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股指期权日报-20251009
Hua Tai Qi Huo·2025-10-09 15:01

Report Summary 1. Report Industry Investment Rating No information provided. 2. Core Viewpoints The report presents the trading data of various stock index options on September 30, 2025, including trading volume, PCR (Put-Call Ratio), and VIX (Volatility Index), to reflect the market conditions of these options. 3. Summary by Directory Option Trading Volume - On September 30, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1473700 contracts; the trading volume of Shanghai Stock Exchange 300 ETF options was 1447200 contracts; the trading volume of Shanghai Stock Exchange 500 ETF options was 1529500 contracts; the trading volume of Shenzhen 100 ETF options was 127900 contracts; the trading volume of ChiNext ETF options was 1374900 contracts; the trading volume of Shanghai Stock Exchange 50 stock index options was 51800 contracts; the trading volume of Shanghai Stock Exchange 300 stock index options was 176000 contracts; the total trading volume of China Securities 1000 options was 267700 contracts [1]. - The detailed trading volume data of call and put options for each type of option are also provided. For example, the call trading volume of Shanghai Stock Exchange 50 ETF options was 453800 contracts, and the put trading volume was 365700 contracts, with a total trading volume of 819500 contracts [20]. Option PCR - The PCR data of various options show the changes in the ratio of put option trading volume or open interest to call option trading volume or open interest. For example, the trading volume PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.45, with a month-on-month change of -0.03; the open interest PCR was reported at 0.80, with a month-on-month change of +0.01 [2]. Option VIX - The VIX data of various options reflect the implied volatility of the options. For example, the VIX of Shanghai Stock Exchange 50 ETF options was reported at 18.30%, with a month-on-month change of -0.43%; the VIX of Shanghai Stock Exchange 300 ETF options was reported at 19.02%, with a month-on-month change of -0.66% [3].