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股指期权日报-20250827
Hua Tai Qi Huo· 2025-08-27 09:34
Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core Viewpoint No core viewpoint explicitly stated in the provided content. 3. Summary by Directory Option Trading Volume - On August 26, 2025, the trading volume of SSE 50 ETF options was 2.3155 million contracts; CSI 300 ETF options (Shanghai) was 2.2435 million contracts; CSI 500 ETF options (Shanghai) was 2.7379 million contracts; Shenzhen 100 ETF options was 0.2355 million contracts; ChiNext ETF options was 2.451 million contracts; SSE 50 index options was 0.056 million contracts; CSI 300 index options was 0.2242 million contracts; and CSI 1000 options was 0.2598 million contracts [1]. - The table shows the call, put, and total trading volumes of various index ETF options on the same day, such as the total trading volume of SSE 50 ETF options was 1.6146 million contracts, with 0.945 million call contracts and 0.6696 million put contracts [20]. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.39, with a month - on - month change of +0.07; the open interest PCR was 1.15, with a month - on - month change of - 0.01. Similar data is provided for other types of options [2]. - The table presents the turnover PCR, its month - on - month change, open interest PCR, and its month - on - month change for different index ETF options, e.g., for CSI 500 ETF options (Shanghai), the turnover PCR was 0.39 (+0.05) and the open interest PCR was 1.53 (+0.08) [28]. Option VIX - The VIX of SSE 50 ETF options was reported at 25.39%, with a month - on - month change of - 1.58%; the VIX of CSI 300 ETF options (Shanghai) was 24.52%, with a month - on - month change of +0.19%. Similar data is available for other options [3]. - The table shows the VIX and its month - on - month change for various index ETF options, such as the VIX of Shenzhen 100 ETF options was 30.28% (+0.92%) [41].
股指期权日报-20250826
Hua Tai Qi Huo· 2025-08-26 06:48
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) data for various stock index options on August 25, 2025. 3. Summary by Section Option Trading Volume - On August 25, 2025, the trading volumes of different stock index options were as follows: Shanghai Stock Exchange 50 ETF option volume was 217.09 million contracts; CSI 300 ETF option (Shanghai market) volume was 194.47 million contracts; CSI 500 ETF option (Shanghai market) volume was 247.96 million contracts; Shenzhen 100 ETF option volume was 17.55 million contracts; ChiNext ETF option volume was 387.11 million contracts; Shanghai Stock Exchange 50 stock index option volume was 9.12 million contracts; CSI 300 stock index option volume was 15.14 million contracts; and CSI 1000 option total volume was 35.80 million contracts [1]. - The detailed breakdown of call, put, and total trading volumes for each option type is also provided in Table 1 [19]. Option PCR - The report shows the put - call ratio (PCR) of trading volume and open interest for different stock index options. For example, the Shanghai Stock Exchange 50 ETF option trading volume PCR was 0.32 with a 0.00 change from the previous day, and the open - interest PCR was 1.16 with a - 0.04 change [2]. - The PCR data for other options such as CSI 300 ETF option, CSI 500 ETF option, etc., are also presented in Table 2, including their respective changes from the previous day [28]. Option VIX - The VIX data for different stock index options are reported. For instance, the Shanghai Stock Exchange 50 ETF option VIX was 26.97% with a + 4.83% change from the previous day; the CSI 300 ETF option (Shanghai market) VIX was 24.33% with a + 3.89% change [3]. - The VIX data for other options and their changes are detailed in Table 3 [42].
股指期权日报-20250825
Hua Tai Qi Huo· 2025-08-25 05:23
Report Summary 1. Report Industry Investment Rating There is no information provided regarding the report's industry investment rating. 2. Core Viewpoint The report presents an overview of the stock index options market on August 22, 2025, including option trading volume, PCR (Put-Call Ratio), and VIX (Volatility Index), offering data for various types of stock index options [1][2][3]. 3. Summary by Directory Option Trading Volume - On August 22, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.4943 million contracts; that of Shanghai Stock Exchange 300 ETF options was 1.5079 million contracts; that of Shanghai Stock Exchange 500 ETF options was 2.1288 million contracts; that of Shenzhen 100 ETF options was 0.1825 million contracts; that of ChiNext ETF options was 3.2767 million contracts; that of Shanghai Stock Exchange 50 stock index options was 0.0685 million contracts; that of Shanghai Stock Exchange 300 stock index options was 0.1119 million contracts; and that of China Securities 1000 options was 0.2898 million contracts [1]. - The table shows the call, put, and total trading volumes of various stock index ETF options on the same day [19]. Option PCR - The trading volume PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.32, with a month-on-month change of -0.09; the position PCR was reported at 1.20, with a month-on-month change of +0.14. 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]. - The table details the trading volume PCR, month-on-month change, position PCR, and month-on-month change of various stock index ETF options [35]. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 22.14%, with a month-on-month change of +1.26%; the VIX of Shanghai Stock Exchange 300 ETF options was reported at 20.44%, with a month-on-month change of +0.55%. Similar data for other options are also provided, including 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]. - The table shows the VIX and month-on-month change values of various stock index ETF options [48].
