股指期权日报 | 2025-06-20 股指期权日报 股指期权市场概况 期权成交量 2025-06-19，上证50ETF期权成交量为115.14万张；沪深300ETF期权（沪市）成交量为119.73万张； 中证500ETF期权（沪市）成交量为189.46万张；深证100ETF期权成交量为7.29万张； 创业板ETF期权成交量为113.65万张；上证50股指期权成交量为3.46万张； 沪深300股指期权成交量为10.10万张；中证1000期权总成交量为27.26万张。 期权PCR 上证50ETF期权成交额PCR报1.16，环比变动为+0.28；持仓量PCR报0.87，环比变动为-0.03； 沪深300ETF期权（沪市）成交额PCR报1.17，环比变动为+0.22；持仓量PCR报0.81，环比变动为-0.05； 中证500ETF期权（沪市）成交额PCR报1.19，环比变动为+0.21；持仓量PCR报0.97，环比变动为-0.08 ； 深圳100ETF期权成交额PCR报1.46 ，环比变动为+0.52；持仓量PCR报0.99；环比变动为+0.00； 创业板ETF期权成交额PCR报1.33，环比变动为+0.23 ；持 ...

股指期权日报 | 2025-06-19 股指期权日报 股指期权市场概况 期权成交量 2025-06-18，上证50ETF期权成交量为89.01万张；沪深300ETF期权（沪市）成交量为104.24万张； 中证500ETF期权（沪市）成交量为173.61万张；深证100ETF期权成交量为5.60万张； 创业板ETF期权成交量为81.88万张；上证50股指期权成交量为3.02万张； 沪深300股指期权成交量为7.68万张；中证1000期权总成交量为21.27万张。 期权PCR 上证50ETF期权成交额PCR报0.89，环比变动为-0.06；持仓量PCR报0.90，环比变动为-0.01； 沪深300ETF期权（沪市）成交额PCR报0.95，环比变动为+0.18；持仓量PCR报0.86，环比变动为+0.01； 中证500ETF期权（沪市）成交额PCR报0.97，环比变动为+0.08；持仓量PCR报1.05，环比变动为-0.06 ； 深圳100ETF期权成交额PCR报0.94 ，环比变动为-0.60；持仓量PCR报0.99；环比变动为+0.03； 创业板ETF期权成交额PCR报1.09，环比变动为+0.05 ；持仓量P ...

1. Report Industry Investment Rating - Not provided in the content 2. Core View of the Report - The report presents the trading data of various index options on June 16, 2025, including trading volume, PCR, and VIX, to help investors understand the market conditions of index options [1][2][3] 3. Summary by Relevant Catalogs Option Trading Volume - On June 16, 2025, the trading volume of Shanghai - Shenzhen 50ETF options was 949,300 contracts; the trading volume of Shanghai - Shenzhen 300ETF options (Shanghai market) was 702,900 contracts; the trading volume of Shanghai - Shenzhen 500ETF options (Shanghai market) was 1,149,400 contracts; the trading volume of Shenzhen 100ETF options was 61,300 contracts; the trading volume of ChiNext ETF options was 775,100 contracts; the trading volume of Shanghai - Shenzhen 50 index options was 26,700 contracts; the trading volume of Shanghai - Shenzhen 300 index options was 55,500 contracts; the total trading volume of Shanghai - Shenzhen 1000 options was 153,600 contracts [1] - The detailed trading volume data is shown in Table 1, including call trading volume, put trading volume, and total trading volume for each type of option [20] Option PCR - The turnover PCR of Shanghai - Shenzhen 50ETF options was reported at 0.97, with a month - on - month change of - 0.05; the open interest PCR was reported at 0.94, with a month - on - month change of + 0.05. Similar data for other options are also provided, with different month - on - month changes [2] - The detailed PCR data are presented in Table 2, including turnover PCR, month - on - month change, open interest PCR, and month - on - month change for each type of option [35] Option VIX - The VIX of Shanghai - Shenzhen 50ETF options was reported at 14.02%, with a month - on - month change of - 0.24%. Similar data for other options are also provided, with different month - on - month changes [3] - The detailed VIX data are shown in Table 3, including VIX and month - on - month change value for each type of option [51]

