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股指期权日报-20250915
Hua Tai Qi Huo· 2025-09-15 07:27
股指期权日报 | 2025-09-15 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 2025-09-12,上证50ETF期权成交量为160.39万张;沪深300ETF期权(沪市)成交量为194.49万张; 中证500ETF期权(沪市)成交量为231.13万张;深证100ETF期权成交量为16.61万张; 创业板ETF期权成交量为216.49万张;上证50股指期权成交量为4.90万张; 沪深300股指期权成交量为21.88万张;中证1000期权总成交量为38.00万张。 期权PCR 上证50ETF期权成交额PCR报0.45,环比变动为-0.09;持仓量PCR报0.85,环比变动为-0.06; 沪深300ETF期权(沪市)成交额PCR报0.38,环比变动为-0.08;持仓量PCR报1.14,环比变动为-0.15; 中证500ETF期权(沪市)成交额PCR报0.45,环比变动为-0.08;持仓量PCR报1.26,环比变动为+0.02 ; 深圳100ETF期权成交额PCR报0.47 ,环比变动为+0.10;持仓量PCR报1.18;环比变动为-0. ...
股指期权日报-20250912
Hua Tai Qi Huo· 2025-09-12 07:49
Report Summary 1. Investment Rating - No investment rating information is provided in the report. 2. Core View - The report provides a daily overview of the stock index options market, including option trading volume, PCR (Put - Call Ratio), and VIX (Volatility Index) for various types of stock index options on September 11, 2025 [1][2][3]. 3. Section Summaries Option Trading Volume - On September 11, 2025, the trading volumes of different stock index options were as follows: Shanghai - Shenzhen 300 ETF options (Shanghai market) had 115.36 million contracts; CSI 500 ETF options (Shanghai market) had 169.68 million contracts; Shenzhen 100 ETF options had 11.73 million contracts; ChiNext ETF options had 328.33 million contracts; SSE 50 stock index options had 5.37 million contracts; Shanghai - Shenzhen 300 stock index options had 11.94 million contracts; and CSI 1000 options had 42.96 million contracts [1]. - The detailed breakdown of call, put, and total trading volumes for each option type is also presented. For example, for SSE 50 ETF options, call volume was 92.00 million, put volume was 68.39 million, and total volume was 160.39 million [21]. Option PCR - The report shows the put - call ratio (PCR) of turnover and open interest for different stock index options. For instance, the turnover PCR of SSE 50 ETF options was 0.54, with a - 0.15 change compared to the previous period, and the open - interest PCR was 0.91, with a + 0.05 change [2][35]. Option VIX - The VIX values and their changes for different stock index options are reported. For example, the VIX of SSE 50 ETF options was 19.68%, with a + 2.19% change compared to the previous period [3][50].
股指期权日报-20250911
Hua Tai Qi Huo· 2025-09-11 09:24
Report Summary 1. Report Industry Investment Rating No information provided. 2. Core Viewpoint No information provided. 3. Summary by Directory I. Option Trading Volume - On September 10, 2025, the trading volumes of various index options were as follows: 1.0867 million contracts for SSE 50 ETF options, 1.2034 million contracts for SSE CSI 300 ETF options, 1.6179 million contracts for SSE CSI 500 ETF options, 0.1152 million contracts for Shenzhen 100 ETF options, 2.2872 million contracts for ChiNext ETF options, 0.034 million contracts for SSE 50 index options, 0.1289 million contracts for CSI 300 index options, and 0.3011 million contracts for CSI 1000 index options [1]. - The detailed trading volumes including call and put options are presented in Table 1. For example, the call and put trading volumes of SSE 50 ETF options were 0.4827 million and 0.4762 million contracts respectively, with a total of 0.9589 million contracts [21]. II. Option PCR - The PCR values of various index options and their环比 changes are as follows: For SSE 50 ETF options, the turnover PCR was 0.68 (环比 change -0.11), and the open - interest PCR was 0.85 (环比 change +0.02); for SSE CSI 300 ETF options, the turnover PCR was 0.67 (环比 change -0.02), and the open - interest PCR was 1.12 (环比 change +0.03); etc. [2][36]. III. Option VIX - The VIX values of various index options and their环比 changes are as follows: The VIX of SSE 50 ETF options was 17.49% (环比 change -0.98%); the VIX of SSE CSI 300 ETF options was 18.06% (环比 change -0.79%); etc. [3][51].
