI 300 ETF options (Shanghai market), 216.85 million for CSI 500 ETF options (Shanghai market), 8.99 million for Shenzhen 100 ETF options, 317.68 million for GEM ETF options, 9.43 million for SSE 50 stock index options, 18.08 million for CSI 300 stock index options, and 70.83 million for CSI 1000 options [1]. - The detailed trading volume breakdown shows that for SSE 50 ETF options, the call volume was 144.37 million, the put volume was 113.19 million, and the total volume was 257.56 million. For CSI 300 ETF options (Shanghai market), the call volume was 125.62 million, the put volume was 138.57 million, and the total volume was 264.19 million, etc. [21]. Option PCR - The PCR data shows that the SSE 50 ETF option's turnover PCR was 0.87 with a +0.21 change compared to the previous period, and the position PCR was 0.73 with a - 0.06 change. For CSI 300 ETF options (Shanghai market), the turnover PCR was 0.70 with a +0.17 change, and the position PCR was 1.10 with a -0.07 change, etc. [2][29]. Option VIX - The VIX data indicates that the SSE 50 ETF option's VIX was 20.04% with a -0.31% change compared to the previous period. The CSI 300 ETF option (Shanghai market) VIX was 20.57% with a -1.46% change. For example, the GEM ETF option VIX was 39.89% with a -1.13% change [3][43].