股指期权日报-20250821
Hua Tai Qi Huo· 2025-08-21 05:49
Report Industry Investment Rating - None provided Core Viewpoint - None provided Summary by Directory 1. Option Trading Volume - On August 20, 2025, the trading volume of SSE 50 ETF options was 1.7557 million contracts; that of CSI 300 ETF options (Shanghai market) was 1.563 million contracts; that of CSI 500 ETF options (Shanghai market) was 2.0703 million contracts; that of Shenzhen 100 ETF options was 0.2175 million contracts; that of ChiNext ETF options was 2.6487 million contracts; that of SSE 50 index options was 0.0458 million contracts; that of CSI 300 index options was 0.0998 million contracts; and that of CSI 1000 options was 0.2751 million contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the same day, such as 0.8999 million call and 0.8094 million put contracts for SSE 50 ETF options, with a total of 1.7093 million contracts [20] 2. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.69, with a month - on - month change of +0.10; the open - interest PCR was 1.04, with a month - on - month change of +0.07. Similar data are provided for other types of options [2] - The table presents the turnover PCR, month - on - month change, open - interest PCR, and month - on - month change of various index ETF options [36] 3. Option VIX - The VIX of SSE 50 ETF options was reported at 20.94%, with a month - on - month change of +0.73%. Similar data for other options are also included [3] - The table shows the VIX and month - on - month change values of various index ETF options [49]
股指期权日报-20250820
Hua Tai Qi Huo· 2025-08-20 05:54
Report Industry Investment Rating - Not provided in the content Core Viewpoints - Not provided in the content Summary by Relevant Catalogs Option Trading Volume - On August 19, 2025, the trading volume of SSE 50 ETF options was 2.0212 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 2.0951 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 2.5965 million contracts; the trading volume of Shenzhen 100 ETF options was 0.2026 million contracts; the trading volume of ChiNext ETF options was 2.547 million contracts; the trading volume of SSE 50 index options was 0.0458 million contracts; the trading volume of CSI 300 index options was 0.1544 million contracts; and the total trading volume of CSI 1000 options was 0.2682 million contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the same day, such as the call trading volume of SSE 50 ETF options was 0.9748 million contracts, the put trading volume was 0.7808 million contracts, and the total trading volume was 1.7557 million contracts [20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.59, with a month - on - month change of +0.19; the open interest PCR was reported at 0.96, with a month - on - month change of - 0.11. Similar data are provided for other types of options [2] - The table presents the turnover PCR, its month - on - month change, open interest PCR, and its month - on - month change for various index ETF options [35] Option VIX - The VIX of SSE 50 ETF options was reported at 20.20%, with a month - on - month change of - 1.44%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 19.91%, with a month - on - month change of - 1.59%. Similar data are provided for other types of options [3] - The table shows the VIX and its month - on - month change value for various index ETF options [48]
股指期权日报-20250819
Hua Tai Qi Huo· 2025-08-19 06:20
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, and VIX data for various stock index options on August 18, 2025. 3. Summary by Directory Option Trading Volume - On August 18, 2025, the trading volumes of different stock index options were as follows: Shanghai - Shenzhen 50 ETF option was 1876200 contracts; Shanghai - Shenzhen 300 ETF option (Shanghai market) was 1822000 contracts; CSI 500 ETF option (Shanghai market) was 2344800 contracts; Shenzhen 100 ETF option was 177000 contracts; GEM ETF option was 3272800 contracts; Shanghai - Shenzhen 50 stock index option was 55600 contracts; Shanghai - Shenzhen 300 stock index option was 160500 contracts; CSI 1000 option was 359400 contracts [1]. - The detailed breakdown of call, put, and total trading volumes for different stock index options is also provided in Table 1 [20]. Option PCR - The PCR data for different stock index options showed various changes. For example, the turnover PCR of Shanghai - Shenzhen 50 ETF option was 0.40, with a month - on - month change of - 0.09; the position PCR was 1.08, with a month - on - month change of + 0.01. Similar data for other options are presented in Table 2 [37]. Option VIX - The VIX data for different stock index options also had different changes. For instance, the VIX of Shanghai - Shenzhen 50 ETF option was 21.64%, with a month - on - month change of + 2.02%. The data for other options are shown in Table 3 [51].