股指期权日报-20250910
Hua Tai Qi Huo· 2025-09-10 09:09
Report Industry Investment Rating - No relevant information provided Core Viewpoint - No core viewpoints are explicitly stated in the provided content Summary by Directory Option Trading Volume - On September 9, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 944,700 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1,150,200 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1,591,200 contracts; the trading volume of Shenzhen 100 ETF options was 163,100 contracts; the trading volume of ChiNext ETF options was 2,209,900 contracts; the trading volume of Shanghai Stock Exchange 50 index options was 36,300 contracts; the trading volume of CSI 300 index options was 131,600 contracts; and the total trading volume of CSI 1000 options was 291,600 contracts [1] - The table also shows the call, put, and total trading volumes of various index ETF options on the same day [21] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.79, with a month - on - month change of +0.18; the position PCR was reported at 0.83, with a month - on - month change of +0.02. 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][30] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 18.47%, with a month - on - month change of - 0.84%. The VIX of CSI 300 ETF options (Shanghai market) was reported at 18.85%, with a month - on - month change of - 1.10%. 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][44]
股指期权日报-20250905
Hua Tai Qi Huo· 2025-09-05 08:37
Report Overview - The report is an index option daily report, covering information on option trading volume, PCR, and VIX in the index option market on September 4, 2025 [1] 1. Report Industry Investment Rating - Not provided in the report 2. Report's Core View - Not provided in the report 3. Summary by Relevant Catalogs Option Trading Volume - On September 4, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.6938 million contracts; for CSI 300 ETF options (Shanghai market), it was 1.5669 million contracts; for CSI 500 ETF options (Shanghai market), it was 2.3131 million contracts; for Shenzhen 100 ETF options, it was 0.2733 million contracts; for ChiNext ETF options, it was 3.5481 million contracts; for Shanghai Stock Exchange 50 index options, it was 0.0866 million contracts; for CSI 300 index options, it was 0.1820 million contracts; for CSI 1000 options, the total trading volume was 0.4443 million contracts [1] - The detailed trading volume data also includes the call and put trading volumes and total trading volumes of various options [22] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.87, with a month - on - month change of +0.26; the position PCR was reported at 0.81, with a month - on - month change of - 0.07. Similar data are provided for other types of options [2][31] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 21.47%, with a month - on - month change of +0.43%. Similar data are provided for other types of options [3][44]
股指期权日报-20250904
Hua Tai Qi Huo· 2025-09-04 07:09
Report Title - The report is titled "Stock Index Options Daily Report" and is dated September 4, 2025 [21][48] Report Industry Investment Rating - No industry investment rating is provided in the report Core View - The report presents the trading data of various stock index options on September 3, 2025, including trading volume, PCR (Put-Call Ratio), and VIX (Volatility Index), along with their respective changes compared to the previous period Summary by Directory 1. Option Trading Volume - On September 3, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.377 million contracts; the trading volume of Shanghai Stock Exchange 300 ETF options was 1.5928 million contracts; the trading volume of Shanghai Stock Exchange 500 ETF options was 2.4388 million contracts; the trading volume of Shenzhen 100 ETF options was 0.2384 million contracts; the trading volume of ChiNext ETF options was 2.6177 million contracts; the trading volume of Shanghai Stock Exchange 50 stock index options was 0.0684 million contracts; the trading volume of Shanghai Stock Exchange 300 stock index options was 0.1909 million contracts; and the total trading volume of China Securities 1000 options was 0.3786 million contracts [1] 2. Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.61, with a month-on-month change of +0.14; the position PCR was reported at 0.88, with a month-on-month change of -0.06. Similar data for other options are also provided, including Shanghai Stock Exchange 300 ETF options, Shanghai Stock Exchange 500 ETF options, Shenzhen 100 ETF options, ChiNext ETF options, Shanghai Stock Exchange 50 stock index options, Shanghai Stock Exchange 300 stock index options, and China Securities 1000 stock index options [2][32] 3. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 21.04%, with a month-on-month change of -1.63%. Similar data for other options are also provided, including Shanghai Stock Exchange 300 ETF options, Shanghai Stock Exchange 500 ETF options, Shenzhen 100 ETF options, ChiNext ETF options, Shanghai Stock Exchange 50 stock index options, Shanghai Stock Exchange 300 stock index options, and China Securities 1000 stock index options [3][46]
股指期权日报-20250903
Hua Tai Qi Huo· 2025-09-03 07:13
Report Industry Investment Rating - Not provided Core Viewpoints - Not provided Summary by Relevant Catalogs Option Trading Volume - On September 2, 2025, the trading volume of SSE 50 ETF options was 958,300 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1,071,600 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1,355,700 contracts; the trading volume of Shenzhen 100 ETF options was 178,100 contracts; the trading volume of ChiNext ETF options was 2,877,900 contracts; the trading volume of SSE 50 index options was 64,500 contracts; the trading volume of CSI 300 index options was 133,600 contracts; and the total trading volume of CSI 1000 options was 389,200 contracts [1] - The call trading volume, put trading volume, and total trading volume of different index ETF options on a recent day are presented in a table, including details for SSE 50 ETF options, CSI 300 ETF options (Shanghai market), etc [19] Option PCR - The turnover PCR and position PCR, along with their环比 changes, are reported for various options such as SSE 50 ETF options, CSI 300 ETF options (Shanghai market), etc. For example, the turnover PCR of SSE 50 ETF options is reported at 0.47 with a环比 change of +0.04, and the position PCR is 0.94 with a环比 change of +0.00 [2] Option VIX - The VIX and its环比 changes are provided for different options. For instance, the VIX of SSE 50 ETF options is 22.66% with a环比 change of -0.09%, and the VIX of CSI 300 ETF options (Shanghai market) is 21.83% with a环比 change of -0.01% [3]
股指期权日报-20250902
Hua Tai Qi Huo· 2025-09-02 07:26
Report Summary 1. Report Industry Investment Rating No relevant content provided. 2. Core View of the Report The report provides a daily overview of the stock index options market, including option trading volume, PCR (Put - Call Ratio), and VIX (Volatility Index) data for various stock index options on September 1, 2025. 3. Summary by Directory I. Option Trading Volume - On September 1, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1630800 contracts; the trading volume of Shanghai - listed CSI 300 ETF options was 1754800 contracts; the trading volume of Shanghai - listed CSI 500 ETF options was 1980300 contracts; the trading volume of Shenzhen 100 ETF options was 146800 contracts; the trading volume of ChiNext ETF options was 2018000 contracts; the trading volume of Shanghai Stock Exchange 50 stock index options was 41700 contracts; the trading volume of CSI 300 stock index options was 208000 contracts; and the total trading volume of CSI 1000 options was 264200 contracts [1]. - The detailed breakdown of call, put, and total trading volumes for each option type is presented in Table 1 [20]. II. Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.42, with a month - on - month change of +0.04; the position PCR was reported at 0.94, with a month - on - month change of - 0.04. Similar data for other options are also provided, showing different changes in turnover PCR and position PCR [2]. - The detailed PCR data for each option type, including turnover PCR, month - on - month change, position PCR, and month - on - month change, are presented in Table 2 [31]. III. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 22.75%, with a month - on - month change of - 1.57%; the VIX of Shanghai - listed CSI 300 ETF options was reported at 21.85%, with a month - on - month change of - 1.67%. Similar data for other options are also provided, with most showing a decline in VIX except for ChiNext ETF options which had a slight increase [3]. - The detailed VIX data for each option type, including VIX and month - on - month change, are presented in Table 3 [45].
