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华泰期货股指期权日报-20250709
Hua Tai Qi Huo· 2025-07-09 12:14
Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core Viewpoint No clear core viewpoint is presented in the given content. It mainly provides data on the stock index options market. 3. Summary by Directory Option Trading Volume - On July 8, 2025, the trading volumes of various options were as follows: Shanghai - Shenzhen 50ETF option was 1.1057 million contracts; CSI 300ETF option (Shanghai market) was 1.2542 million contracts; CSI 500ETF option (Shanghai market) was 1.677 million contracts; Shenzhen 100ETF option was 0.1023 million contracts; GEM ETF option was 1.686 million contracts; Shanghai - Shenzhen 50 stock index option was 0.0349 million contracts; CSI 300 stock index option was 0.0941 million contracts; and CSI 1000 option total trading volume was 0.2711 million contracts [1]. Option PCR - The turnover PCR and position PCR of various options and their changes are as follows: For Shanghai - Shenzhen 50ETF option, turnover PCR was 0.57 (a - 0.26 change), and position PCR was 1.05 (a + 0.01 change); for CSI 300ETF option (Shanghai market), turnover PCR was 0.48 (a - 0.19 change), and position PCR was 0.90 (a + 0.04 change); for CSI 500ETF option (Shanghai market), turnover PCR was 0.56 (a - 0.33 change), and position PCR was 1.17 (a + 0.10 change); for Shenzhen 100ETF option, turnover PCR was 0.56 (a - 0.49 change), and position PCR was 1.14 (a + 0.00 change); for GEM ETF option, turnover PCR was 0.50 (a - 0.43 change), and position PCR was 0.99 (a + 0.14 change); for Shanghai - Shenzhen 50 stock index option, turnover PCR was 0.32 (a - 0.08 change), and position PCR was 0.57 (a - 0.02 change); for CSI 300 stock index option, turnover PCR was 0.36 (a - 0.15 change), and position PCR was 0.70 (a + 0.00 change); for CSI 1000 stock index option, turnover PCR was 0.52 (a - 0.34 change), and position PCR was 1.03 (a + 0.05 change) [2]. Option VIX - The VIX and its changes of various options are as follows: For Shanghai - Shenzhen 50ETF option, VIX was 15.13% (a + 0.59% change); for CSI 300ETF option (Shanghai market), VIX was 15.43% (a + 0.53% change); for CSI 500ETF option (Shanghai market), VIX was 20.09% (a + 0.86% change); for Shenzhen 100ETF option, VIX was 17.90% (a + 0.73% change); for GEM ETF option, VIX was 23.35% (a - 0.43% change); for Shanghai - Shenzhen 50 stock index option, VIX was 16.59% (a + 0.79% change); for CSI 300 stock index option, VIX was 16.60% (a + 0.96% change); for CSI 1000 stock index option, VIX was 21.57% (a + 0.38% change) [3].
