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股指期权日报-20250616
Hua Tai Qi Huo· 2025-06-16 08:01
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-20250613
Hua Tai Qi Huo· 2025-06-13 03:18
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-20250612
Hua Tai Qi Huo· 2025-06-12 03:16
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 ...
股指期权日报-20250611
Hua Tai Qi Huo· 2025-06-11 08:12
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]
股指期权日报-20250610
Hua Tai Qi Huo· 2025-06-10 07:56
股指期权日报 | 2025-06-10 股指期权日报 股指期权市场概况 期权成交量 2025-06-09,上证50ETF期权成交量为79.72万张;沪深300ETF期权(沪市)成交量为66.90万张; 中证500ETF期权(沪市)成交量为110.81万张;深证100ETF期权成交量为4.85万张; 创业板ETF期权成交量为105.85万张;上证50股指期权成交量为2.06万张; 沪深300股指期权成交量为5.92万张;中证1000期权总成交量为17.51万张。 期权PCR 上证50ETF期权成交额PCR报0.78,环比变动为+0.08;持仓量PCR报0.92,环比变动为-0.02; 沪深300ETF期权(沪市)成交额PCR报0.65,环比变动为-0.11;持仓量PCR报0.84,环比变动为+0.01; 中证500ETF期权(沪市)成交额PCR报0.64,环比变动为-0.20;持仓量PCR报1.23,环比变动为-0.01 ; 深圳100ETF期权成交额PCR报1.06 ,环比变动为-0.25;持仓量PCR报0.95;环比变动为+0.06; 创业板ETF期权成交额PCR报0.77,环比变动为-0.17 ;持仓量P ...
股指期权日报-20250609
Hua Tai Qi Huo· 2025-06-09 08:46
股指期权日报 | 2025-06-09 期权PCR 上证50ETF期权成交额PCR报0.70,环比变动为-0.08;持仓量PCR报0.94,环比变动为-0.01; 沪深300ETF期权(沪市)成交额PCR报0.76,环比变动为+0.04;持仓量PCR报0.83,环比变动为-0.02; 中证500ETF期权(沪市)成交额PCR报0.84,环比变动为+0.04;持仓量PCR报1.23,环比变动为+0.01 ; 深圳100ETF期权成交额PCR报1.31 ,环比变动为+0.39;持仓量PCR报0.89;环比变动为+0.03; 创业板ETF期权成交额PCR报0.94,环比变动为+0.05 ;持仓量PCR报0.84,环比变动为-0.02; 上证50股指期权成交额PCR报0.61,环比变动为-0.06;持仓量PCR报0.61,环比变动为-0.01; 沪深300股指期权成交额PCR报0.59 ,环比变动为+0.02;持仓量PCR报0.67,环比变动为+0.00; 中证1000股指期权成交额PCR报0.90,环比变动为+0.02;持仓量PCR报0.98,环比变动为-0.01。 期权VIX 上证50ETF期权VIX报13.97 ...
股指期权日报-20250606
Hua Tai Qi Huo· 2025-06-06 07:22
股指期权日报 | 2025-06-06 股指期权日报 股指期权市场概况 期权成交量 2025-06-05,上证50ETF期权成交量为59.75万张;沪深300ETF期权(沪市)成交量为58.03万张; 中证500ETF期权(沪市)成交量为104.25万张;深证100ETF期权成交量为3.40万张; 创业板ETF期权成交量为78.43万张;上证50股指期权成交量为1.47万张; 沪深300股指期权成交量为4.87万张;中证1000期权总成交量为16.35万张。 期权PCR 上证50ETF期权成交额PCR报0.78,环比变动为-0.03;持仓量PCR报0.95,环比变动为-0.02; 沪深300ETF期权(沪市)成交额PCR报0.72,环比变动为-0.06;持仓量PCR报0.85,环比变动为+0.00; 中证500ETF期权(沪市)成交额PCR报0.79,环比变动为-0.10;持仓量PCR报1.22,环比变动为+0.04 ; 深圳100ETF期权成交额PCR报0.92 ,环比变动为+0.00;持仓量PCR报0.86;环比变动为-0.01; 创业板ETF期权成交额PCR报0.89,环比变动为-0.07 ;持仓量PC ...