股指期权日报-20250901
Hua Tai Qi Huo· 2025-09-01 08:29
Report Industry Investment Rating No relevant content provided. Core Viewpoints No relevant content provided. Summary by Directory Option Trading Volume - On August 29, 2025, the trading volume of SSE 50 ETF options was 1592,500 contracts; CSI 300 ETF options (Shanghai) was 1,772,800 contracts; CSI 500 ETF options (Shanghai) was 2,381,200 contracts; Shenzhen 100 ETF options was 134,200 contracts; ChiNext ETF options was 2,746,900 contracts; SSE 50 index options was 73,400 contracts; CSI 300 index options was 203,300 contracts; and CSI 1000 options was 330,600 contracts [1]. - The detailed breakdown of call, put, and total trading volumes for various index ETF options on a recent day is as follows: SSE 50 ETF options had call volume of 980,500 contracts, put volume of 650,300 contracts, and total volume of 1,630,800 contracts; CSI 300 ETF options (Shanghai) had call volume of 968,900 contracts, put volume of 785,800 contracts, and total volume of 1,754,800 contracts; CSI 500 ETF options (Shanghai) had call volume of 1,005,800 contracts, put volume of 974,500 contracts, and total volume of 1,980,300 contracts; Shenzhen 100 ETF options had call volume of 84,400 contracts, put volume of 62,400 contracts, and total volume of 146,800 contracts; ChiNext ETF options had call volume of 1,681,500 contracts, put volume of 1,065,300 contracts, and total volume of 2,746,900 contracts; SSE 50 index options had call volume of 19,700 contracts, put volume of 63,300 contracts, and total volume of 73,400 contracts; CSI 300 index options had call volume of 139,000 contracts, put volume of 69,000 contracts, and total volume of 208,000 contracts; and CSI 1000 index options had call volume of 187,100 contracts, put volume of 143,500 contracts, and total volume of 330,600 contracts [19]. Option PCR - The turnover PCR and position PCR, along with their环比 changes, for different options are as follows: SSE 50 ETF options had a turnover PCR of 0.38 (环比 change -0.19) and a position PCR of 0.98 (环比 change +0.05); CSI 300 ETF options (Shanghai) had a turnover PCR of 0.35 (环比 change -0.15) and a position PCR of 1.26 (环比 change +0.05); CSI 500 ETF options (Shanghai) had a turnover PCR of 0.53 (环比 change -0.14) and a position PCR of 1.31 (环比 change +0.03); Shenzhen 100 ETF options had a turnover PCR of 0.35 (环比 change -0.01) and a position PCR of 1.12 (环比 change +0.07); ChiNext ETF options had a turnover PCR of 0.30 (环比 change -0.16) and a position PCR of 1.35 (环比 change +0.07); SSE 50 index options had a turnover PCR of 0.18 (环比 change -0.05) and a position PCR of 0.64 (环比 change +0.04); CSI 300 index options had a turnover PCR of 0.24 (环比 change -0.14) and a position PCR of 0.85 (环比 change +0.06); and CSI 1000 index options had a turnover PCR of 0.54 (环比 change -0.19) and a position PCR of 1.12 (环比 change +0.02) [2][29]. Option VIX - The VIX and its环比 changes for different options are as follows: SSE 50 ETF options had a VIX of 24.32% (环比 change +0.11%); CSI 300 ETF options (Shanghai) had a VIX of 23.52% (环比 change -0.43%); CSI 500 ETF options (Shanghai) had a VIX of 27.95% (环比 change -0.32%); Shenzhen 100 ETF options had a VIX of 30.68% (环比 change +0.89%); ChiNext ETF options had a VIX of 37.23% (环比 change -0.16%); SSE 50 index options had a VIX of 23.71% (环比 change -0.83%); CSI 300 index options had a VIX of 24.16% (环比 change -0.53%); and CSI 1000 index options had a VIX of 28.06% (环比 change -0.25%) [3][43].
股指期权日报-20250828
Hua Tai Qi Huo· 2025-08-28 05:06
Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core View The report presents the daily market overview of stock index options on August 27, 2025, including option trading volume, PCR (Put - Call Ratio), and VIX (Volatility Index) data for various types of stock index options. 3. Summary by Directory I. Option Trading Volume - On August 27, 2025, the trading volumes of different stock index options were as follows: 1614,600 contracts for SSE 50 ETF options, 1431,300 contracts for CSI 300 ETF options (Shanghai market), 2314,700 contracts for CSI 500 ETF options (Shanghai market), 177,400 contracts for Shenzhen 100 ETF options, 3148,900 contracts for ChiNext ETF options, 75,400 contracts for SSE 50 stock index options, 137,400 contracts for CSI 300 stock index options, and 367,400 contracts for CSI 1000 options [1]. - The detailed call, put, and total trading volumes of stock index ETF options are shown in Table 1. For example, the total trading volume of SSE 50 ETF options was 1843,300 contracts, with 1065,200 call contracts and 778,100 put contracts [19]. II. Option PCR - The PCR data of different stock index options are presented. For instance, the turnover PCR of SSE 50 ETF options was 0.48, with a month - on - month change of +0.08, and the position PCR was 1.09, with a month - on - month change of - 0.07. The turnover PCR of CSI 300 ETF options (Shanghai market) was 0.39, with a month - on - month change of +0.10, and the position PCR was 1.29, with a month - on - month change of +0.00 [2][32]. III. Option VIX - The VIX data of different stock index options are provided. For example, the VIX of SSE 50 ETF options was 23.78%, with a month - on - month change of - 1.60%. The VIX of CSI 300 ETF options (Shanghai market) was 23.21%, with a month - on - month change of - 1.31% [3][47].