股指期权日报-20250708
Hua Tai Qi Huo· 2025-07-08 09:39
1. Report Industry Investment Rating - No relevant content provided 2. Core View of the Report - The report provides a daily overview of the stock index options market, including option trading volume, PCR, and VIX data for various types of options on July 7, 2025 [1][2][3] 3. Summary by Related Catalogs Option Trading Volume - On July 7, 2025, the trading volumes of different options were as follows: 683,800 contracts for SSE 50 ETF options; 720,900 contracts for CSI 300 ETF options (Shanghai market); 823,100 contracts for CSI 500 ETF options (Shanghai market); 60,500 contracts for Shenzhen 100 ETF options; 870,800 contracts for ChiNext ETF options; 22,600 contracts for SSE 50 index options; 56,500 contracts for CSI 300 index options; and 132,800 contracts for CSI 1000 options [1] Option PCR - The PCR data of different options on July 7, 2025, showed that the turnover PCR and position PCR of each option had different degrees of change. For example, the turnover PCR of SSE 50 ETF options was 0.83, with a month - on - month change of +0.23; the position PCR was 1.03, with a month - on - month change of - 0.04 [2] Option VIX - The VIX data of different options on July 7, 2025, showed an upward trend across the board. For example, the VIX of SSE 50 ETF options was 14.54%, with a month - on - month change of +0.25%; the VIX of CSI 300 ETF options (Shanghai market) was 14.90%, with a month - on - month change of +0.44% [3]
华泰期货股指期权日报-20250707
Hua Tai Qi Huo· 2025-07-07 02:49
Report Summary 1. Report Industry Investment Rating No information provided in the given text. 2. Core View of the Report The report presents a daily overview of the stock index options market on July 4, 2025, including option trading volume, PCR (Put - Call Ratio), and VIX (Volatility Index) for various stock index options such as上证50ETF期权,沪深300ETF期权, etc. 3. Summary by Relevant Catalogs Option Trading Volume - On July 4, 2025, the trading volume of上证50ETF期权 was 1.6667 million contracts; 沪深300ETF期权 (Shanghai market) was 1.6003 million contracts; 中证500ETF期权 (Shanghai market) was 1.627 million contracts; 深证100ETF期权 was 0.0821 million contracts; 创业板ETF期权 was 1.5263 million contracts; 上证50股指期权 was 0.0593 million contracts; 沪深300股指期权 was 0.1381 million contracts; 中证1000期权 total trading volume was 0.2867 million contracts [1][21]. Option PCR - The turnover PCR of上证50ETF期权 was reported at 0.60, with a month - on - month change of - 0.09; the position PCR was 1.07, with a month - on - month change of + 0.10. Similar data is provided for other options [2][31]. Option VIX - The VIX of上证50ETF期权 was reported at 14.29%, with a month - on - month change of + 0.30%. For other options, the VIX and their month - on - month changes are also presented [3][45].
股指期权日报-20250704
Hua Tai Qi Huo· 2025-07-04 14:12
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 types of options on July 3, 2025. 3. Summary by Directory I. Option Trading Volume - On July 3, 2025, the trading volumes of different options were as follows: Shanghai Stock Exchange 50 ETF option was 707,900 contracts; CSI 300 ETF option (Shanghai market) was 791,900 contracts; CSI 500 ETF option (Shanghai market) was 1,065,800 contracts; Shenzhen 100 ETF option was 83,100 contracts; ChiNext ETF option was 1,261,200 contracts; Shanghai Stock Exchange 50 stock index option was 17,500 contracts; CSI 300 stock index option was 72,000 contracts; and CSI 1000 option was 166,600 contracts [1]. II. Option PCR - The PCR data of different options on July 3, 2025, showed various changes. For example, the turnover PCR of Shanghai Stock Exchange 50 ETF option was 0.70, with a month - on - month change of +0.04; the position PCR was 0.98, with a month - on - month change of +0.03. Each option type had its own specific PCR values and changes [2]. III. Option VIX - The VIX data of different options on July 3, 2025, also had different changes. For instance, the VIX of Shanghai Stock Exchange 50 ETF option was 13.99%, with a month - on - month change of +0.03%. Each option type had its own VIX value and change rate [3].