股指期权日报:股指期权市场概况-20250605
Hua Tai Qi Huo· 2025-06-05 07:24
股指期权日报 | 2025-06-05 股指期权日报 股指期权市场概况 2025年期货市场研究报告 第1页 请仔细阅读本报告最后一页的免责声明 期权成交量 2025-06-04,上证50ETF期权成交量为63.45万张;沪深300ETF期权(沪市)成交量为55.46万张; 中证500ETF期权(沪市)成交量为95.40万张;深证100ETF期权成交量为3.93万张; 创业板ETF期权成交量为69.42万张;上证50股指期权成交量为1.43万张; 沪深300股指期权成交量为4.41万张;中证1000期权总成交量为12.31万张。 期权PCR 上证50ETF期权成交额PCR报0.82,环比变动为-0.14;持仓量PCR报0.97,环比变动为+0.00; 沪深300ETF期权(沪市)成交额PCR报0.79,环比变动为-0.12;持仓量PCR报0.85,环比变动为+0.02; 中证500ETF期权(沪市)成交额PCR报0.89,环比变动为-0.15;持仓量PCR报1.18,环比变动为+0.11 ; 深圳100ETF期权成交额PCR报0.92 ,环比变动为-1.00;持仓量PCR报0.87;环比变动为-0.03; 创业 ...
股指期权日报-20250604
Hua Tai Qi Huo· 2025-06-04 12:04
股指期权日报 | 2025-06-04 股指期权日报 股指期权市场概况 期权成交量 2025-06-03,上证50ETF期权成交量为87.37万张;沪深300ETF期权(沪市)成交量为64.09万张; 中证500ETF期权(沪市)成交量为95.19万张;深证100ETF期权成交量为4.38万张; 创业板ETF期权成交量为69.43万张;上证50股指期权成交量为2.11万张; 沪深300股指期权成交量为5.05万张;中证1000期权总成交量为12.35万张。 期权PCR 上证50ETF期权成交额PCR报0.95,环比变动为-0.16;持仓量PCR报0.96,环比变动为+0.02; 沪深300ETF期权(沪市)成交额PCR报0.91,环比变动为-0.16;持仓量PCR报0.83,环比变动为+0.02; 中证500ETF期权(沪市)成交额PCR报1.05,环比变动为-0.17;持仓量PCR报1.07,环比变动为+0.05 ; 深圳100ETF期权成交额PCR报1.92 ,环比变动为+0.44;持仓量PCR报0.89;环比变动为-0.02; 创业板ETF期权成交额PCR报1.15,环比变动为-0.21 ;持仓量PCR ...
股指期权日报-20250530
Hua Tai Qi Huo· 2025-05-30 11:35
Report Industry Investment Rating - Not mentioned in the provided content Core View - The report provides a daily overview of the stock index options market, including option trading volume, PCR, and VIX data for various stock index options on May 29, 2025 [1][2][3] Summary by Section Option Trading Volume - On May 29, 2025, the trading volumes of various stock index options were as follows: 905,800 contracts for SSE 50 ETF options; 728,500 contracts for CSI 300 ETF options (Shanghai market); 1,284,500 contracts for CSI 500 ETF options (Shanghai market); 38,400 contracts for Shenzhen 100 ETF options; 903,200 contracts for ChiNext ETF options; 22,200 contracts for SSE 50 stock index options; 57,000 contracts for CSI 300 stock index options; and 196,800 contracts for CSI 1000 options [1] Option PCR - The PCR data of various stock index options on May 29, 2025 showed different changes. For example, the turnover PCR of SSE 50 ETF options was 0.81, with a month - on - month change of - 0.29; the position PCR was 0.95, with a month - on - month change of + 0.00 [2] Option VIX - The VIX data of various stock index options on May 29, 2025 all showed downward trends. For example, the VIX of SSE 50 ETF options was 15.09%, with a month - on - month change of - 0.72% [3]