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股指期权日报-20251114
Hua Tai Qi Huo· 2025-11-14 05:24
Report Industry Investment Rating - Not provided Core Viewpoints - Not provided Summary by Directory Option Trading Volume - On November 13, 2025, the trading volume of SSE 50 ETF options was 915,600 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1,125,500 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1,777,500 contracts; the trading volume of Shenzhen 100 ETF options was 49,900 contracts; the trading volume of ChiNext ETF options was 2,130,800 contracts; the trading volume of SSE 50 index options was 41,000 contracts; the trading volume of CSI 300 index options was 121,100 contracts; the total trading volume of CSI 1000 options was 308,500 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the previous day, such as 425,200 call contracts and 415,300 put contracts for SSE 50 ETF options, with a total of 840,500 contracts [20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.57, with a month - on - month change of - 0.10; the position PCR was reported at 1.04, with a month - on - month change of + 0.06. 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 [31] Option VIX - The VIX of SSE 50 ETF options was reported at 16.90%, with a month - on - month change of - 0.34%. Similar data are given for other types of options [3] - The table shows the VIX and month - on - month change values of various index ETF options [47]
股指期权日报-20251113
Hua Tai Qi Huo· 2025-11-13 06:13
Report Industry Investment Rating - Not provided in the 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 types of options on November 12, 2025 [1][2][3] Summary by Directory Option Trading Volume - On November 12, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 747,500 contracts; CSI 300 ETF options (Shanghai) was 958,000 contracts; CSI 500 ETF options (Shanghai) was 1,328,100 contracts; Shenzhen 100 ETF options was 65,300 contracts; ChiNext ETF options was 2,019,100 contracts; Shanghai Stock Exchange 50 stock index options was 44,600 contracts; CSI 300 stock index options was 120,600 contracts; and CSI 1000 options was 315,600 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the same day, such as 462,600 call and 453,000 put contracts for Shanghai Stock Exchange 50 ETF options, with a total of 915,600 contracts [20] Option PCR - The trading volume - weighted PCR and position - weighted PCR, along with their环比 changes, are provided for different options. For example, the trading volume - weighted PCR of Shanghai Stock Exchange 50 ETF options was 0.67, with a环比 change of - 0.08, and the position - weighted PCR was 0.98, with a环比 change of + 0.05 [2][32] Option VIX - The VIX values and their环比 changes of different options are reported. For instance, the VIX of Shanghai Stock Exchange 50 ETF options was 17.24%, with a环比 change of - 0.26% [3][47]
股指期权日报-20251112
Hua Tai Qi Huo· 2025-11-12 07:04
Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core View The report presents a daily overview of the stock index options market, including option trading volume, PCR (Put-Call Ratio), and VIX (Volatility Index), providing data on multiple types of stock index options such as Shanghai 50 ETF options, CSI 300 ETF options, etc. 3. Summary by Directory I. Option Trading Volume - On November 11, 2025, the trading volume of Shanghai 50 ETF options was 741,600 contracts; CSI 300 ETF options (Shanghai market) was 900,600 contracts; CSI 500 ETF options (Shanghai market) was 1,301,700 contracts; Shenzhen 100 ETF options was 79,900 contracts; ChiNext ETF options was 1,701,600 contracts; Shanghai 50 stock index options was 34,900 contracts; CSI 300 stock index options was 109,100 contracts; and CSI 1000 options total trading volume was 229,500 contracts [1]. - The table shows the call, put, and total trading volumes of various stock index ETF options on the same day, for example, the total trading volume of Shanghai 50 ETF options was 747,500 contracts [21]. II. Option PCR - The turnover PCR of Shanghai 50 ETF options was reported at 0.75, with a month - on - month change of +0.12; the position PCR was 0.93, with a month - on - month change of - 0.05. Similar data is provided for other types of options, such as CSI 300 ETF options (Shanghai market), where the turnover PCR was 0.88, with a month - on - month change of +0.13, and the position PCR was 1.08, with a month - on - month change of - 0.03 [2]. III. Option VIX - The VIX of Shanghai 50 ETF options was reported at 17.51%, with a month - on - month change of +0.40%; the VIX of CSI 300 ETF options (Shanghai market) was 19.05%, with a month - on - month change of +0.54%. Similar data is provided for other types of options, like the VIX of CSI 1000 stock index options was 24.22%, with a month - on - month change of +0.75% [3].
股指期权日报-20251111
Hua Tai Qi Huo· 2025-11-11 06:11
Report Summary 1. Report Industry Investment Rating No information provided. 2. Core View 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 November 10, 2025. 3. Summary by Directory I. Option Trading Volume - On November 10, 2025, the trading volumes of different stock index options were as follows: 593,400 contracts for SSE 50 ETF options; 779,500 contracts for CSI 300 ETF options (Shanghai market); 1,234,500 contracts for CSI 500 ETF options (Shanghai market); 63,300 contracts for Shenzhen 100 ETF options; 1,798,200 contracts for GEM ETF options; 34,000 contracts for SSE 50 stock index options; 94,100 contracts for CSI 300 stock index options; and 233,900 contracts for CSI 1000 options [1]. - The detailed breakdown of call, put, and total trading volumes for each option type is shown in Table 1. For example, the total trading volume of SSE 50 ETF options was 741,600 contracts (376,000 call contracts and 365,600 put contracts) [20]. II. Option PCR - The PCR data for different stock index options on November 10, 2025, are presented. For instance, the turnover PCR of SSE 50 ETF options was 0.63, with a - 0.15 change compared to the previous period, and the open - interest PCR was 0.97, with a + 0.00 change [2][32]. - The detailed PCR data for each option type, including turnover PCR, its change, open - interest PCR, and its change, are shown in Table 2 [32]. III. Option VIX - The VIX data for different stock index options on November 10, 2025, are as follows: the VIX of SSE 50 ETF options was 17.11%, with a + 0.92% change compared to the previous period; the VIX of CSI 300 ETF options (Shanghai market) was 18.51%, with a + 0.87% change [3][47]. - The detailed VIX data for each option type, including the VIX value and its change, are shown in Table 3 [47].
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].