股指期权日报-20250924

Report Industry Investment Rating No relevant content provided. Core Viewpoints No relevant content provided. Summary by Directory Option Trading Volume - On September 23, 2025, the trading volume of SSE 50 ETF options was 1.1104 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 0.9962 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.6188 million contracts; the trading volume of Shenzhen 100 ETF options was 0.142 million contracts; the trading volume of ChiNext ETF options was 3.1791 million contracts; the trading volume of SSE 50 index options was 0.0667 million contracts; the trading volume of CSI 300 index options was 0.0855 million contracts; the total trading volume of CSI 1000 options was 0.3566 million contracts [1]. - The table shows the call, put and total trading volumes of various index ETF options on the same day, such as the total trading volume of SSE 50 ETF options was 1.4543 million contracts, with 0.7932 million call contracts and 0.6611 million put contracts [21]. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.90, with a month - on - month change of +0.04; the position PCR was reported at 0.74, with a month - on - month change of +0.01. Similar data for other options are also provided, including CSI 300 ETF options (Shanghai market), CSI 500 ETF options (Shanghai market), etc. [2][34]. Option VIX - The VIX of SSE 50 ETF options was reported at 18.22%, with a month - on - month change of - 0.31%. For other options like CSI 300 ETF options (Shanghai market), CSI 500 ETF options (Shanghai market), etc., their VIX values and month - on - month changes are also presented [3][47].