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股指期权日报-20250725
Hua Tai Qi Huo· 2025-07-25 08:02
Report Industry Investment Rating No relevant content provided. Core Viewpoints No core viewpoints are presented in the given content. Summary by Directory 1. Option Trading Volume - On July 24, 2025, the trading volume of SSE 50 ETF options was 987,100 contracts; CSI 300 ETF options (Shanghai) was 1,179,800 contracts; CSI 500 ETF options (Shanghai) was 1,198,900 contracts; Shenzhen 100 ETF options was 41,700 contracts; ChiNext ETF options was 1,121,400 contracts; SSE 50 index options was 36,700 contracts; CSI 300 index options was 87,000 contracts; and CSI 1000 options was 196,000 contracts [1]. - The specific breakdown of call and put trading volumes and total trading volumes for each option type is as follows: SSE 50 ETF options had 521,200 call contracts, 465,900 put contracts, and a total of 987,100 contracts; CSI 300 ETF options (Shanghai) had 585,400 call contracts, 594,500 put contracts, and a total of 1,179,800 contracts; CSI 500 ETF options (Shanghai) had 682,800 call contracts, 516,100 put contracts, and a total of 1,198,900 contracts; Shenzhen 100 ETF options had 22,000 call contracts, 19,800 put contracts, and a total of 41,700 contracts; ChiNext ETF options had 618,600 call contracts, 502,800 put contracts, and a total of 1,121,400 contracts; SSE 50 index options had 12,400 call contracts, 28,100 put contracts, and a total of 36,700 contracts; CSI 300 index options had 58,300 call contracts, 28,700 put contracts, and a total of 87,000 contracts; CSI 1000 index options had 112,200 call contracts, 83,900 put contracts, and a total of 196,000 contracts [20]. 2. Option PCR - The turnover PCR and position PCR, along with their环比 changes, for each option type are as follows: SSE 50 ETF options had a turnover PCR of 0.37 (环比 change of -0.10) and a position PCR of 1.32 (环比 change of +0.11); CSI 300 ETF options (Shanghai) had a turnover PCR of 0.34 (环比 change of -0.04) and a position PCR of 1.26 (环比 change of +0.00); CSI 500 ETF options (Shanghai) had a turnover PCR of 0.48 (环比 change of -0.03) and a position PCR of 1.36 (环比 change of -0.04); Shenzhen 100 ETF options had a turnover PCR of 0.21 (环比 change of -0.11) and a position PCR of 1.12 (环比 change of +0.05); ChiNext ETF options had a turnover PCR of 0.39 (环比 change of -0.03) and a position PCR of 1.38 (环比 change of +0.06); SSE 50 index options had a turnover PCR of 0.25 (环比 change of -0.08) and a position PCR of 0.55 (环比 change of +0.00); CSI 300 index options had a turnover PCR of 0.36 (环比 change of -0.04) and a position PCR of 0.71 (环比 change of +0.01); CSI 1000 index options had a turnover PCR of 0.48 (环比 change of -0.04) and a position PCR of 0.92 (环比 change of +0.00) [2][29]. 3. Option VIX - The VIX and its环比 changes for each option type are as follows: SSE 50 ETF options had a VIX of 17.56% (环比 change of +0.00%); CSI 300 ETF options (Shanghai) had a VIX of 18.04% (环比 change of +0.00%); CSI 500 ETF options (Shanghai) had a VIX of 22.07% (环比 change of +0.00%); Shenzhen 100 ETF options had a VIX of 21.97% (环比 change of +0.00%); ChiNext ETF options had a VIX of 25.86% (环比 change of -0.03%); SSE 50 index options had a VIX of 19.27% (环比 change of +0.00%); CSI 300 index options had a VIX of 19.44% (环比 change of +0.00%); CSI 1000 index options had a VIX of 22.71% (环比 change of +0.00%) [3][44].
