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股指期权日报-20250814
Hua Tai Qi Huo· 2025-08-14 07:36
Report Industry Investment Rating - Not provided in the content Core Viewpoint - The report presents the trading data of various index options on August 13, 2025, including trading volume, PCR, and VIX, along with their corresponding changes compared to the previous period [1][2][3] Summary by Directory Option Trading Volume - On August 13, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.5531 million contracts; CSI 300 ETF options (Shanghai) was 1.604 million contracts; CSI 500 ETF options (Shanghai) was 2.1667 million contracts; Shenzhen 100 ETF options was 0.1983 million contracts; ChiNext ETF options was 3.0954 million contracts; Shanghai Stock Exchange 50 index options was 0.0635 million contracts; CSI 300 index options was 0.1689 million contracts; and CSI 1000 options was 0.3967 million contracts [1] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.50, with a month - on - month change of - 0.03; the position PCR was 1.05, with a month - on - month change of + 0.00. Similar data is provided for other types of options, showing different changes in turnover PCR and position PCR [2] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 17.58%, with a month - on - month change of + 1.29%. Other options also had their respective VIX values and month - on - month changes, such as the CSI 300 ETF options (Shanghai) with a VIX of 17.77% and a month - on - month change of + 1.54% [3]
股指期权日报-20250813
Hua Tai Qi Huo· 2025-08-13 08:16
Report Summary 1. Report Industry Investment Rating There is no information about the report industry investment rating in the provided content. 2. Core View of the Report The report provides a daily overview of the stock index options market, including option trading volume, option PCR (Put - Call Ratio), and option VIX (Volatility Index), which helps investors understand the market situation and potential trends of stock index options. 3. Summary by Relevant Catalogs Option Trading Volume - On August 12, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.2752 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.096 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.283 million contracts; the trading volume of Shenzhen 100 ETF options was 0.1268 million contracts; the trading volume of ChiNext ETF options was 1.48 million contracts; the trading volume of Shanghai Stock Exchange 50 stock index options was 0.0516 million contracts; the trading volume of CSI 300 stock index options was 0.1172 million contracts; the total trading volume of CSI 1000 options was 0.2469 million 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 - 0.14; the position PCR was reported at 1.05, with a month - on - month change of + 0.09. Similar data for other types of options are also provided in the report [2]. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 16.29%, with a month - on - month change of + 0.35%. The VIX and its month - on - month changes of other types of options are also presented in the report [3].
股指期权日报-20250812
Hua Tai Qi Huo· 2025-08-12 09:36
Report Industry Investment Rating - Not provided in the given content Core Viewpoint - The report presents the trading data of various index options on August 11, 2025, including trading volume, PCR, and VIX, to reflect the market situation of index options [1][2][3] Summary by Directory Option Trading Volume - On August 11, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 907,200 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1,022,500 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1,479,600 contracts; the trading volume of Shenzhen 100 ETF options was 152,700 contracts; the trading volume of ChiNext ETF options was 1,519,500 contracts; the trading volume of Shanghai Stock Exchange 50 index options was 44,600 contracts; the trading volume of CSI 300 index options was 116,400 contracts; and the total trading volume of CSI 1000 options was 321,800 contracts [1] - The specific trading volume data of call and put options for each type of option are presented in a table, including call trading volume, put trading volume, and total trading volume [20] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.67, with a month - on - month change of - 0.12; the position PCR was reported at 0.96, with a month - on - month change of - 0.01 - The turnover PCR of CSI 300 ETF options (Shanghai market) was reported at 0.58, with a month - on - month change of - 0.20; the position PCR was reported at 1.01, with a month - on - month change of + 0.00 - The turnover PCR of CSI 500 ETF options (Shanghai market) was reported at 0.54, with a month - on - month change of - 0.35; the position PCR was reported at 1.20, with a month - on - month change of + 0.05 - The turnover PCR of Shenzhen 100 ETF options was reported at 0.51, with a month - on - month change of - 0.48; the position PCR was reported at 1.05, with a month - on - month change of + 0.05 - The turnover PCR of ChiNext ETF options was reported at 0.54, with a month - on - month change of - 0.23; the position PCR was reported at 1.05, with a month - on - month change of + 0.10 - The turnover PCR of Shanghai Stock Exchange 50 index options was reported at 0.45, with a month - on - month change of - 0.02; the position PCR was reported at 0.55, with a month - on - month change of - 0.03 - The turnover PCR of CSI 300 index options was reported at 0.38, with a month - on - month change of - 0.11; the position PCR was reported at 0.75, with a month - on - month change of + 0.00 - The turnover PCR of CSI 1000 index options was reported at 0.36, with a month - on - month change of - 0.17; the position PCR was reported at 1.16, with a month - on - month change of + 0.07 [2][35] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 15.95%, with a month - on - month change of + 0.56% - The VIX of CSI 300 ETF options (Shanghai market) was reported at 15.66%, with a month - on - month change of + 0.12% - The VIX of CSI 500 ETF options (Shanghai market) was reported at 19.58%, with a month - on - month change of + 0.50% - The VIX of Shenzhen 100 ETF options was reported at 19.49%, with a month - on - month change of + 0.47% - The VIX of ChiNext ETF options was reported at 25.36%, with a month - on - month change of - 0.23% - The VIX of Shanghai Stock Exchange 50 index options was reported at 17.82%, with a month - on - month change of + 0.79% - The VIX of CSI 300 index options was reported at 17.67%, with a month - on - month change of + 0.29% - The VIX of CSI 1000 index options was reported at 22.25%, with a month - on - month change of + 0.48% [3][50]