华泰期货股指期权日报-20250703
Hua Tai Qi Huo· 2025-07-03 13:07
Report Industry Investment Rating - Not provided Core Viewpoints - Not provided Summary by Directory Option Trading Volume - On July 2, 2025, the trading volume of SSE 50 ETF options was 678,200 contracts; CSI 300 ETF options (Shanghai market) was 689,700 contracts; CSI 500 ETF options (Shanghai market) was 856,400 contracts; Shenzhen 100 ETF options was 46,400 contracts; ChiNext ETF options was 807,800 contracts; SSE 50 index options was 18,300 contracts; CSI 300 index options was 54,500 contracts; and CSI 1000 options was 161,700 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 - 0.10; the open interest PCR was 0.95, with a month - on - month change of + 0.02. Similar data for other options are also provided, including CSI 300 ETF options, CSI 500 ETF options, etc. [2] - A table presents the turnover PCR, its month - on - month change, open interest PCR, and its month - on - month change for various index ETF options [34] Option VIX - The VIX of SSE 50 ETF options was reported at 13.95%, with a month - on - month change of - 0.22%; CSI 300 ETF options (Shanghai market) was 13.62%, with a month - on - month change of - 0.27%; and so on for other options [3] - A table shows the VIX and its month - on - month change for various index ETF options [50]
股指期权日报-20250702
Hua Tai Qi Huo· 2025-07-02 05:18
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 (Put - Call Ratio), and VIX (Volatility Index) for various stock index options on July 1, 2025. 3. Summary by Related Catalogs Option Trading Volume - On July 1, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 605,600 contracts; CSI 300 ETF options (Shanghai market) was 615,800 contracts; CSI 500 ETF options (Shanghai market) was 915,200 contracts; Shenzhen 100 ETF options was 47,300 contracts; ChiNext ETF options was 718,100 contracts; Shanghai Stock Exchange 50 stock index options was 17,400 contracts; CSI 300 stock index options was 55,200 contracts; and CSI 1000 options was 171,900 contracts [1][21]. Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.76, with a month - on - month change of - 0.03; the position PCR was 0.93, with a month - on - month change of + 0.04. For other options, similar data are provided, showing different changes in turnover PCR and position PCR [2][33]. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 14.17%, with a month - on - month change of - 0.24%; the VIX of CSI 300 ETF options (Shanghai market) was 13.89%, with a month - on - month change of - 0.45%. Similar data for other options show various changes in VIX values [3][48].
股指期权日报-20250627
Hua Tai Qi Huo· 2025-06-27 11:36
股指期权日报 | 2025-06-27 股指期权日报 股指期权市场概况 期权成交量 期权PCR 上证50ETF期权成交额PCR报0.61,环比变动为+0.14;持仓量PCR报1.06,环比变动为-0.22; 沪深300ETF期权(沪市)成交额PCR报0.54,环比变动为+0.06;持仓量PCR报0.90,环比变动为-0.13; 中证500ETF期权(沪市)成交额PCR报0.68,环比变动为+0.12;持仓量PCR报0.97,环比变动为-0.29 ; 深圳100ETF期权成交额PCR报0.55 ,环比变动为-0.01;持仓量PCR报1.11;环比变动为+0.05; 创业板ETF期权成交额PCR报0.47,环比变动为+0.04 ;持仓量PCR报0.86,环比变动为-0.22; 上证50股指期权成交额PCR报0.31,环比变动为-0.05;持仓量PCR报0.67,环比变动为+0.00; 沪深300股指期权成交额PCR报0.38 ,环比变动为+0.00;持仓量PCR报0.65,环比变动为-0.01; 中证1000股指期权成交额PCR报0.51,环比变动为+0.00;持仓量PCR报0.95,环比变动为+0.01。 期权 ...
股指期权日报-20250626
Hua Tai Qi Huo· 2025-06-26 11:18
股指期权日报 | 2025-06-26 股指期权日报 股指期权市场概况 期权成交量 2025-06-25,上证50ETF期权成交量为168.42万张;沪深300ETF期权(沪市)成交量为150.68万张; 中证500ETF期权(沪市)成交量为182.28万张;深证100ETF期权成交量为7.62万张; 创业板ETF期权成交量为211.51万张;上证50股指期权成交量为5.41万张; 沪深300股指期权成交量为12.17万张;中证1000期权总成交量为27.13万张。 期权PCR 上证50ETF期权成交额PCR报0.47,环比变动为-0.06;持仓量PCR报1.28,环比变动为+0.20; 沪深300ETF期权(沪市)成交额PCR报0.48,环比变动为-0.14;持仓量PCR报1.03,环比变动为+0.12; 中证500ETF期权(沪市)成交额PCR报0.56,环比变动为-0.11;持仓量PCR报1.26,环比变动为+0.13 ; 深圳100ETF期权成交额PCR报0.56 ,环比变动为-0.30;持仓量PCR报1.06;环比变动为+0.05; 创业板ETF期权成交额PCR报0.43,环比变动为-0.19 ;持 ...
