Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various index options on June 24, 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 June 24, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.6182 million contracts; the trading volume of Shanghai Stock Exchange 300 ETF options was 1.3402 million contracts; the trading volume of Shanghai Stock Exchange 500 ETF options was 1.7774 million contracts; the trading volume of Shenzhen 100 ETF options was 65,600 contracts; the trading volume of ChiNext ETF options was 1.6269 million contracts; the trading volume of Shanghai Stock Exchange 50 index options was 45,800 contracts; the trading volume of Shanghai Stock Exchange 300 index options was 89,000 contracts; the total trading volume of China Securities 1000 options was 202,000 contracts [1] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.53, with a month - on - month change of - 0.48; the position PCR was reported at 1.09, with a month - on - month change of + 0.10. Similar data for other options are also presented, showing the changes in turnover and position PCR of different index options [2] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 14.07%, with a month - on - month change of + 0.69%; the VIX of Shanghai Stock Exchange 300 ETF options was reported at 14.35%, with a month - on - month change of + 1.17%. Similar data for other options are also provided, reflecting the volatility index changes of different index options [3]

Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core Viewpoint No clear core viewpoint was found in the provided content. 3. Summary by Directory Option Trading Volume - On June 23, 2025, the trading volume of SSE 50 ETF options was 1.3494 million contracts; CSI 300 ETF options (Shanghai) was 1.0098 million contracts; CSI 500 ETF options (Shanghai) was 1.5303 million contracts; Shenzhen 100 ETF options was 0.0629 million contracts; ChiNext ETF options was 1.106 million contracts; SSE 50 index options was 0.0259 million contracts; CSI 300 index options was 0.0574 million contracts; and CSI 1000 options was 0.1418 million contracts [1][19] Option PCR - SSE 50 ETF options' trading - volume PCR was 1.01, with a +0.03 change compared to the previous period; position - volume PCR was 0.99, with a +0.07 change [2][29] - CSI 300 ETF options (Shanghai)' trading - volume PCR was 1.06, with a - 0.09 change; position - volume PCR was 0.84, with a +0.00 change [2][29] - CSI 500 ETF options (Shanghai)' trading - volume PCR was 1.24, with a - 0.15 change; position - volume PCR was 1.02, with a +0.02 change [2][29] - Shenzhen 100 ETF options' trading - volume PCR was 1.54, with a +0.33 change; position - volume PCR was 0.96, with a - 0.02 change [2][29] - ChiNext ETF options' trading - volume PCR was 1.18, with a - 0.05 change; position - volume PCR was 0.81, with a +0.03 change [2][29] - SSE 50 index options' trading - volume PCR was 0.78, with a +0.13 change; position - volume PCR was 0.71, with a +0.01 change [2][29] - CSI 300 index options' trading - volume PCR was 0.97, with a - 0.01 change; position - volume PCR was 0.64, with a +0.00 change [2][29] - CSI 1000 index options' trading - volume PCR was 1.08, with a - 0.07 change; position - volume PCR was 0.87, with a +0.04 change [2][29] Option VIX - SSE 50 ETF options' VIX was 13.38%, with a - 0.12% change compared to the previous period [3][44] - CSI 300 ETF options (Shanghai)' VIX was 13.18%, with a - 0.95% change [3][44] - CSI 500 ETF options (Shanghai)' VIX was 18.50%, with a - 0.72% change [3][44] - Shenzhen 100 ETF options' VIX was 16.20%, with a - 0.57% change [3][44] - ChiNext ETF options' VIX was 20.21%, with a - 1.10% change [3][44] - SSE 50 index options' VIX was 14.59%, with a - 0.30% change [3][44] - CSI 300 index options' VIX was 14.83%, with a - 0.91% change [3][44] - CSI 1000 index options' VIX was 20.17%, with a - 0.81% change [3][44]