华泰期货股指期权日报-20250724
Hua Tai Qi Huo· 2025-07-24 05:08
Report Industry Investment Rating - Not provided Core Viewpoints - Not provided Summary by Directory Option Trading Volume - On July 23, 2025, the trading volume of SSE 50 ETF options was 2.0556 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 2.038 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.8117 million contracts; the trading volume of Shenzhen 100 ETF options was 0.0859 million contracts; the trading volume of ChiNext ETF options was 1.8025 million contracts; the trading volume of SSE 50 index options was 0.0552 million contracts; the trading volume of CSI 300 index options was 0.1333 million contracts; the total trading volume of CSI 1000 options was 0.2252 million contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on that day, such as 1.293 million call contracts and 0.7626 million put contracts for SSE 50 ETF options, with a total of 2.0556 million contracts [20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.37, with a month - on - month change of - 0.10; the open interest PCR was reported at 1.32, 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 [30] Option VIX - The VIX of SSE 50 ETF options was reported at 17.56%, with a month - on - month change of + 0.00%. Similar data are given for other options, except for ChiNext ETF options whose VIX was reported at 25.86%, with a month - on - month change of - 0.03% [3] - The table shows the VIX and its month - on - month change value for various index ETF options [45]
华泰期货股指期权日报-20250723
Hua Tai Qi Huo· 2025-07-23 05:27
1. Report Industry Investment Rating - Not provided 2. Core Viewpoints - Not provided 3. Summary by Relevant Catalogs Option Trading Volume - On July 22, 2025, the trading volume of SSE 50 ETF options was 1.7474 million contracts; that of CSI 300 ETF options (Shanghai market) was 1.7566 million contracts; that of CSI 500 ETF options (Shanghai market) was 1.9083 million contracts; that of Shenzhen 100 ETF options was 0.1153 million contracts; that of ChiNext ETF options was 1.8540 million contracts; that of SSE 50 index options was 0.0410 million contracts; that of CSI 300 index options was 0.1069 million contracts; and that of CSI 1000 index options was 0.1801 million contracts [1][20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.47, with a month - on - month change of +0.04; the open interest PCR was reported at 1.20, with a month - on - month change of +0.09. Similar data for other options are also provided, such as the turnover PCR of CSI 300 ETF options (Shanghai market) was 0.38, with a month - on - month change of +0.02; the open interest PCR was 1.25, with a month - on - month change of +0.07 [2][29] Option VIX - The VIX of SSE 50 ETF options was reported at 15.95%, with a month - on - month change of +0.24%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 16.57%, with a month - on - month change of +0.58%. Similar data for other options are also presented, like the VIX of CSI 500 ETF options (Shanghai market) was 20.70%, with a month - on - month change of +0.97% [3][45]
华泰期货股指期权日报-20250722
Hua Tai Qi Huo· 2025-07-22 08:12
Report Summary 1. Report Industry Investment Rating No information provided on the industry investment rating. 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 July 21, 2025. 3. Summary by Directory Option Trading Volume - On July 21, 2025, the trading volumes of different stock index options were as follows: 1.1944 million contracts for SSE 50 ETF options, 1.2434 million contracts for CSI 300 ETF options (Shanghai market), 1.4163 million contracts for CSI 500 ETF options (Shanghai market), 0.0876 million contracts for Shenzhen 100 ETF options, 1.5380 million contracts for ChiNext ETF options, 0.0259 million contracts for SSE 50 stock index options, 0.0791 million contracts for CSI 300 stock index options, and 0.1670 million contracts for CSI 1000 options [1][20]. Option PCR - The PCR data of different stock index options on July 21, 2025 showed that the turnover PCR and position PCR of each option had different changes compared with the previous period. For example, the turnover PCR of SSE 50 ETF options was 0.43, with a month - on - month change of - 0.04; the position PCR was 1.12, with a month - on - month change of - 0.01 [2][29]. Option VIX - The VIX data of different stock index options on July 21, 2025 also had different changes compared with the previous period. For example, the VIX of SSE 50 ETF options was 15.72%, with a month - on - month change of + 0.88%; the VIX of CSI 300 ETF options (Shanghai market) was 15.99%, with a month - on - month change of + 0.72% [3][44].
股指期权日报-20250718
Hua Tai Qi Huo· 2025-07-18 07:38