股指期权日报-20250811
Hua Tai Qi Huo· 2025-08-11 07:04
Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various index options on August 8, 2025, including trading volume, PCR, and VIX, to reflect the market situation of index options [1][2][3] Summary by Directory Option Trading Volume - On August 8, 2025, the trading volume of SSE 50 ETF options was 688,100 contracts; CSI 300 ETF options (Shanghai) was 778,000 contracts; CSI 500 ETF options (Shanghai) was 1,298,800 contracts; Shenzhen 100 ETF options was 99,400 contracts; ChiNext ETF options was 985,800 contracts; SSE 50 index options was 29,100 contracts; CSI 300 index options was 79,300 contracts; and CSI 1000 options was 215,800 contracts [1][20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.78, with a month - on - month change of +0.15; the position PCR was reported at 0.97, with a month - on - month change of - 0.01. Similar data for other options were also provided, showing different changes in turnover and position PCR [2][30] Option VIX - The VIX of SSE 50 ETF options was reported at 15.39%, with a month - on - month change of - 0.37%; CSI 300 ETF options (Shanghai) was 15.54%, with a month - on - month change of - 0.53%; and so on for other options, each with its own VIX value and change [3][47]
股指期权日报-20250808
Hua Tai Qi Huo· 2025-08-08 05:49
Group 1: Investment Rating - No investment rating information provided Group 2: Core View - The report presents the trading data of index options on August 7, 2025, including option trading volume, PCR (Put-Call Ratio), and VIX (Volatility Index) [1][2][3] Group 3: Summary by Section Option Trading Volume - On August 7, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 921,700 contracts; CSI 300 ETF options (Shanghai) was 919,400 contracts; CSI 500 ETF options (Shanghai) was 1,376,900 contracts; Shenzhen 100 ETF options was 167,600 contracts; ChiNext ETF options was 1,424,500 contracts; Shanghai Stock Exchange 50 index options was 32,200 contracts; CSI 300 index options was 95,000 contracts; and CSI 1000 index options was 239,300 contracts [1][19] Option PCR - The trading volume PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.64, with a month-on-month change of -0.02; the open interest PCR was reported at 0.98, with a month-on-month change of +0.04. Similar data were provided for other types of options [2][29] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 15.76%, with a month-on-month change of +0.05%. Similar data were provided for other types of options [3][42]
股指期权日报-20250807
Hua Tai Qi Huo· 2025-08-07 05:25
Report Industry Investment Rating - No information provided Core Viewpoints - No information provided Summary by Related Catalogs Option Trading Volume - On August 6, 2025, the trading volume of SSE 50 ETF options was 702,200 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 680,200 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1,310,600 contracts; the trading volume of Shenzhen 100 ETF options was 102,100 contracts; the trading volume of ChiNext ETF options was 1,011,900 contracts; the trading volume of SSE 50 index options was 28,400 contracts; the trading volume of CSI 300 index options was 72,800 contracts; the total trading volume of CSI 1000 options was 234,800 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 0.66, with a month - on - month change of - 0.11; the open interest PCR was reported at 0.94, with a month - on - month change of - 0.01. Similar data for other options are also provided, including CSI 300 ETF options, CSI 500 ETF options, etc. [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 [30] Option VIX - The VIX of SSE 50 ETF options was reported at 15.71%, with a month - on - month change of + 0.00%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 15.84%, with a month - on - month change of + 0.10%. Similar data for other options are also given [3] - The table shows the VIX and its month - on - month change value for various index ETF options [46]
股指期货日报-20250805
Hua Tai Qi Huo· 2025-08-05 05:42
Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core View of the Report The report presents a daily overview of the stock index options market, covering option trading volume, PCR, and VIX data for various stock index options on August 4, 2025. 3. Summary by Relevant Catalogs Option Trading Volume - On August 4, 2025, the trading volumes of different stock index options were as follows: Shanghai Stock Exchange 50 ETF option was 782,100 contracts; CSI 300 ETF option (Shanghai market) was 814,500 contracts; CSI 500 ETF option (Shanghai market) was 1,206,200 contracts; Shenzhen 100 ETF option was 114,700 contracts; ChiNext ETF option was 1,064,800 contracts; Shanghai Stock Exchange 50 stock index option was 30,000 contracts; CSI 300 stock index option was 72,300 contracts; and CSI 1000 option total trading volume was 217,100 contracts [1]. - The detailed breakdown of call and put trading volumes and total trading volumes for each option is presented in Table 1 [19]. Option PCR - The PCR data of different stock index options on August 4, 2025, and their环比 changes were reported. For example, the turnover PCR of Shanghai Stock Exchange 50 ETF option was 1.02, with a环比 change of -0.09; the position PCR was 0.90, with a环比 change of +0.03 [2]. - The detailed PCR data for each option are presented in Table 2 [35]. Option VIX - The VIX data of different stock index options on August 4, 2025, and their环比 changes were provided. For instance, the VIX of Shanghai Stock Exchange 50 ETF option was 15.91%, with a环比 change of +0.04% [3]. - The detailed VIX data for each option are presented in Table 3 [50].