股指期权日报 股指期权市场概况 股指期权日报 | 2025-06-23 期权成交量 2025-06-20，上证50ETF期权成交量为101.12万张；沪深300ETF期权（沪市）成交量为86.40万张； 中证500ETF期权（沪市）成交量为175.57万张；深证100ETF期权成交量为4.31万张； 创业板ETF期权成交量为93.65万张；上证50股指期权成交量为2.85万张； 沪深300股指期权成交量为7.71万张；中证1000期权总成交量为22.12万张。 期权PCR 上证50ETF期权成交额PCR报0.98，环比变动为-0.18；持仓量PCR报0.92，环比变动为+0.05； 沪深300ETF期权（沪市）成交额PCR报1.15，环比变动为-0.02；持仓量PCR报0.84，环比变动为+0.02； 中证500ETF期权（沪市）成交额PCR报1.39，环比变动为+0.20；持仓量PCR报1.01，环比变动为+0.04 ； 深圳100ETF期权成交额PCR报1.21 ，环比变动为-0.25；持仓量PCR报0.98；环比变动为+0.00； 创业板ETF期权成交额PCR报1.24，环比变动为-0.09 ；持仓量P ...

Report Industry Investment Rating - Not provided Core Viewpoints - Not provided Summary by Directory 1. Option Trading Volume - On June 19, 2025, the trading volume of SSE 50 ETF options was 1.1514 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.1973 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.8946 million contracts; the trading volume of Shenzhen 100 ETF options was 0.0729 million contracts; the trading volume of ChiNext ETF options was 1.1365 million contracts; the trading volume of SSE 50 index options was 0.0346 million contracts; the trading volume of CSI 300 index options was 0.1010 million contracts; the total trading volume of CSI 1000 options was 0.2726 million contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the previous day [19] 2. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 1.16, with a month - on - month change of +0.28; the open interest PCR was reported at 0.87, with a month - on - month change of - 0.03. Similar data for other options are also provided [2] - The table presents the turnover PCR, month - on - month change, open interest PCR, and month - on - month change of various index ETF options on the previous day [32] 3. Option VIX - The VIX of SSE 50 ETF options was reported at 14.36%, with a month - on - month change of +0.14%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 14.98%, with a month - on - month change of - 0.38%. Similar data for other options are also given [3] - The table shows the VIX and month - on - month change values of various index ETF options on the previous day [46]

Report Investment Rating - No investment rating information provided in the report. Core View - The report provides a daily overview of the stock index options market, including option trading volume, PCR, and VIX data for various options on June 18, 2025, to help investors understand the market dynamics [1][2][3]. Summary by Directory Option Trading Volume - On June 18, 2025, the trading volumes of different options were as follows: Shanghai - Shenzhen 50 ETF option was 890,100 contracts; CSI 300 ETF option (Shanghai) was 1,042,400 contracts; CSI 500 ETF option (Shanghai) was 1,736,100 contracts; Shenzhen 100 ETF option was 56,000 contracts; ChiNext ETF option was 818,800 contracts; Shanghai - Shenzhen 50 stock index option was 30,200 contracts; CSI 300 stock index option was 76,800 contracts; and CSI 1000 option was 212,700 contracts [1]. Option PCR - The PCR data of different options showed various changes. For example, the turnover PCR of Shanghai - Shenzhen 50 ETF option was 0.89, with a month - on - month change of - 0.06; the position PCR was 0.90, with a month - on - month change of - 0.01. Each option's PCR had different trends in turnover and position [2]. Option VIX - The VIX values of different options also had different changes. For instance, the VIX of Shanghai - Shenzhen 50 ETF option was 14.22%, with a month - on - month change of + 0.27%. The VIX of other options also showed different upward or downward trends [3].

