股指期权日报-20250929

Report Summary 1. Investment Rating The provided content does not contain information about the industry investment rating. 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) data for various index options on September 26, 2025. 3. Section Summaries Option Trading Volume - On September 26, 2025, the trading volumes were as follows: 883,800 contracts for SSE 50 ETF options, 1,061,000 for CSI 300 ETF options (Shanghai market), 1,492,600 for CSI 500 ETF options (Shanghai market), 69,200 for Shenzhen 100 ETF options, 1,769,800 for ChiNext ETF options, 43,800 for SSE 50 index options, 134,200 for CSI 300 index options, and 282,500 for CSI 1000 options [1]. - The table also shows the call, put, and total trading volumes for each option type [20]. Option PCR - The report provides the turnover PCR and position PCR, along with their环比 changes, for different index options. For example, the turnover PCR of SSE 50 ETF options was 0.67 with a +0.07环比 change, and the position PCR was 0.79 with a -0.01环比 change [2][30]. Option VIX - The VIX values and their环比 changes are reported for each option type. For instance, the VIX of SSE 50 ETF options was 16.81% with a +0.29%环比 change [3][42].