股指期权日报-20250801
Hua Tai Qi Huo· 2025-08-01 06:24
Report Summary 1. Report Industry Investment Rating No information provided. 2. Core View The report presents the trading data of various index options on July 31, 2025, including trading volume, PCR, and VIX, to reflect the market conditions of index options. 3. Summary by Directory I. Option Trading Volume - On July 31, 2025, the trading volume of Shanghai - 50 ETF options was 1.6482 million contracts; that of CSI 300 ETF options (Shanghai market) was 1.6265 million contracts; that of CSI 500 ETF options (Shanghai market) was 1.7874 million contracts; that of Shenzhen 100 ETF options was 0.0965 million contracts; that of ChiNext ETF options was 1.8137 million contracts; that of Shanghai - 50 index options was 0.0564 million contracts; that of CSI 300 index options was 0.1443 million contracts; and that of CSI 1000 options was 0.2799 million contracts [1][19] II. Option PCR - The turnover PCR of Shanghai - 50 ETF options was reported at 0.87, with a month - on - month change of +0.32; the position PCR was reported at 0.90, with a month - on - month change of - 0.15. For CSI 300 ETF options (Shanghai market), the turnover PCR was 1.03, with a month - on - month change of +0.40; the position PCR was 0.95, with a month - on - month change of - 0.15. Similar data for other options are also provided [2][33] III. Option VIX - The VIX of Shanghai - 50 ETF options was reported at 16.86%, with a month - on - month change of - 0.33%; the VIX of CSI 300 ETF options (Shanghai market) was 17.36%, with a month - on - month change of +0.26%. Similar data for other options are also presented [3][48]
股指期货日报-20250731
Hua Tai Qi Huo· 2025-07-31 05:55
1. Report Industry Investment Rating - No relevant content provided 2. Core Viewpoints - No clear core viewpoints were presented in the given text 3. Summary by Directory 3.1 Option Trading Volume - On July 30, 2025, the trading volume of SSE 50 ETF options was 1.7247 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.3877 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.5494 million contracts; the trading volume of Shenzhen 100 ETF options was 0.108 million contracts; the trading volume of ChiNext ETF options was 1.5279 million contracts; the trading volume of SSE 50 index options was 0.0555 million contracts; the trading volume of CSI 300 index options was 0.1241 million contracts; and the total trading volume of CSI 1000 options was 0.2491 million contracts [1][19] 3.2 Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.55, with a month - on - month change of - 0.15; the open interest PCR was reported at 1.04, with a month - on - month change of + 0.04; the turnover PCR of CSI 300 ETF options (Shanghai market) was reported at 0.63, with a month - on - month change of - 0.05; the open interest PCR was reported at 1.10, with a month - on - month change of + 0.04; and so on for other types of options [2][29] 3.3 Option VIX - The VIX of SSE 50 ETF options was reported at 17.19%, with a month - on - month change of - 0.50%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 17.10%, with a month - on - month change of - 0.73%; the VIX of CSI 500 ETF options (Shanghai market) was reported at 21.09%, with a month - on - month change of - 0.53%; and so on for other types of options [3][45]
股指期权日报-20250730
Hua Tai Qi Huo· 2025-07-30 05:12
股指期权日报 | 2025-07-30 股指期权日报 股指期权市场概况 期权成交量 2025-07-29,上证50ETF期权成交量为78.87万张;沪深300ETF期权(沪市)成交量为79.15万张; 中证500ETF期权(沪市)成交量为117.91万张;深证100ETF期权成交量为6.37万张; 创业板ETF期权成交量为128.87万张;上证50股指期权成交量为2.61万张; 沪深300股指期权成交量为7.11万张;中证1000期权总成交量为18.15万张。 期权PCR 上证50ETF期权成交额PCR报0.70,环比变动为+0.05;持仓量PCR报1.00,环比变动为+0.01; 沪深300ETF期权(沪市)成交额PCR报0.68,环比变动为-0.02;持仓量PCR报1.06,环比变动为-0.01; 中证500ETF期权(沪市)成交额PCR报0.57,环比变动为+0.01;持仓量PCR报1.09,环比变动为+0.05 ; 深圳100ETF期权成交额PCR报0.51 ,环比变动为-0.08;持仓量PCR报0.84;环比变动为+0.08; 创业板ETF期权成交额PCR报0.48,环比变动为+0.02 ;持仓量P ...