Group 1: Report Industry Investment Rating - No relevant content provided Group 2: Core Viewpoints of the Report - On June 16, 2025, the trading volume of commodity options reached 6.75 million contracts. The trading volume of some varieties was relatively large, such as styrene options with 1.24 million contracts, PTA options with 480,000 contracts, and silver options with 430,000 contracts. In terms of open interest, soybean meal options exceeded 1.03 million contracts, and soda ash options exceeded 760,000 contracts. In terms of trading volume PCR, some varieties deviated significantly, such as zinc options with a PCR of 1.59 and urea options with a PCR of 0.39, presenting trading opportunities but also requiring caution regarding liquidity risks [1][3]. - In the agricultural products sector, the IV of hog options increased by 8.74%, and the IV of corn starch decreased by 2.48%. In the energy and chemical sector, the IV of styrene options increased by 9.24%, and the IV of manganese silicon options decreased by 1.18%. In the metal sector, the IV of each variety fluctuated, with the IV of iron ore options decreasing by 5.33% [3]. Group 3: Summary by Directory 1. Market Quick View 1.1 Trading Volume and Open Interest - Provided detailed trading volume, open - interest, and other data for various option varieties, including soybean meal, corn, palm oil, etc. The trading volume and open - interest of different varieties showed significant differences, and the trading volume PCR and open - interest PCR also varied widely [6]. 1.2 Volatility - Presented the flat - strike IV, IV change (absolute value), historical volatility (30 - day, 60 - day, 90 - day), and implied - historical volatility difference for various option varieties. Different varieties had different trends in IV changes, such as an 8.74% increase in the IV of hog options and a 5.33% decrease in the IV of iron ore options [12]. 2. Variety Research - For each option variety (soybean meal options, rapeseed meal options, PTA options, etc.), it provided charts of the volatility smile curve, volatility term structure, recent one - month IV trend, and recent one - month implied - historical volatility difference [15][19][23].

股指期权日报 | 2025-06-16 股指期权日报 股指期权市场概况 期权成交量 2025-06-13，上证50ETF期权成交量为93.61万张；沪深300ETF期权（沪市）成交量为88.73万张； 中证500ETF期权（沪市）成交量为152.84万张；深证100ETF期权成交量为7.64万张； 创业板ETF期权成交量为106.85万张；上证50股指期权成交量为3.19万张； 沪深300股指期权成交量为7.75万张；中证1000期权总成交量为21.54万张。 期权PCR 上证50ETF期权成交额PCR报1.03，环比变动为+0.18；持仓量PCR报0.89，环比变动为-0.07； 沪深300ETF期权（沪市）成交额PCR报0.92，环比变动为+0.20；持仓量PCR报0.83，环比变动为-0.05； 中证500ETF期权（沪市）成交额PCR报1.05，环比变动为+0.29；持仓量PCR报1.16，环比变动为-0.11 ； 深圳100ETF期权成交额PCR报1.03 ，环比变动为-0.09；持仓量PCR报0.87；环比变动为-0.03； 创业板ETF期权成交额PCR报1.17，环比变动为+0.22 ；持仓量P ...

股指期权日报 | 2025-06-13 股指期权日报 股指期权市场概况 期权成交量 2025-06-12，上证50ETF期权成交量为72.64万张；沪深300ETF期权（沪市）成交量为62.95万张； 中证500ETF期权（沪市）成交量为108.73万张；深证100ETF期权成交量为5.23万张； 创业板ETF期权成交量为83.83万张；上证50股指期权成交量为2.31万张； 沪深300股指期权成交量为6.07万张；中证1000期权总成交量为14.71万张。 期权PCR 上证50ETF期权成交额PCR报0.85，环比变动为+0.17；持仓量PCR报0.96，环比变动为+0.00； 沪深300ETF期权（沪市）成交额PCR报0.72，环比变动为+0.12；持仓量PCR报0.89，环比变动为+0.01； 中证500ETF期权（沪市）成交额PCR报0.76，环比变动为+0.12；持仓量PCR报1.27，环比变动为+0.06 ； 深圳100ETF期权成交额PCR报1.13 ，环比变动为+0.35；持仓量PCR报0.90；环比变动为+0.01； 创业板ETF期权成交额PCR报0.96，环比变动为+0.24 ；持仓量PC ...

股指期权日报 | 2025-06-12 股指期权日报 2025-06-11，上证50ETF期权成交量为96.35万张；沪深300ETF期权（沪市）成交量为92.64万张； 中证500ETF期权（沪市）成交量为119.61万张；深证100ETF期权成交量为6.99万张； 创业板ETF期权成交量为122.08万张；上证50股指期权成交量为3.03万张； 沪深300股指期权成交量为8.94万张；中证1000期权总成交量为17.79万张。 期权PCR 上证50ETF期权成交额PCR报0.68，环比变动为-0.33；持仓量PCR报0.96，环比变动为+0.07； 沪深300ETF期权（沪市）成交额PCR报0.60，环比变动为-0.28；持仓量PCR报0.87，环比变动为+0.07； 中证500ETF期权（沪市）成交额PCR报0.63，环比变动为-0.30；持仓量PCR报1.22，环比变动为+0.05 ； 深圳100ETF期权成交额PCR报0.78 ，环比变动为-0.56；持仓量PCR报0.89；环比变动为-0.05； 创业板ETF期权成交额PCR报0.72，环比变动为-0.50 ；持仓量PCR报0.93，环比变动为+0 ...

