股指期权日报-20251016
Hua Tai Qi Huo·2025-10-16 07:30

Report Industry Investment Rating - No information provided Core Viewpoints - No information provided Summary by Relevant Catalogs Option Trading Volume - On October 15, 2025, the trading volume of SSE 50 ETF options was 1.8713 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 2.4432 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 2.9055 million contracts; the trading volume of Shenzhen 100 ETF options was 0.1309 million contracts; the trading volume of ChiNext ETF options was 2.4848 million contracts; the trading volume of SSE 50 index options was 0.0843 million contracts; the trading volume of CSI 300 index options was 0.2510 million contracts; the total trading volume of CSI 1000 options was 0.4212 million contracts [1] - The call trading volume, put trading volume, and total trading volume of various index ETF options on the previous day are presented in a table, including specific figures for SSE 50 ETF options, CSI 300 ETF options (Shanghai market), etc [21] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.74, with a month - on - month change of - 0.24; the open interest PCR was reported at 0.74, with a month - on - month change of - 0.01. Similar data for other types of options are also provided, including CSI 300 ETF options (Shanghai market), CSI 500 ETF options (Shanghai market), etc [2] - A table shows the turnover PCR, month - on - month change, open interest PCR, and month - on - month change of various index ETF options on the previous day [37] Option VIX - The VIX of SSE 50 ETF options was reported at 19.83%, with a month - on - month change of - 0.08%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 20.93%, with a month - on - month change of + 0.37%. Similar data for other types of options are also provided, including CSI 500 ETF options (Shanghai market), Shenzhen 100 ETF options, etc [3] - A table presents the VIX and month - on - month change values of various index ETF options on the previous day [51]