期权VIX

Search documents
股指期权日报-20250617
Hua Tai Qi Huo· 2025-06-17 07:36
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]
股指期权日报-20250616
Hua Tai Qi Huo· 2025-06-16 08:01
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-20250613
Hua Tai Qi Huo· 2025-06-13 03:18
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-20250612
Hua Tai Qi Huo· 2025-06-12 03:16
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 ...
股指期权日报-20250611
Hua Tai Qi Huo· 2025-06-11 08:12
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-20250610
Hua Tai Qi Huo· 2025-06-10 07:56
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-20250609
Hua Tai Qi Huo· 2025-06-09 08:46
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 ...
股指期权日报-20250606
Hua Tai Qi Huo· 2025-06-06 07:22
股指期权日报 | 2025-06-06 股指期权日报 股指期权市场概况 期权成交量 2025-06-05,上证50ETF期权成交量为59.75万张;沪深300ETF期权(沪市)成交量为58.03万张; 中证500ETF期权(沪市)成交量为104.25万张;深证100ETF期权成交量为3.40万张; 创业板ETF期权成交量为78.43万张;上证50股指期权成交量为1.47万张; 沪深300股指期权成交量为4.87万张;中证1000期权总成交量为16.35万张。 期权PCR 上证50ETF期权成交额PCR报0.78,环比变动为-0.03;持仓量PCR报0.95,环比变动为-0.02; 沪深300ETF期权(沪市)成交额PCR报0.72,环比变动为-0.06;持仓量PCR报0.85,环比变动为+0.00; 中证500ETF期权(沪市)成交额PCR报0.79,环比变动为-0.10;持仓量PCR报1.22,环比变动为+0.04 ; 深圳100ETF期权成交额PCR报0.92 ,环比变动为+0.00;持仓量PCR报0.86;环比变动为-0.01; 创业板ETF期权成交额PCR报0.89,环比变动为-0.07 ;持仓量PC ...
股指期权日报:股指期权市场概况-20250605
Hua Tai Qi Huo· 2025-06-05 07:24
股指期权日报 | 2025-06-05 股指期权日报 股指期权市场概况 2025年期货市场研究报告 第1页 请仔细阅读本报告最后一页的免责声明 期权成交量 2025-06-04,上证50ETF期权成交量为63.45万张;沪深300ETF期权(沪市)成交量为55.46万张; 中证500ETF期权(沪市)成交量为95.40万张;深证100ETF期权成交量为3.93万张; 创业板ETF期权成交量为69.42万张;上证50股指期权成交量为1.43万张; 沪深300股指期权成交量为4.41万张;中证1000期权总成交量为12.31万张。 期权PCR 上证50ETF期权成交额PCR报0.82,环比变动为-0.14;持仓量PCR报0.97,环比变动为+0.00; 沪深300ETF期权(沪市)成交额PCR报0.79,环比变动为-0.12;持仓量PCR报0.85,环比变动为+0.02; 中证500ETF期权(沪市)成交额PCR报0.89,环比变动为-0.15;持仓量PCR报1.18,环比变动为+0.11 ; 深圳100ETF期权成交额PCR报0.92 ,环比变动为-1.00;持仓量PCR报0.87;环比变动为-0.03; 创业 ...
股指期权日报-20250604
Hua Tai Qi Huo· 2025-06-04 12:04
股指期权日报 | 2025-06-04 股指期权日报 股指期权市场概况 期权成交量 2025-06-03,上证50ETF期权成交量为87.37万张;沪深300ETF期权(沪市)成交量为64.09万张; 中证500ETF期权(沪市)成交量为95.19万张;深证100ETF期权成交量为4.38万张; 创业板ETF期权成交量为69.43万张;上证50股指期权成交量为2.11万张; 沪深300股指期权成交量为5.05万张;中证1000期权总成交量为12.35万张。 期权PCR 上证50ETF期权成交额PCR报0.95,环比变动为-0.16;持仓量PCR报0.96,环比变动为+0.02; 沪深300ETF期权(沪市)成交额PCR报0.91,环比变动为-0.16;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1.05,环比变动为-0.17;持仓量PCR报1.07,环比变动为+0.05 ; 深圳100ETF期权成交额PCR报1.92 ,环比变动为+0.44;持仓量PCR报0.89;环比变动为-0.02; 创业板ETF期权成交额PCR报1.15,环比变动为-0.21 ;持仓量PCR ...