Report Industry Investment Rating - No relevant content provided Core Viewpoints - No relevant content provided Summary by Directory Option Trading Volume - On July 17, 2025, the trading volume of SSE 50 ETF options was 1.113 million contracts; CSI 300 ETF options (Shanghai) was 1.4456 million contracts; CSI 500 ETF options (Shanghai) was 1.6467 million contracts; Shenzhen 100 ETF options was 0.087 million contracts; ChiNext ETF options was 1.537 million contracts; SSE 50 index options was 0.0397 million contracts; CSI 300 index options was 0.0993 million contracts; and CSI 1000 options was 0.273 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 SSE 50 ETF options was reported at 0.63, with a month - on - month change of - 0.20; the position PCR was 1.04, with a month - on - month change of + 0.02. Similar data for other options are also provided, including CSI 300 ETF options (Shanghai), CSI 500 ETF options (Shanghai), Shenzhen 100 ETF options, ChiNext ETF options, SSE 50 index options, CSI 300 index options, and CSI 1000 index options [2] - A table presents the turnover PCR, its month - on - month change, position PCR, and its month - on - month change for various index ETF options [29] Option VIX - The VIX of SSE 50 ETF options was reported at 15.05%, with a month - on - month change of + 0.06%; CSI 300 ETF options (Shanghai) was 15.43%, with a month - on - month change of + 0.23%; CSI 500 ETF options (Shanghai) was 19.41%, with a month - on - month change of - 0.32%; Shenzhen 100 ETF options was 18.17%, with a month - on - month change of - 0.47%; ChiNext ETF options was 22.74%, with a month - on - month change of - 0.36%; SSE 50 index options was 17.23%, with a month - on - month change of + 0.49%; CSI 300 index options was 16.98%, with a month - on - month change of + 0.33%; and CSI 1000 index options was 20.27%, with a month - on - month change of - 0.54% [3] - A table shows the VIX and its month - on - month change for various index ETF options [43]
华泰期货股指期权日报-20250717
Hua Tai Qi Huo· 2025-07-17 09:54
Report Summary 1. Report Industry Investment Rating No information provided. 2. Core Viewpoints The report presents a comprehensive overview of the stock index options market on July 16, 2025, including option trading volume, PCR (Put - Call Ratio), and VIX (Volatility Index), offering insights into the market's trading activity, sentiment, and volatility [1][2][3]. 3. Summary by Directory Option Trading Volume - On July 16, 2025, the trading volumes of various stock index options were as follows: 1.2989 million contracts for SSE 50 ETF options, 1.6127 million for CSI 300 ETF options (Shanghai), 1.7378 million for CSI 500 ETF options (Shanghai), 0.0919 million for Shenzhen 100 ETF options, 1.5473 million for GEM ETF options, 0.0424 million for SSE 50 stock index options, 0.0969 million for CSI 300 stock index options, and 0.2556 million for CSI 1000 options [1]. - Breakdown of trading volume shows call and put volumes for each option type, such as 0.6264 million call and 0.6725 million put for SSE 50 ETF options [20]. Option PCR - The turnover PCR and position PCR, along with their环比 changes, are reported for each option type. For example, the turnover PCR of SSE 50 ETF options was 0.83 with a + 0.01环比 change, and the position PCR was 1.02 with a - 0.05环比 change [2][29]. Option VIX - The VIX values and their环比 changes are provided for different options. For instance, the VIX of SSE 50 ETF options was 14.99% with a - 0.10%环比 change [3][45].
华泰期货股指期权日报-20250716
Hua Tai Qi Huo· 2025-07-16 09:49
Report Industry Investment Rating - Not provided in the content Core Viewpoints - Not provided in the content Summary by Directory Option Trading Volume - On July 15, 2025, the trading volume of SSE 50 ETF options was 1.6617 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.794 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.6962 million contracts; the trading volume of Shenzhen 100 ETF options was 0.1213 million contracts; the trading volume of ChiNext ETF options was 1.8709 million contracts; the trading volume of SSE 50 index options was 0.0555 million contracts; the trading volume of CSI 300 index options was 0.1271 million contracts; the total trading volume of CSI 1000 options was 0.2755 million contracts [1]. - The table shows the call, put, and total trading volumes of various index ETF options on the same day, such as 0.8336 million call contracts and 0.8282 million put contracts for SSE 50 ETF options, with a total of 1.6617 million contracts [20]. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.82, with a month - on - month change of +0.21; the position PCR was reported at 1.07, with a month - on - month change of - 0.10. 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 [28]. Option VIX - The VIX of SSE 50 ETF options was reported at 15.09%, with a month - on - month change of - 0.94%. 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 [44].
华泰期货股指期权日报-20250715
Hua Tai Qi Huo· 2025-07-15 13:56
Report Industry Investment Rating - Not provided in the given content Core Viewpoints - The report provides an overview of the stock index options market on July 14, 2025, including option trading volume, PCR, and VIX data for various options [1][2][3] Summary by Directory Option Trading Volume - On July 14, 2025, the trading volume of Shanghai 50ETF options was 1.0046 million contracts; that of CSI 300ETF options (Shanghai) was 0.8352 million contracts; that of CSI 500ETF options (Shanghai) was 1.0094 million contracts; that of Shenzhen 100ETF options was 0.0579 million contracts; that of ChiNext ETF options was 0.8408 million contracts; that of Shanghai 50 stock index options was 0.0352 million contracts; that of CSI 300 stock index options was 0.0737 million contracts; and that of CSI 1000 options was 0.1553 million contracts [1] Option PCR - The turnover PCR of Shanghai 50ETF options was reported at 0.61, with a month - on - month change of +0.16; the position PCR was reported at 1.17, with a month - on - month change of - 0.04. Similar data for other options are also provided, showing the turnover PCR, its month - on - month change, position PCR, and its month - on - month change [2] Option VIX - The VIX of Shanghai 50ETF options was reported at 16.04%, with a month - on - month change of - 0.11%. The VIX and its month - on - month changes for other options are also presented [3]
