股指期权日报-20251023

Report Industry Investment Rating - No relevant content provided Core View - The report presents the trading data of various index options on October 22, 2025, including trading volume, PCR, and VIX, to reflect the market conditions of index options [1][2][3] Summary by Directory Option Trading Volume - On October 22, 2025, the trading volume of SSE 50 ETF options was 1.2495 million contracts; CSI 300 ETF options (Shanghai) was 1.4354 million contracts; CSI 500 ETF options (Shanghai) was 1.9386 million contracts; Shenzhen 100 ETF options was 0.2408 million contracts; ChiNext ETF options was 1.8675 million contracts; SSE 50 index options was 0.0226 million contracts; CSI 300 index options was 0.094 million contracts; and CSI 1000 options was 0.1595 million contracts [1] - The detailed breakdown of call, put, and total trading volumes for each option type is as follows: for SSE 50 ETF options, call volume was 0.5015 million contracts, put volume was 0.5673 million contracts, and total volume was 1.0689 million contracts; for CSI 300 ETF options (Shanghai), call volume was 0.6088 million contracts, put volume was 0.6657 million contracts, and total volume was 1.2745 million contracts; for CSI 500 ETF options (Shanghai), call volume was 0.6989 million contracts, put volume was 0.948 million contracts, and total volume was 1.6469 million contracts; for Shenzhen 100 ETF options, call volume was 0.0679 million contracts, put volume was 0.0178 million contracts, and total volume was 0.0857 million contracts; for ChiNext ETF options, call volume was 0.9054 million contracts, put volume was 0.9621 million contracts, and total volume was 1.8675 million contracts; for SSE 50 index options, call volume was 0.0125 million contracts, put volume was 0.0363 million contracts, and total volume was 0.0226 million contracts; for CSI 300 index options, call volume was 0.0446 million contracts, put volume was 0.0294 million contracts, and total volume was 0.0741 million contracts; for CSI 1000 index options, call volume was 0.0882 million contracts, put volume was 0.0713 million contracts, and total volume was 0.1595 million contracts [20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.58, with a month - on - month change of - 0.03; the position PCR was 0.90, with a month - on - month change of + 0.02; for CSI 300 ETF options (Shanghai), the turnover PCR was 0.78, with a month - on - month change of + 0.12; the position PCR was 1.05, with a month - on - month change of - 0.01; for CSI 500 ETF options (Shanghai), the turnover PCR was 1.13, with a month - on - month change of + 0.29; the position PCR was 1.13, with a month - on - month change of - 0.04; for Shenzhen 100 ETF options, the turnover PCR was 1.84, with a month - on - month change of + 0.81; the position PCR was 1.45, with a month - on - month change of - 0.09; for ChiNext ETF options, the turnover PCR was 0.99, with a month - on - month change of + 0.38; the position PCR was 1.10, with a month - on - month change of - 0.03; for SSE 50 index options, the turnover PCR was 0.43, with a month - on - month change of + 0.11; the position PCR was 0.69, with a month - on - month change of - 0.01; for CSI 300 index options, the turnover PCR was 0.55, with a month - on - month change of + 0.07; the position PCR was 0.76, with a month - on - month change of - 0.01; for CSI 1000 index options, the turnover PCR was 0.94, with a month - on - month change of + 0.16; the position PCR was 0.94, with a month - on - month change of + 0.00 [2][33] Option VIX - The VIX of SSE 50 ETF options was reported at 16.74%, with a month - on - month change of - 0.25%; for CSI 300 ETF options (Shanghai), the VIX was 18.12%, with a month - on - month change of - 0.20%; for CSI 500 ETF options (Shanghai), the VIX was 23.43%, with a month - on - month change of - 0.33%; for Shenzhen 100 ETF options, the VIX was 25.24%, with a month - on - month change of - 0.42%; for ChiNext ETF options, the VIX was 30.40%, with a month - on - month change of - 1.05%; for SSE 50 index options, the VIX was 16.85%, with a month - on - month change of - 0.41%; for CSI 300 index options, the VIX was 18.75%, with a month - on - month change of - 0.09%; for CSI 1000 index options, the VIX was 24.15%, with a month - on - month change of - 0.15% [3][47]