股指期权日报-20250930

Report Industry Investment Rating - Not provided in the content Core Viewpoints - Not provided in the content Summary by Relevant Catalogs Option Trading Volume - On September 29, 2025, the trading volumes of various options were as follows: 788,200 contracts for SSE 50 ETF options, 937,300 contracts for SSE 300 ETF options (Shanghai market), 1,443,500 contracts for CSI 500 ETF options (Shanghai market), 124,500 contracts for Shenzhen 100 ETF options, 1,787,700 contracts for ChiNext ETF options, 117,400 contracts for SSE 50 index options, 106,400 contracts for SSE 300 index options, and 306,600 contracts for CSI 1000 options [1]. - The detailed trading volumes (including call, put, and total) of different index ETF options on a recent day are presented in a table, with specific values for each type of option [20]. Option PCR - The PCR data of different options on a recent day are as follows: for SSE 50 ETF options, the turnover PCR is 0.48 (with a -0.19 change compared to the previous period), and the open - interest PCR is 0.79 (with a +0.01 change); for SSE 300 ETF options (Shanghai market), the turnover PCR is 0.47 (-0.16 change), and the open - interest PCR is 1.08 (-0.03 change); for CSI 500 ETF options (Shanghai market), the turnover PCR is 0.63 (-0.25 change), and the open - interest PCR is 1.28 (-0.04 change); for Shenzhen 100 ETF options, the turnover PCR is 0.73 (+0.03 change), and the open - interest PCR is 1.16 (-0.02 change); for ChiNext ETF options, the turnover PCR is 0.59 (-0.15 change), and the open - interest PCR is 1.33 (+0.14 change); for SSE 50 index options, the turnover PCR is 0.28 (-0.07 change), and the open - interest PCR is 0.70 (+0.04 change); for SSE 300 index options, the turnover PCR is 0.30 (-0.19 change), and the open - interest PCR is 0.92 (+0.05 change); for CSI 1000 index options, the turnover PCR is 0.67 (-0.42 change), and the open - interest PCR is 0.99 (+0.02 change) [2][28]. Option VIX - The VIX data of different options on a recent day are as follows: for SSE 50 ETF options, the VIX is 18.73% (with a +1.92% change compared to the previous period); for SSE 300 ETF options (Shanghai market), the VIX is 19.68% (+1.54% change); for CSI 500 ETF options (Shanghai market), the VIX is 24.28% (-0.15% change); for Shenzhen 100 ETF options, the VIX is 27.23% (-0.07% change); for ChiNext ETF options, the VIX is 36.65% (-1.00% change); for SSE 50 index options, the VIX is 18.54% (+1.01% change); for SSE 300 index options, the VIX is 19.17% (+0.95% change); for CSI 1000 index options, the VIX is 24.70% (-0.16% change) [3][43].