1. Report Industry Investment Rating - Not provided in the content 2. Core View of the Report - The report presents the trading data of various index options on June 16, 2025, including trading volume, PCR, and VIX, to help investors understand the market conditions of index options [1][2][3] 3. Summary by Relevant Catalogs Option Trading Volume - On June 16, 2025, the trading volume of Shanghai - Shenzhen 50ETF options was 949,300 contracts; the trading volume of Shanghai - Shenzhen 300ETF options (Shanghai market) was 702,900 contracts; the trading volume of Shanghai - Shenzhen 500ETF options (Shanghai market) was 1,149,400 contracts; the trading volume of Shenzhen 100ETF options was 61,300 contracts; the trading volume of ChiNext ETF options was 775,100 contracts; the trading volume of Shanghai - Shenzhen 50 index options was 26,700 contracts; the trading volume of Shanghai - Shenzhen 300 index options was 55,500 contracts; the total trading volume of Shanghai - Shenzhen 1000 options was 153,600 contracts [1] - The detailed trading volume data is shown in Table 1, including call trading volume, put trading volume, and total trading volume for each type of option [20] Option PCR - The turnover PCR of Shanghai - Shenzhen 50ETF options was reported at 0.97, with a month - on - month change of - 0.05; the open interest PCR was reported at 0.94, with a month - on - month change of + 0.05. Similar data for other options are also provided, with different month - on - month changes [2] - The detailed PCR data are presented in Table 2, including turnover PCR, month - on - month change, open interest PCR, and month - on - month change for each type of option [35] Option VIX - The VIX of Shanghai - Shenzhen 50ETF options was reported at 14.02%, with a month - on - month change of - 0.24%. Similar data for other options are also provided, with different month - on - month changes [3] - The detailed VIX data are shown in Table 3, including VIX and month - on - month change value for each type of option [51]

股指期权日报 | 2025-06-16 股指期权日报 股指期权市场概况 期权成交量 2025-06-13，上证50ETF期权成交量为93.61万张；沪深300ETF期权（沪市）成交量为88.73万张； 中证500ETF期权（沪市）成交量为152.84万张；深证100ETF期权成交量为7.64万张； 创业板ETF期权成交量为106.85万张；上证50股指期权成交量为3.19万张； 沪深300股指期权成交量为7.75万张；中证1000期权总成交量为21.54万张。 期权PCR 上证50ETF期权成交额PCR报1.03，环比变动为+0.18；持仓量PCR报0.89，环比变动为-0.07； 沪深300ETF期权（沪市）成交额PCR报0.92，环比变动为+0.20；持仓量PCR报0.83，环比变动为-0.05； 中证500ETF期权（沪市）成交额PCR报1.05，环比变动为+0.29；持仓量PCR报1.16，环比变动为-0.11 ； 深圳100ETF期权成交额PCR报1.03 ，环比变动为-0.09；持仓量PCR报0.87；环比变动为-0.03； 创业板ETF期权成交额PCR报1.17，环比变动为+0.22 ；持仓量P ...

股指期权日报 | 2025-06-13 股指期权日报 股指期权市场概况 期权成交量 2025-06-12，上证50ETF期权成交量为72.64万张；沪深300ETF期权（沪市）成交量为62.95万张； 中证500ETF期权（沪市）成交量为108.73万张；深证100ETF期权成交量为5.23万张； 创业板ETF期权成交量为83.83万张；上证50股指期权成交量为2.31万张； 沪深300股指期权成交量为6.07万张；中证1000期权总成交量为14.71万张。 期权PCR 上证50ETF期权成交额PCR报0.85，环比变动为+0.17；持仓量PCR报0.96，环比变动为+0.00； 沪深300ETF期权（沪市）成交额PCR报0.72，环比变动为+0.12；持仓量PCR报0.89，环比变动为+0.01； 中证500ETF期权（沪市）成交额PCR报0.76，环比变动为+0.12；持仓量PCR报1.27，环比变动为+0.06 ； 深圳100ETF期权成交额PCR报1.13 ，环比变动为+0.35；持仓量PCR报0.90；环比变动为+0.01； 创业板ETF期权成交额PCR报0.96，环比变动为+0.24 ；持仓量PC ...