华泰期货股指期权日报-20250714
Hua Tai Qi Huo· 2025-07-14 11:05
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, including option trading volume, PCR (Put-Call Ratio), and VIX (Volatility Index) data for various stock index options on July 11, 2025. 3. Summary by Relevant Catalogs I. Option Trading Volume - On July 11, 2025, the trading volumes of various stock index options were as follows: 2.8049 million contracts for SSE 50 ETF options; 2.4201 million contracts for CSI 300 ETF options (Shanghai market); 2.1626 million contracts for CSI 500 ETF options (Shanghai market); 0.1171 million contracts for Shenzhen 100 ETF options; 1.9109 million contracts for ChiNext ETF options; 0.0947 million contracts for SSE 50 stock index options; 0.1967 million contracts for CSI 300 stock index options; and 0.3324 million contracts for CSI 1000 options [1][21]. II. Option PCR - The PCR data of various stock index options on July 11, 2025, are as follows: - SSE 50 ETF options: turnover PCR was 0.45 (a decrease of 0.09 compared to the previous period), and position PCR was 1.22 (an increase of 0.04 compared to the previous period) [2][29]. - CSI 300 ETF options (Shanghai market): turnover PCR was 0.37 (a decrease of 0.09 compared to the previous period), and position PCR was 1.02 (an increase of 0.06 compared to the previous period) [2][29]. - CSI 500 ETF options (Shanghai market): turnover PCR was 0.47 (a decrease of 0.14 compared to the previous period), and position PCR was 1.24 (an increase of 0.02 compared to the previous period) [2][29]. - Shenzhen 100 ETF options: turnover PCR was 0.42 (a decrease of 0.05 compared to the previous period), and position PCR was 0.90 (a decrease of 0.12 compared to the previous period) [2][29]. - ChiNext ETF options: turnover PCR was 0.44 (a decrease of 0.17 compared to the previous period), and position PCR was 1.07 (an increase of 0.06 compared to the previous period) [2][29]. - SSE 50 stock index options: turnover PCR was 0.26 (a decrease of 0.13 compared to the previous period), and position PCR was 0.63 (an increase of 0.03 compared to the previous period) [2][29]. - CSI 300 stock index options: turnover PCR was 0.30 (a decrease of 0.05 compared to the previous period), and position PCR was 0.75 (an increase of 0.02 compared to the previous period) [2][29]. - CSI 1000 stock index options: turnover PCR was 0.42 (a decrease of 0.20 compared to the previous period), and position PCR was 1.05 (an increase of 0.02 compared to the previous period) [2][29]. III. Option VIX - The VIX data of various stock index options on July 11, 2025, are as follows: - SSE 50 ETF options: VIX was 16.15% (an increase of 0.60% compared to the previous period) [3][45]. - CSI 300 ETF options (Shanghai market): VIX was 16.52% (an increase of 0.77% compared to the previous period) [3][45]. - CSI 500 ETF options (Shanghai market): VIX was 20.65% (an increase of 0.36% compared to the previous period) [3][45]. - Shenzhen 100 ETF options: VIX was 19.11% (an increase of 0.52% compared to the previous period) [3][45]. - ChiNext ETF options: VIX was 24.19% (a decrease of 0.17% compared to the previous period) [3][45]. - SSE 50 stock index options: VIX was 17.79% (an increase of 0.85% compared to the previous period) [3][45]. - CSI 300 stock index options: VIX was 17.82% (an increase of 0.88% compared to the previous period) [3][45]. - CSI 1000 stock index options: VIX was 21.57% (a decrease of 0.21% compared to the previous period) [3][45].
华泰期货股指期权日报-20250710
Hua Tai Qi Huo· 2025-07-10 12:10
Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various index options on July 9, 2025, including option volume, PCR, and VIX, to reflect the market situation of index options [1][2][3] Summary by Directory Option Volume - On July 9, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 978,300 contracts; the trading volume of Shanghai Stock Exchange 300 ETF options was 1,051,700 contracts; the trading volume of Shanghai Stock Exchange 500 ETF options was 1,262,700 contracts; the trading volume of Shenzhen 100 ETF options was 96,400 contracts; the trading volume of ChiNext ETF options was 1,522,800 contracts; the trading volume of Shanghai Stock Exchange 50 index options was 32,600 contracts; the trading volume of Shanghai Stock Exchange 300 index options was 92,900 contracts; the total trading volume of China Securities 1000 options was 200,500 contracts [1][22] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.63, with a month - on - month change of +0.07; the position PCR was reported at 1.07, with a month - on - month change of +0.02. Similar data for other options were also presented, showing different changes in turnover PCR and position PCR [2][30] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 15.21%, with a month - on - month change of +0.08%; the VIX of Shanghai Stock Exchange 300 ETF options was reported at 15.59%, with a month - on - month change of +0.16%; and so on for other options, each with its own VIX value and month - on - month change [3][44]