股指期权日报-20250818
Hua Tai Qi Huo· 2025-08-18 02:58
Report Industry Investment Rating - Not provided Core Viewpoints - The report provides a daily overview of the stock index options market, including option trading volume, PCR, and VIX data for various types of options on August 15, 2025 [1][2][3] Summary by Directory Option Trading Volume - On August 15, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 2.2963 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.9952 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 2.1653 million contracts; the trading volume of Shenzhen 100 ETF options was 0.1810 million contracts; the trading volume of ChiNext ETF options was 2.7918 million contracts; the trading volume of Shanghai Stock Exchange 50 stock index options was 0.0640 million contracts; the trading volume of CSI 300 stock index options was 0.2142 million contracts; the total trading volume of CSI 1000 options was 0.3960 million 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 Shanghai Stock Exchange 50 ETF options was reported at 0.49, with a month - on - month change of +0.06; the position PCR was reported at 1.07, with a month - on - month change of - 0.10. 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 [36] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 19.62%, with a month - on - month change of +1.97%. 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 [47]
商品期权周报-20250817
Guo Tai Jun An Qi Huo· 2025-08-17 12:17
1. Report Industry Investment Rating No relevant content provided. 2. Core Viewpoints of the Report - In the past week, the trading volume of commodity options increased slightly, mainly due to the increment brought by the rising volatility of the agricultural products sector. Meanwhile, the trading volume of the non - ferrous and new energy sectors decreased along with the decline of implied volatility. The implied volatility of non - ferrous sector options is at a relatively low level recently, and buying options for price reversal trading can be considered [5]. - The options of contracts such as soybean meal, corn, starch, iron ore, liquefied gas, polypropylene, PVC, plastic, palm oil, soybean No.1, soybean No.2, soybean oil, styrene, ethylene glycol, eggs, live pigs, and log 509 are about to expire. Attention should be paid to the end - of - month risks when changing contracts [5]. 3. Summary According to the Table of Contents 3.1 Market Overview - The trading volume of commodity options increased slightly last week, mainly due to the increment from the agricultural products sector. The trading volume of non - ferrous and new energy sectors decreased, and their implied volatility also declined. The implied volatility of non - ferrous sector options is at a recent low [5]. - The options of certain contracts are about to expire, and attention should be paid to the end - of - month risks [5]. 3.2 Market Data 3.2.1 Market Overview - The trading volume of the overall market this week was 8,808,344.8, with a week - on - week increase of 0.17%. The open interest was 8,996,228, with a week - on - week decrease of 0.27%. Among them, the trading volume of the agricultural products sector increased by 2.45%, that of the energy and chemical sector increased by 0.17%, that of the black sector increased by 0.4%, and that of the precious metals sector increased by 1.26%. The trading volume of the non - ferrous and new energy sectors decreased by 1.82%. The open interest of the agricultural products sector decreased by 0.1%, that of the energy and chemical sector decreased by 0.55%, that of the black sector decreased by 0.19%, and that of the non - ferrous and new energy sectors increased by 0.41% [6]. 3.2.2 - 3.2.55 Various Option Market Data - For each type of option (such as corn, soybean meal, etc.), detailed data on trading volume, open interest, volume PCR, open interest PCR, at - the - money volatility, HV - 10 days, HV - 20 days, and Skew are provided, including data for this week, last week, and their changes [12 - 44]. 3.3 Chart Analysis No relevant content provided.
