股指期权日报-20251021
Hua Tai Qi Huo·2025-10-21 02:43
  1. Report Industry Investment Rating - Not provided in the content 2. Core View of the Report - The report presents the daily market overview of index options on October 20, 2025, including option trading volume, PCR, and VIX data for various index options [1][2][3] 3. Summary by Relevant Catalog Option Trading Volume - On October 20, 2025, the trading volume of Shanghai - 50 ETF options was 174.02 million contracts; CSI 300 ETF options (Shanghai) was 195.42 million contracts; CSI 500 ETF options (Shanghai) was 234.77 million contracts; Shenzhen 100 ETF options was 12.45 million contracts; ChiNext ETF options was 276.42 million contracts; Shanghai - 50 index options was 2.72 million contracts; CSI 300 index options was 22.84 million contracts; and CSI 1000 options was 21.04 million contracts [1] Option PCR - The turnover PCR of Shanghai - 50 ETF options was reported at 0.76, with a month - on - month change of +0.04; the position PCR was 0.79, with a month - on - month change of - 0.01. Similar data for other options are also provided, showing different changes in turnover PCR and position PCR [2] Option VIX - The VIX of Shanghai - 50 ETF options was reported at 17.89%, with a month - on - month change of - 0.90%. Other options also have their respective VIX values and month - on - month changes [3]