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股指期权日报-20250923
Hua Tai Qi Huo·2025-09-23 02:50

Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core Viewpoint No core viewpoint was presented in the provided content. 3. Summary by Directory Option Trading Volume - On September 22, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1546800 contracts; the trading volume of Shanghai Stock Exchange 300 ETF options (Shanghai market) was 1840300 contracts; the trading volume of Shanghai Stock Exchange 500 ETF options (Shanghai market) was 2478700 contracts; the trading volume of Shenzhen 100 ETF options was 161100 contracts; the trading volume of GEM ETF options was 2011400 contracts; the trading volume of Shanghai Stock Exchange 50 index options was 48000 contracts; the trading volume of Shanghai Stock Exchange 300 index options was 188700 contracts; the total trading volume of CSI 1000 options was 197900 contracts [1]. - The detailed trading volume data for call, put, and total options of different types are presented in Table 1, such as the total trading volume of Shanghai Stock Exchange 50 ETF options was 1110400 contracts, with 640700 call contracts and 469600 put contracts [20]. Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.86, with a month - on - month change of - 0.05; the position PCR was reported at 0.73, with a month - on - month change of - 0.03. Similar data for other types of options are also provided, like the turnover PCR of Shanghai Stock Exchange 300 ETF options (Shanghai market) was 0.67, with a month - on - month change of - 0.16; the position PCR was 1.11, with a month - on - month change of - 0.04 [2][34]. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 18.53%, with a month - on - month change of - 0.18%. The VIX of Shanghai Stock Exchange 300 ETF options (Shanghai market) was 19.86%, with a month - on - month change of + 0.18%. Similar data for other types of options are presented, such as the VIX of Shenzhen 100 ETF options was 26.83%, with a month - on - month change of + 0.55% [3][49].