商品期权日报 0815:商品期权成交量 634 万张,玉米期权 IV 上升 5.86%-20250815
Yin He Qi Huo· 2025-08-15 11:48
1. Report Industry Investment Rating - No relevant content found 2. Core Viewpoints of the Report - The trading volume of commodity options reached 6.34 million contracts. Some varieties had relatively large trading volumes, such as soybean meal options with 670,000 contracts, palm oil options with 580,000 contracts, and soda ash options with 430,000 contracts. In terms of open interest, soybean meal options exceeded 1.09 million contracts, and rebar options exceeded 550,000 contracts. Regarding the trading volume PCR, some varieties deviated significantly, presenting trading opportunities but also liquidity risks [1][3]. - In the agricultural product sector, the IV of corn options rose by 5.86%, while that of egg options fell by 4.88%. In the energy and chemical sector, the IV of caustic soda options increased by 3.06%, and that of lithium carbonate options decreased by 4.47%. In the metal sector, the IV of each variety showed mixed trends, with the IV of Shanghai silver options dropping by 0.69% [3]. 3. Summary According to the Directory 3.1. Market Quick View 3.1.1. Trading Volume and Open Interest - The report provides detailed trading volume and open - interest data for various commodity options, including information on the underlying asset's closing price, price change, option trading volume, call and put trading volumes, option open interest, call and put open interests, and trading volume and open - interest PCR for each variety [5]. 3.1.2. Volatility - The report presents the implied volatility (IV) data of various commodity options, including the flat - strike IV, IV change in absolute value, historical volatility (30 - day, 60 - day, and 90 - day), and the difference between implied and historical volatility (IV - HV) for each variety [11]. 3.2. Variety Research 3.2.1. Soybean Meal Options - The report includes charts of the volatility smile curve, volatility term structure, recent one - month IV trend, and recent one - month implied - historical volatility difference trend for soybean meal options [13]. 3.2.2. Rapeseed Meal Options - It provides charts of the volatility smile curve, volatility term structure, recent one - month IV trend, and recent one - month implied - historical volatility difference trend for rapeseed meal options [17]. 3.2.3. PTA Options - The report contains charts of the volatility smile curve, volatility term structure, recent one - month IV trend, and recent one - month implied - historical volatility difference trend for PTA options [21]. 3.2.4. Methanol Options - It offers charts of the volatility smile curve, volatility term structure, recent one - month IV trend, and recent one - month implied - historical volatility difference trend for methanol options [23]. 3.2.5. Sugar Options - The report includes charts of the volatility smile curve, volatility term structure, recent one - month IV trend, and recent one - month implied - historical volatility difference trend for sugar options [26]. 3.2.6. Soda Ash Options - It provides charts of the volatility smile curve, volatility term structure, recent one - month IV trend, and recent one - month implied - historical volatility difference trend for soda ash options [31]. 3.2.7. Iron Ore Options - The report contains charts of the volatility smile curve, volatility term structure, recent one - month IV trend, and recent one - month implied - historical volatility difference trend for iron ore options [35]. 3.2.8. Shanghai Silver Options - It offers charts of the volatility smile curve, volatility term structure, recent one - month IV trend, and recent one - month implied - historical volatility difference trend for Shanghai silver options [38]. 3.2.9. Rebar Options - The report includes charts of the volatility smile curve, volatility term structure, recent one - month IV trend, and recent one - month implied - historical volatility difference trend for rebar options [42].
股指期权日报-20250815
Hua Tai Qi Huo· 2025-08-15 09:14
Report Summary 1. Report Industry Investment Rating - No information provided in the given content. 2. Report's 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 types of index options on August 14, 2025 [1][2][3]. 3. Summary by Related Catalogs Option Trading Volume - On August 14, 2025, the trading volumes of different index options were as follows: 127.52 million contracts for SSE 50 ETF options, 109.60 million contracts for SSE CSI 300 ETF options, 128.30 million contracts for SSE CSI 500 ETF options, 12.68 million contracts for Shenzhen 100 ETF options, 309.54 million contracts for ChiNext ETF options, 10.06 million contracts for SSE 50 index options, 21.42 million contracts for CSI 300 index options, and 40.51 million contracts for CSI 1000 index options [1]. Option PCR - The PCR data shows the following: for SSE 50 ETF options, the trading value PCR was 0.43 (a - 0.06 change from the previous period), and the open - interest PCR was 1.16 (+0.12 change). Similar data is provided for other index options, with varying changes in trading value and open - interest PCRs [2][35]. Option VIX - The VIX data indicates that for SSE 50 ETF options, the VIX was 17.65% (+0.07% change from the previous period). Other index options also had their respective VIX values and changes, with some increasing and some decreasing [3][50].