Report Industry Investment Rating - Not provided in the given 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 stock index options on June 10, 2025 Summary by Directory Option Trading Volume - On June 10, 2025, the trading volumes of different stock index options were as follows: Shanghai - Shenzhen 50ETF option was 1.0875 million contracts; CSI 300ETF option (Shanghai market) was 0.883 million contracts; CSI 500ETF option (Shanghai market) was 1.3574 million contracts; Shenzhen 100ETF option was 0.0749 million contracts; GEM ETF option was 1.1937 million contracts; Shanghai - Shenzhen 50 stock index option was 0.0317 million contracts; CSI 300 stock index option was 0.0791 million contracts; and CSI 1000 option was 0.2279 million contracts [1][21] Option PCR - The PCR data of different stock index options on June 10, 2025 are as follows: Shanghai - Shenzhen 50ETF option's turnover PCR was 1.01 (with a month - on - month change of +0.22), and position PCR was 0.89 (with a month - on - month change of - 0.03); CSI 300ETF option (Shanghai market)'s turnover PCR was 0.88 (with a month - on - month change of +0.23), and position PCR was 0.81 (with a month - on - month change of - 0.03); CSI 500ETF option (Shanghai market)'s turnover PCR was 0.94 (with a month - on - month change of +0.30), and position PCR was 1.16 (with a month - on - month change of - 0.06); Shenzhen 100ETF option's turnover PCR was 1.34 (with a month - on - month change of +0.28), and position PCR was 0.95 (with a month - on - month change of +0.00); GEM ETF option's turnover PCR was 1.22 (with a month - on - month change of +0.45), and position PCR was 0.86 (with a month - on - month change of - 0.06); Shanghai - Shenzhen 50 stock index option's turnover PCR was 0.90 (with a month - on - month change of +0.31), and position PCR was 0.59 (with a month - on - month change of - 0.01); CSI 300 stock index option's turnover PCR was 0.69 (with a month - on - month change of +0.09), and position PCR was 0.65 (with a month - on - month change of - 0.01); CSI 1000 stock index option's turnover PCR was 1.02 (with a month - on - month change of +0.39), and position PCR was 0.95 (with a month - on - month change of - 0.05) [2][33] Option VIX - The VIX data of different stock index options on June 10, 2025 are as follows: Shanghai - Shenzhen 50ETF option's VIX was 14.02% (with a month - on - month change of - 0.22%); CSI 300ETF option (Shanghai market)'s VIX was 15.16% (with a month - on - month change of +0.15%); CSI 500ETF option (Shanghai market)'s VIX was 19.08% (with a month - on - month change of +0.22%); Shenzhen 100ETF option's VIX was 17.50% (with a month - on - month change of +0.61%); GEM ETF option's VIX was 22.13% (with a month - on - month change of +0.67%); Shanghai - Shenzhen 50 stock index option's VIX was 15.85% (with a month - on - month change of - 0.04%); CSI 300 stock index option's VIX was 15.59% (with a month - on - month change of +0.22%); CSI 1000 stock index option's VIX was 21.17% (with a month - on - month change of +0.10%) [3][50]

股指期权日报 | 2025-06-10 股指期权日报 股指期权市场概况 期权成交量 2025-06-09，上证50ETF期权成交量为79.72万张；沪深300ETF期权（沪市）成交量为66.90万张； 中证500ETF期权（沪市）成交量为110.81万张；深证100ETF期权成交量为4.85万张； 创业板ETF期权成交量为105.85万张；上证50股指期权成交量为2.06万张； 沪深300股指期权成交量为5.92万张；中证1000期权总成交量为17.51万张。 期权PCR 上证50ETF期权成交额PCR报0.78，环比变动为+0.08；持仓量PCR报0.92，环比变动为-0.02； 沪深300ETF期权（沪市）成交额PCR报0.65，环比变动为-0.11；持仓量PCR报0.84，环比变动为+0.01； 中证500ETF期权（沪市）成交额PCR报0.64，环比变动为-0.20；持仓量PCR报1.23，环比变动为-0.01 ； 深圳100ETF期权成交额PCR报1.06 ，环比变动为-0.25；持仓量PCR报0.95；环比变动为+0.06； 创业板ETF期权成交额PCR报0.77，环比变动为-0.17 ；持仓量P ...

股指期权日报 | 2025-06-09 期权PCR 上证50ETF期权成交额PCR报0.70，环比变动为-0.08；持仓量PCR报0.94，环比变动为-0.01； 沪深300ETF期权（沪市）成交额PCR报0.76，环比变动为+0.04；持仓量PCR报0.83，环比变动为-0.02； 中证500ETF期权（沪市）成交额PCR报0.84，环比变动为+0.04；持仓量PCR报1.23，环比变动为+0.01 ； 深圳100ETF期权成交额PCR报1.31 ，环比变动为+0.39；持仓量PCR报0.89；环比变动为+0.03； 创业板ETF期权成交额PCR报0.94，环比变动为+0.05 ；持仓量PCR报0.84，环比变动为-0.02； 上证50股指期权成交额PCR报0.61，环比变动为-0.06；持仓量PCR报0.61，环比变动为-0.01； 沪深300股指期权成交额PCR报0.59 ，环比变动为+0.02；持仓量PCR报0.67，环比变动为+0.00； 中证1000股指期权成交额PCR报0.90，环比变动为+0.02；持仓量PCR报0.98，环比变动为-0.01。 期权VIX 上证50ETF期权VIX报13.97 ...