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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]
股指期权日报-20251027
Hua Tai Qi Huo· 2025-10-27 06:11
Report Overview - The report is an index option daily report, providing data on option trading volume, PCR, and VIX for various index options on October 24, 2025 [1]. 1. Option Trading Volume - On October 24, 2025, the trading volumes of different index options were as follows: 900,600 contracts for SSE 50 ETF options, 929,900 contracts for CSI 300 ETF options (Shanghai market), 1,148,500 contracts for CSI 500 ETF options (Shanghai market), 47,700 contracts for Shenzhen 100 ETF options, 1,785,500 contracts for ChiNext ETF options, 37,600 contracts for SSE 50 index options, 104,100 contracts for CSI 300 index options, and 223,700 contracts for CSI 1000 options [1]. 2. Option PCR - The PCR data of different index options on October 24, 2025 are as follows: - SSE 50 ETF options: The turnover PCR was 0.50, with a -0.23 change from the previous period; the open interest PCR was 0.97, with a -0.02 change [2]. - CSI 300 ETF options (Shanghai market): The turnover PCR was 0.58, with a -0.31 change; the open interest PCR was 1.13, with a +0.06 change [2]. - CSI 500 ETF options (Shanghai market): The turnover PCR was 0.73, with a -0.63 change; the open interest PCR was 1.25, with a -0.11 change [2]. - Shenzhen 100 ETF options: The turnover PCR was 0.61, with a -0.70 change; the open interest PCR was 1.25, with a -0.04 change [2]. - ChiNext ETF options: The turnover PCR was 0.52, with a -0.63 change; the open interest PCR was 1.31, with a +0.14 change [2]. - SSE 50 index options: The turnover PCR was 0.31, with a -0.12 change; the open interest PCR was 0.68, with a +0.00 change [2]. - CSI 300 index options: The turnover PCR was 0.37, with a -0.19 change; the open interest PCR was 0.80, with a +0.06 change [2]. - CSI 1000 index options: The turnover PCR was 0.66, with a -0.49 change; the open interest PCR was 0.95, with a +0.06 change [2]. 3. Option VIX - The VIX data of different index options on October 24, 2025 are as follows: - SSE 50 ETF options: The VIX was 16.87%, with a -0.09% change from the previous period [3]. - CSI 300 ETF options (Shanghai market): The VIX was 17.69%, with a -0.75% change [3]. - CSI 500 ETF options (Shanghai market): The VIX was 22.19%, with a -1.38% change [3]. - Shenzhen 100 ETF options: The VIX was 24.42%, with a -0.82% change [3]. - ChiNext ETF options: The VIX was 29.88%, with a -0.63% change [3]. - SSE 50 index options: The VIX was 17.51%, with a -0.16% change [3]. - CSI 300 index options: The VIX was 18.42%, with a -0.77% change [3]. - CSI 1000 index options: The VIX was 23.00%, with a -0.99% change [3].
股指期权日报-20251024
Hua Tai Qi Huo· 2025-10-24 09:30
Report Industry Investment Rating - Not provided Core Viewpoints - Not provided Summary by Directory Option Trading Volume - On October 23, 2025, the trading volume of SSE 50 ETF options was 1.0689 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.2745 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.6469 million contracts; the trading volume of Shenzhen 100 ETF options was 0.0857 million contracts; the trading volume of ChiNext ETF options was 1.367 million contracts; the trading volume of SSE 50 index options was 0.036 million contracts; the trading volume of CSI 300 index options was 0.0741 million contracts; the total trading volume of CSI 1000 options was 0.24 million contracts [1] - The table shows the call, put and total trading volumes of various index ETF options on the same day, such as 0.4936 million call and 0.4069 million put contracts for SSE 50 ETF options, with a total of 0.9006 million contracts [21] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.73, with a month - on - month change of +0.15; the open interest PCR was reported at 0.99, with a month - on - month change of +0.10. Similar data for other options are also presented, like the turnover PCR of CSI 500 ETF options (Shanghai market) was 1.36, with a month - on - month change of +0.22; the open interest PCR was 1.36, with a month - on - month change of +0.23 [2] - The table summarizes the turnover PCR, its month - on - month change, open interest PCR and its month - on - month change for various index ETF options [31] Option VIX - The VIX of SSE 50 ETF options was reported at 16.96%, with a month - on - month change of +0.22%; the VIX of CSI 300 ETF options (Shanghai market) was 18.44%, with a month - on - month change of +0.32%. Other options' VIX and their changes are also provided, for example, the VIX of ChiNext ETF options was 29.94%, with a month - on - month change of - 0.46% [3] - The table shows the VIX and its month - on - month change values for various index ETF options [46]