华泰期货股指期权日报-20250625
Hua Tai Qi Huo· 2025-06-25 07:20
Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various index options on June 24, 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 June 24, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.6182 million contracts; the trading volume of Shanghai Stock Exchange 300 ETF options was 1.3402 million contracts; the trading volume of Shanghai Stock Exchange 500 ETF options was 1.7774 million contracts; the trading volume of Shenzhen 100 ETF options was 65,600 contracts; the trading volume of ChiNext ETF options was 1.6269 million contracts; the trading volume of Shanghai Stock Exchange 50 index options was 45,800 contracts; the trading volume of Shanghai Stock Exchange 300 index options was 89,000 contracts; the total trading volume of China Securities 1000 options was 202,000 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 - 0.48; the position PCR was reported at 1.09, with a month - on - month change of + 0.10. Similar data for other options are also presented, showing the changes in turnover and position PCR of different index options [2] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 14.07%, with a month - on - month change of + 0.69%; the VIX of Shanghai Stock Exchange 300 ETF options was reported at 14.35%, with a month - on - month change of + 1.17%. Similar data for other options are also provided, reflecting the volatility index changes of different index options [3]
股指期权日报-20250624
Hua Tai Qi Huo· 2025-06-24 07:32
Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core Viewpoint No clear core viewpoint was found in the provided content. 3. Summary by Directory Option Trading Volume - On June 23, 2025, the trading volume of SSE 50 ETF options was 1.3494 million contracts; CSI 300 ETF options (Shanghai) was 1.0098 million contracts; CSI 500 ETF options (Shanghai) was 1.5303 million contracts; Shenzhen 100 ETF options was 0.0629 million contracts; ChiNext ETF options was 1.106 million contracts; SSE 50 index options was 0.0259 million contracts; CSI 300 index options was 0.0574 million contracts; and CSI 1000 options was 0.1418 million contracts [1][19] Option PCR - SSE 50 ETF options' trading - volume PCR was 1.01, with a +0.03 change compared to the previous period; position - volume PCR was 0.99, with a +0.07 change [2][29] - CSI 300 ETF options (Shanghai)' trading - volume PCR was 1.06, with a - 0.09 change; position - volume PCR was 0.84, with a +0.00 change [2][29] - CSI 500 ETF options (Shanghai)' trading - volume PCR was 1.24, with a - 0.15 change; position - volume PCR was 1.02, with a +0.02 change [2][29] - Shenzhen 100 ETF options' trading - volume PCR was 1.54, with a +0.33 change; position - volume PCR was 0.96, with a - 0.02 change [2][29] - ChiNext ETF options' trading - volume PCR was 1.18, with a - 0.05 change; position - volume PCR was 0.81, with a +0.03 change [2][29] - SSE 50 index options' trading - volume PCR was 0.78, with a +0.13 change; position - volume PCR was 0.71, with a +0.01 change [2][29] - CSI 300 index options' trading - volume PCR was 0.97, with a - 0.01 change; position - volume PCR was 0.64, with a +0.00 change [2][29] - CSI 1000 index options' trading - volume PCR was 1.08, with a - 0.07 change; position - volume PCR was 0.87, with a +0.04 change [2][29] Option VIX - SSE 50 ETF options' VIX was 13.38%, with a - 0.12% change compared to the previous period [3][44] - CSI 300 ETF options (Shanghai)' VIX was 13.18%, with a - 0.95% change [3][44] - CSI 500 ETF options (Shanghai)' VIX was 18.50%, with a - 0.72% change [3][44] - Shenzhen 100 ETF options' VIX was 16.20%, with a - 0.57% change [3][44] - ChiNext ETF options' VIX was 20.21%, with a - 1.10% change [3][44] - SSE 50 index options' VIX was 14.59%, with a - 0.30% change [3][44] - CSI 300 index options' VIX was 14.83%, with a - 0.91% change [3][44] - CSI 1000 index options' VIX was 20.17%, with a - 0.81% change [3][44]