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股指期权日报-20251110
Hua Tai Qi Huo· 2025-11-10 11:54
Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various index options on November 7, 2025, including trading volume, PCR (Put-Call Ratio), and VIX (Volatility Index), to reflect the market conditions of index options [1][2][3] Summary by Directory 1. Option Trading Volume - On November 7, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.0162 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.1392 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.4885 million contracts; the trading volume of Shenzhen 100 ETF options was 0.0894 million contracts; the trading volume of ChiNext ETF options was 1.5671 million contracts; the trading volume of Shanghai Stock Exchange 50 index options was 0.0245 million contracts; the trading volume of CSI 300 index options was 0.1374 million contracts; and the total trading volume of CSI 1000 options was 0.2314 million contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the same day [20] 2. Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.78, with a month - on - month change of +0.11; the position PCR was reported at 0.97, with a month - on - month change of - 0.01. Similar data for other types of options are also provided, including CSI 300 ETF options (Shanghai market), CSI 500 ETF options (Shanghai market), Shenzhen 100 ETF options, ChiNext ETF options, Shanghai Stock Exchange 50 index options, CSI 300 index options, and CSI 1000 index options [2] - The table shows the turnover PCR, month - on - month change, position PCR, and month - on - month change of various index ETF options [32] 3. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 16.19%, with a month - on - month change of - 0.32%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 17.64%, with a month - on - month change of - 0.21%. Similar data for other types of options are also provided, including CSI 500 ETF options (Shanghai market), Shenzhen 100 ETF options, ChiNext ETF options, Shanghai Stock Exchange 50 index options, CSI 300 index options, and CSI 1000 index options [3] - The table shows the VIX and month - on - month change values of various index ETF options [45]
股指期权日报-20251107
Hua Tai Qi Huo· 2025-11-07 05:17
Report Industry Investment Rating - Not provided Core Viewpoints - Not provided Summary by Directory Option Trading Volume - On November 6, 2025, the trading volume of SSE 50 ETF options was 861,500 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1,254,300 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1,647,700 contracts; the trading volume of Shenzhen 100 ETF options was 82,400 contracts; the trading volume of ChiNext ETF options was 1,802,200 contracts; the trading volume of SSE 50 index options was 40,700 contracts; the trading volume of CSI 300 index options was 133,200 contracts; the total trading volume of CSI 1000 options was 260,100 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the previous day, such as 502,100 call contracts and 514,100 put contracts for SSE 50 ETF options, with a total of 1,016,200 contracts [20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.67, with a month - on - month change of - 0.24; the position PCR was reported at 0.98, with a month - on - month change of + 0.09. Similar data is 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 on the previous day [32] Option VIX - The VIX of SSE 50 ETF options was reported at 16.51%, with a month - on - month change of - 0.63%. Similar data is provided for other types of options [3] - The table shows the VIX and month - on - month change values of various index ETF options on the previous day [46]
股指期权日报-20251106
Hua Tai Qi Huo· 2025-11-06 06:41
Report Industry Investment Rating - No relevant content provided Core Viewpoints - No core viewpoints explicitly stated in the provided content Summary by Directory Option Trading Volume - On November 5, 2025, the trading volume of SSE 50 ETF options was 934,300 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1,058,500 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1,693,300 contracts; the trading volume of Shenzhen 100 ETF options was 93,300 contracts; the trading volume of ChiNext ETF options was 2,048,300 contracts; the trading volume of SSE 50 index options was 31,400 contracts; the trading volume of CSI 300 index options was 124,900 contracts; and the total trading volume of CSI 1000 options was 282,800 contracts [1] - A 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 being 861,500 contracts [20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.91, with a month - on - month change of +0.08; the position PCR was reported at 0.89, with a month - on - month change of +0.00. Similar data is provided for other types of options [2] - A table presents the turnover PCR, month - on - month change, position PCR, and month - on - month change of various index ETF options [35] Option VIX - The VIX of SSE 50 ETF options was reported at 17.13%, with a month - on - month change of - 0.16%. Similar data is given for other types of options [3] - A table shows the VIX and month - on - month change values of various index ETF options [48]