股指期权日报-20251023
Hua Tai Qi Huo· 2025-10-23 06:01
Report Industry Investment Rating - No relevant content provided Core View - The report presents the trading data of various index options on October 22, 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 22, 2025, the trading volume of SSE 50 ETF options was 1.2495 million contracts; CSI 300 ETF options (Shanghai) was 1.4354 million contracts; CSI 500 ETF options (Shanghai) was 1.9386 million contracts; Shenzhen 100 ETF options was 0.2408 million contracts; ChiNext ETF options was 1.8675 million contracts; SSE 50 index options was 0.0226 million contracts; CSI 300 index options was 0.094 million contracts; and CSI 1000 options was 0.1595 million contracts [1] - The detailed breakdown of call, put, and total trading volumes for each option type is as follows: for SSE 50 ETF options, call volume was 0.5015 million contracts, put volume was 0.5673 million contracts, and total volume was 1.0689 million contracts; for CSI 300 ETF options (Shanghai), call volume was 0.6088 million contracts, put volume was 0.6657 million contracts, and total volume was 1.2745 million contracts; for CSI 500 ETF options (Shanghai), call volume was 0.6989 million contracts, put volume was 0.948 million contracts, and total volume was 1.6469 million contracts; for Shenzhen 100 ETF options, call volume was 0.0679 million contracts, put volume was 0.0178 million contracts, and total volume was 0.0857 million contracts; for ChiNext ETF options, call volume was 0.9054 million contracts, put volume was 0.9621 million contracts, and total volume was 1.8675 million contracts; for SSE 50 index options, call volume was 0.0125 million contracts, put volume was 0.0363 million contracts, and total volume was 0.0226 million contracts; for CSI 300 index options, call volume was 0.0446 million contracts, put volume was 0.0294 million contracts, and total volume was 0.0741 million contracts; for CSI 1000 index options, call volume was 0.0882 million contracts, put volume was 0.0713 million contracts, and total volume was 0.1595 million contracts [20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.58, with a month - on - month change of - 0.03; the position PCR was 0.90, with a month - on - month change of + 0.02; for CSI 300 ETF options (Shanghai), the turnover PCR was 0.78, with a month - on - month change of + 0.12; the position PCR was 1.05, with a month - on - month change of - 0.01; for CSI 500 ETF options (Shanghai), the turnover PCR was 1.13, with a month - on - month change of + 0.29; the position PCR was 1.13, with a month - on - month change of - 0.04; for Shenzhen 100 ETF options, the turnover PCR was 1.84, with a month - on - month change of + 0.81; the position PCR was 1.45, with a month - on - month change of - 0.09; for ChiNext ETF options, the turnover PCR was 0.99, with a month - on - month change of + 0.38; the position PCR was 1.10, with a month - on - month change of - 0.03; for SSE 50 index options, the turnover PCR was 0.43, with a month - on - month change of + 0.11; the position PCR was 0.69, with a month - on - month change of - 0.01; for CSI 300 index options, the turnover PCR was 0.55, with a month - on - month change of + 0.07; the position PCR was 0.76, with a month - on - month change of - 0.01; for CSI 1000 index options, the turnover PCR was 0.94, with a month - on - month change of + 0.16; the position PCR was 0.94, with a month - on - month change of + 0.00 [2][33] Option VIX - The VIX of SSE 50 ETF options was reported at 16.74%, with a month - on - month change of - 0.25%; for CSI 300 ETF options (Shanghai), the VIX was 18.12%, with a month - on - month change of - 0.20%; for CSI 500 ETF options (Shanghai), the VIX was 23.43%, with a month - on - month change of - 0.33%; for Shenzhen 100 ETF options, the VIX was 25.24%, with a month - on - month change of - 0.42%; for ChiNext ETF options, the VIX was 30.40%, with a month - on - month change of - 1.05%; for SSE 50 index options, the VIX was 16.85%, with a month - on - month change of - 0.41%; for CSI 300 index options, the VIX was 18.75%, with a month - on - month change of - 0.09%; for CSI 1000 index options, the VIX was 24.15%, with a month - on - month change of - 0.15% [3][47]
股指期权日报-20251022
Hua Tai Qi Huo· 2025-10-22 06:47
