华泰期货股指期权日报-20260224
Hua Tai Qi Huo·2026-02-24 06:54
- Report Industry Investment Rating - No relevant content provided 2. Core Viewpoints - No clear core viewpoints are presented in the given content 3. Summary According to the Catalog Option Trading Volume - On February 13, 2026, the trading volume of SSE 50 ETF options was 483,400 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 529,400 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1,089,800 contracts; the trading volume of Shenzhen 100 ETF options was 66,900 contracts; the trading volume of ChiNext ETF options was 1,318,700 contracts; the trading volume of SSE 50 index options was 52,700 contracts; the trading volume of CSI 300 index options was 71,800 contracts; and the total trading volume of CSI 1000 options was 292,100 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on a recent day, such as the total trading volume of SSE 50 ETF options was 1,135,500 contracts, and that of CSI 300 ETF options (Shanghai market) was 1,202,100 contracts [21] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 1.00, with a month - on - month change of +0.43; the position PCR was reported at 0.74, with a month - on - month change of - 0.02. Similar data are provided for other types of options [2] - The table presents the turnover PCR, month - on - month change, position PCR, and month - on - month change of various index ETF options [34] Option VIX - The VIX of SSE 50 ETF options was reported at 17.83%, with a month - on - month change of +1.23%. Similar data are provided for other types of options [3] - The table shows the VIX and month - on - month change values of various index ETF options [47]