股指期权日报 | 2025-06-12 股指期权日报 2025-06-11，上证50ETF期权成交量为96.35万张；沪深300ETF期权（沪市）成交量为92.64万张； 中证500ETF期权（沪市）成交量为119.61万张；深证100ETF期权成交量为6.99万张； 创业板ETF期权成交量为122.08万张；上证50股指期权成交量为3.03万张； 沪深300股指期权成交量为8.94万张；中证1000期权总成交量为17.79万张。 期权PCR 上证50ETF期权成交额PCR报0.68，环比变动为-0.33；持仓量PCR报0.96，环比变动为+0.07； 沪深300ETF期权（沪市）成交额PCR报0.60，环比变动为-0.28；持仓量PCR报0.87，环比变动为+0.07； 中证500ETF期权（沪市）成交额PCR报0.63，环比变动为-0.30；持仓量PCR报1.22，环比变动为+0.05 ； 深圳100ETF期权成交额PCR报0.78 ，环比变动为-0.56；持仓量PCR报0.89；环比变动为-0.05； 创业板ETF期权成交额PCR报0.72，环比变动为-0.50 ；持仓量PCR报0.93，环比变动为+0 ...

Report Industry Investment Rating - Not provided in the given content Core Viewpoint - The report presents a daily overview of the stock index options market, including option trading volume, PCR, and VIX data for various stock index options on June 10, 2025 Summary by Directory Option Trading Volume - On June 10, 2025, the trading volumes of different stock index options were as follows: Shanghai - Shenzhen 50ETF option was 1.0875 million contracts; CSI 300ETF option (Shanghai market) was 0.883 million contracts; CSI 500ETF option (Shanghai market) was 1.3574 million contracts; Shenzhen 100ETF option was 0.0749 million contracts; GEM ETF option was 1.1937 million contracts; Shanghai - Shenzhen 50 stock index option was 0.0317 million contracts; CSI 300 stock index option was 0.0791 million contracts; and CSI 1000 option was 0.2279 million contracts [1][21] Option PCR - The PCR data of different stock index options on June 10, 2025 are as follows: Shanghai - Shenzhen 50ETF option's turnover PCR was 1.01 (with a month - on - month change of +0.22), and position PCR was 0.89 (with a month - on - month change of - 0.03); CSI 300ETF option (Shanghai market)'s turnover PCR was 0.88 (with a month - on - month change of +0.23), and position PCR was 0.81 (with a month - on - month change of - 0.03); CSI 500ETF option (Shanghai market)'s turnover PCR was 0.94 (with a month - on - month change of +0.30), and position PCR was 1.16 (with a month - on - month change of - 0.06); Shenzhen 100ETF option's turnover PCR was 1.34 (with a month - on - month change of +0.28), and position PCR was 0.95 (with a month - on - month change of +0.00); GEM ETF option's turnover PCR was 1.22 (with a month - on - month change of +0.45), and position PCR was 0.86 (with a month - on - month change of - 0.06); Shanghai - Shenzhen 50 stock index option's turnover PCR was 0.90 (with a month - on - month change of +0.31), and position PCR was 0.59 (with a month - on - month change of - 0.01); CSI 300 stock index option's turnover PCR was 0.69 (with a month - on - month change of +0.09), and position PCR was 0.65 (with a month - on - month change of - 0.01); CSI 1000 stock index option's turnover PCR was 1.02 (with a month - on - month change of +0.39), and position PCR was 0.95 (with a month - on - month change of - 0.05) [2][33] Option VIX - The VIX data of different stock index options on June 10, 2025 are as follows: Shanghai - Shenzhen 50ETF option's VIX was 14.02% (with a month - on - month change of - 0.22%); CSI 300ETF option (Shanghai market)'s VIX was 15.16% (with a month - on - month change of +0.15%); CSI 500ETF option (Shanghai market)'s VIX was 19.08% (with a month - on - month change of +0.22%); Shenzhen 100ETF option's VIX was 17.50% (with a month - on - month change of +0.61%); GEM ETF option's VIX was 22.13% (with a month - on - month change of +0.67%); Shanghai - Shenzhen 50 stock index option's VIX was 15.85% (with a month - on - month change of - 0.04%); CSI 300 stock index option's VIX was 15.59% (with a month - on - month change of +0.22%); CSI 1000 stock index option's VIX was 21.17% (with a month - on - month change of +0.10%) [3][50]