股指期权日报-20251105
Hua Tai Qi Huo· 2025-11-05 07:14
Report Industry Investment Rating - Not provided Core Views - The report presents the trading data of various index options on November 4, 2025, including trading volume, PCR, and VIX [1][2][3] Summary by Directory 1. Option Trading Volume - On November 4, 2025, the trading volume of SSE 50 ETF options was 91.70 million contracts; CSI 300 ETF options (Shanghai) was 92.51 million contracts; CSI 500 ETF options (Shanghai) was 150.17 million contracts; Shenzhen 100 ETF options was 7.27 million contracts; ChiNext ETF options was 179.24 million contracts; SSE 50 index options was 3.60 million contracts; CSI 300 index options was 12.40 million contracts; CSI 1000 options was 27.34 million contracts [1] 2. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.82, with a month - on - month change of - 0.07; the position PCR was 0.89, with a month - on - month change of + 0.03. Similar data were provided for other options [2] 3. Option VIX - The VIX of SSE 50 ETF options was reported at 17.29%, with a month - on - month change of - 0.08%. Similar data were provided for other options [3]
股指期权日报-20251104
Hua Tai Qi Huo· 2025-11-04 05:17
Report Industry Investment Rating - No relevant content provided Core Viewpoints - The report provides a daily overview of the stock index options market, including option trading volume, PCR, and VIX for various types of stock index options on November 3, 2025 [1][2][3] Summary by Related Catalogs Option Trading Volume - On November 3, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.06 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.1622 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.5502 million contracts; the trading volume of Shenzhen 100 ETF options was 55,800 contracts; the trading volume of ChiNext ETF options was 1.7054 million contracts; the trading volume of Shanghai Stock Exchange 50 stock index options was 35,700 contracts; the trading volume of CSI 300 stock index options was 156,800 contracts; and the total trading volume of CSI 1000 options was 243,100 contracts [1] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.90, with a month - on - month change of - 0.01; the open interest PCR was reported at 0.86, with a month - on - month change of - 0.05. Similar data was provided for other types of options [2] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 17.37%, with a month - on - month change of + 0.11%. Similar data was provided for other types of options [3]
股指期权日报-20251103
Hua Tai Qi Huo· 2025-11-03 06:25
Report Summary 1. Report Industry Investment Rating No relevant content provided. 2. Core View of the Report No clear core view is presented in the given content. It mainly provides data on the options market, including trading volume, PCR, and VIX. 3. Summary by Directory Option Trading Volume - On October 31, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 873,400 contracts; the trading volume of Shanghai Stock Exchange 300 ETF options was 1,160,800 contracts; the trading volume of Shanghai Stock Exchange 500 ETF options was 1,513,500 contracts; the trading volume of Shenzhen 100 ETF options was 42,200 contracts; the trading volume of ChiNext ETF options was 1,926,400 contracts; the trading volume of Shanghai Stock Exchange 50 index options was 41,800 contracts; the trading volume of Shanghai Stock Exchange 300 index options was 146,700 contracts; and the total trading volume of China Securities 1000 options was 266,300 contracts [1]. - The table shows the call, put, and total trading volumes of each type of index ETF option on the previous day, such as the total trading volume of Shanghai Stock Exchange 50 ETF options being 1,060,000 contracts [19]. Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.90, with a sequential change of +0.29; the position PCR was reported at 0.91, with a sequential change of -0.05. Similar data is provided for other types of options [2]. - The table presents the turnover PCR, sequential change, position PCR, and sequential change of each type of index ETF option on the previous day [32]. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 17.26%, with a sequential change of +0.15%. Similar data is provided for other types of options [3]. - The table shows the VIX and sequential change values of each type of index ETF option on the previous day [50].
