股指期权日报-20251015
Hua Tai Qi Huo·2025-10-15 06:42
  1. Report Industry Investment Rating - No relevant content provided 2. Report's Core View - The report provides a daily overview of the stock index options market, including option trading volume, PCR, and VIX data for various types of options on October 14, 2025 [1][2][3] 3. Summary by Related Catalogs Option Trading Volume - On October 14, 2025, the trading volumes of various options were as follows: Shanghai Stock Exchange 50 ETF option was 1542900 contracts; CSI 300 ETF option (Shanghai market) was 1767700 contracts; CSI 500 ETF option (Shanghai market) was 2241500 contracts; Shenzhen 100 ETF option was 126500 contracts; ChiNext ETF option was 3202400 contracts; Shanghai Stock Exchange 50 stock index option was 105100 contracts; CSI 300 stock index option was 224300 contracts; and CSI 1000 option was 494700 contracts [1] Option PCR - The turnover PCR and position PCR, along with their环比 changes, are reported for each type of option. For example, the turnover PCR of Shanghai Stock Exchange 50 ETF option was 0.74 with a环比 change of -0.24, and the position PCR was 0.74 with a环比 change of -0.01 [2] Option VIX - The VIX values and their环比 changes are given for different options. For instance, the VIX of Shanghai Stock Exchange 50 ETF option was 19.83% with a环比 change of -0.08% [3]