Report on Stock Index Options Market Overview 1. Investment Rating - No investment rating information is provided in the report. 2. Core View - The report presents the trading data of various stock index options on October 21, 2025, including trading volume, PCR (Put-Call Ratio), and VIX (Volatility Index), to help investors understand the market situation of stock index options. 3. Summary by Directory I. Option Trading Volume - On October 21, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.1217 million contracts; the trading volume of Shanghai Stock Exchange 300 ETF options was 1.4786 million contracts; the trading volume of Shanghai Stock Exchange 500 ETF options was 1.9288 million contracts; the trading volume of Shenzhen 100 ETF options was 0.142 million contracts; the trading volume of ChiNext ETF options was 3.1823 million contracts; the trading volume of Shanghai Stock Exchange 50 stock index options was 0.0254 million contracts; the trading volume of Shanghai Stock Exchange 300 stock index options was 0.0798 million contracts; the total trading volume of CSI 1000 options was 0.2038 million contracts [1]. II. Option PCR - The trading volume PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.61, with a month-on-month change of -0.15; the position PCR was reported at 0.88, with a month-on-month change of +0.09. Similar data is provided for other types of options, showing different changes in trading volume PCR and position PCR [2]. III. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 16.99%, with a month-on-month change of -0.90%. Similar data is provided for other types of options, indicating different changes in VIX [3].
股指期权日报-20251021
Hua Tai Qi Huo· 2025-10-21 02:43
1. Report Industry Investment Rating - Not provided in the content 2. Core View of the Report - The report presents the daily market overview of index options on October 20, 2025, including option trading volume, PCR, and VIX data for various index options [1][2][3] 3. Summary by Relevant Catalog Option Trading Volume - On October 20, 2025, the trading volume of Shanghai - 50 ETF options was 174.02 million contracts; CSI 300 ETF options (Shanghai) was 195.42 million contracts; CSI 500 ETF options (Shanghai) was 234.77 million contracts; Shenzhen 100 ETF options was 12.45 million contracts; ChiNext ETF options was 276.42 million contracts; Shanghai - 50 index options was 2.72 million contracts; CSI 300 index options was 22.84 million contracts; and CSI 1000 options was 21.04 million contracts [1] Option PCR - The turnover PCR of Shanghai - 50 ETF options was reported at 0.76, with a month - on - month change of +0.04; the position PCR was 0.79, with a month - on - month change of - 0.01. Similar data for other options are also provided, showing different changes in turnover PCR and position PCR [2] Option VIX - The VIX of Shanghai - 50 ETF options was reported at 17.89%, with a month - on - month change of - 0.90%. Other options also have their respective VIX values and month - on - month changes [3]
股指期权日报-20251017
Hua Tai Qi Huo· 2025-10-17 06:40
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 October 16, 2025. 3. Summary by Directory I. Option Trading Volume - On October 16, 2025, the trading volumes of various stock index options were as follows: Shanghai - Shenzhen 300 ETF options (Shanghai) had 206.93 million contracts; CSI 500 ETF options (Shanghai) had 239.22 million contracts; ChiNext ETF options had 218.91 million contracts; Shanghai - Shenzhen 300 stock index options had 18.88 million contracts; CSI 1000 options had 36.24 million contracts; SSE 50 ETF options had 156.74 million contracts; SSE 50 stock index options had 10.48 million contracts; and Shenzhen 100 ETF options had 19.24 million contracts [1]. - The table also shows the call, put, and total trading volumes for each option type, such as 81.65 million call and 77.50 million put contracts for SSE 50 ETF options, with a total of 159.15 million contracts [19]. II. Option PCR - The PCR data for different options on October 16, 2025, showed that the turnover PCR of SSE 50 ETF options was 0.48, with a - 0.27 change compared to the previous period, and the position PCR was 0.87, with a + 0.14 change [2]. - For example, the turnover PCR of Shanghai - Shenzhen 300 ETF options (Shanghai) was 0.60, with a - 0.51 change, and the position PCR was 1.04, with a + 0.12 change [2]. III. Option VIX - The VIX data of different options on October 16, 2025, indicated that the VIX of SSE 50 ETF options was 18.13%, with a - 1.70% change compared to the previous period [3]. - For instance, the VIX of Shanghai - Shenzhen 300 ETF options (Shanghai) was 19.28%, with a - 1.65% change [3].