股指期权日报-20251031
Hua Tai Qi Huo· 2025-10-31 05:41
Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various index options on October 30, 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 30, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 595,100 contracts; the trading volume of Shanghai Stock Exchange 300 ETF options was 748,100 contracts; the trading volume of Shanghai Stock Exchange 500 ETF options was 1,329,600 contracts; the trading volume of Shenzhen 100 ETF options was 51,400 contracts; the trading volume of ChiNext ETF options was 2,126,100 contracts; the trading volume of Shanghai Stock Exchange 50 index options was 40,000 contracts; the trading volume of Shanghai Stock Exchange 300 index options was 108,300 contracts; the total trading volume of China Securities 1000 options was 283,400 contracts [1] - The detailed trading volume data of call and put options and the total trading volume of various index ETF options are also provided, such as the total trading volume of Shanghai Stock Exchange 50 ETF options was 873,400 contracts [20] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.61, with a month - on - month change of +0.08; the position PCR was reported at 0.96, with a month - on - month change of - 0.04. Similar data for other types of options are also presented [2][36] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 17.11%, with a month - on - month change of - 0.25%. Similar data for other types of options are also provided, such as the VIX of ChiNext ETF options was reported at 34.91%, with a month - on - month change of +0.41% [3][51]
股指期权日报-20251030
Hua Tai Qi Huo· 2025-10-30 07:16
Report Industry Investment Rating - Not available Core View - The report provides an overview of the stock index options market on October 29, 2025, including option trading volume, PCR, and VIX [1][2][3] Summary by Directory Option Trading Volume - On October 29, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 762,800 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 856,800 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1,206,000 contracts; the trading volume of Shenzhen 100 ETF options was 46,800 contracts; the trading volume of ChiNext ETF options was 1,727,100 contracts; the trading volume of Shanghai Stock Exchange 50 stock index options was 24,600 contracts; the trading volume of CSI 300 stock index options was 113,900 contracts; the total trading volume of CSI 1000 options was 201,000 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 - 0.07; the position PCR was reported at 1.00, with a month - on - month change of + 0.01. Similar data for other options are also provided [2] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 17.36%, with a month - on - month change of + 0.33%. Similar data for other options are also provided [3]
股指期权日报-20251029
Hua Tai Qi Huo· 2025-10-29 05:13
Report Summary 1. Report Industry Investment Rating No relevant content provided. 2. Core View of the Report The report presents a daily overview of the stock index options market, including option trading volume, PCR (Put - Call Ratio), and VIX (Volatility Index) for various stock index options on October 28, 2025 [1][2][3]. 3. Summary by Directory I. Option Trading Volume - On October 28, 2025, the trading volume of Shanghai - Shenzhen 300 ETF options (Shanghai market) was 101.12 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 151.17 million contracts; the trading volume of Shenzhen 100 ETF options was 6.62 million contracts; the trading volume of ChiNext ETF options was 180.50 million contracts; the trading volume of SSE 50 stock index options was 3.34 million contracts; the trading volume of Shanghai - Shenzhen 300 stock index options was 12.39 million contracts; the trading volume of CSI 1000 options was 21.93 million contracts [1]. - The table also shows the call, put, and total trading volumes of different index ETF options on the same day, such as the total trading volume of SSE 50 ETF options was 76.28 million contracts, with 39.52 million call contracts and 36.76 million put contracts [21]. II. Option PCR - The report provides the turnover PCR and position PCR of various stock index options on October 28, 2025, along with their环比 changes. For example, the turnover PCR of SSE 50 ETF options was 0.60, with a环比 increase of 0.16; the position PCR was 0.99, with a环比 decrease of 0.01 [2][34]. III. Option VIX - It shows the VIX and its环比 changes of different stock index options on October 28, 2025. For instance, the VIX of SSE 50 ETF options was 17.02%, with a环比 decrease of 0.28% [3][51].
股指期权日报-20251028
Hua Tai Qi Huo· 2025-10-28 09:47
Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various index options on October 27, 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 27, 2025, the trading volume of SSE 50 ETF options was 842,600 contracts; CSI 300 ETF options (Shanghai market) was 801,200 contracts; CSI 500 ETF options (Shanghai market) was 1,168,600 contracts; Shenzhen 100 ETF options was 35,600 contracts; ChiNext ETF options was 1,951,800 contracts; SSE 50 index options was 39,700 contracts; CSI 300 index options was 104,600 contracts; and CSI 1000 options was 239,200 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the same day [20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.44, with a month - on - month change of - 0.07; the position PCR was 1.00, with a month - on - month change of + 0.02. Similar data for other options are also provided [2] - The table presents the turnover PCR, month - on - month change, position PCR, and month - on - month change of various index ETF options [35] Option VIX - The VIX of SSE 50 ETF options was reported at 17.30%, with a month - on - month change of + 0.43%. Similar data for other options are also provided [3] - The table shows the VIX and month - on - month change of various index ETF options [48]