股指期权日报 | 2025-05-08 股指期权日报 股指期权市场概况 期权成交量 2025-05-07，上证50ETF期权成交量为96.58万张；沪深300ETF期权（沪市）成交量为84.11万张； 中证500ETF期权（沪市）成交量为130.32万张；深证100ETF期权成交量为5.56万张； 创业板ETF期权成交量为134.44万张；上证50股指期权成交量为3.06万张； 沪深300股指期权成交量为8.91万张；中证1000期权总成交量为26.48万张。 期权PCR 上证50ETF期权成交额PCR报0.63，环比变动为-0.19；持仓量PCR报0.92，环比变动为+0.01； 沪深300ETF期权（沪市）成交额PCR报0.66，环比变动为-0.16；持仓量PCR报0.85，环比变动为-0.03； 中证500ETF期权（沪市）成交额PCR报0.68，环比变动为+0.04；持仓量PCR报0.97，环比变动为-0.06 ； 深圳100ETF期权成交额PCR报0.76 ，环比变动为-0.26；持仓量PCR报0.79；环比变动为-0.06； 创业板ETF期权成交额PCR报0.57，环比变动为-0.18 ；持仓量P ...

股指期权日报 | 2025-05-07 2025-05-06，上证50ETF期权成交量为82.95万张；沪深300ETF期权（沪市）成交量为81.30万张； 中证500ETF期权（沪市）成交量为101.31万张；深证100ETF期权成交量为5.42万张； 创业板ETF期权成交量为99.55万张；上证50股指期权成交量为2.64万张； 沪深300股指期权成交量为8.57万张；中证1000期权总成交量为20.37万张。 期权PCR 上证50ETF期权成交额PCR报0.82，环比变动为-0.09；持仓量PCR报0.92，环比变动为+0.01； 沪深300ETF期权（沪市）成交额PCR报0.83，环比变动为-0.07；持仓量PCR报0.88，环比变动为+0.03； 中证500ETF期权（沪市）成交额PCR报0.64，环比变动为-0.15；持仓量PCR报1.03，环比变动为+0.06 ； 深圳100ETF期权成交额PCR报1.02 ，环比变动为-0.04；持仓量PCR报0.85；环比变动为-0.01； 创业板ETF期权成交额PCR报0.75，环比变动为-0.03 ；持仓量PCR报0.84，环比变动为+0.06； 上证5 ...

股指期权日报 | 2025-04-29 股指期权日报 股指期权市场概况 期权成交量 2025-04-28，上证50ETF期权成交量为53.15万张；沪深300ETF期权（沪市）成交量为45.81万张； 中证500ETF期权（沪市）成交量为69.81万张；深证100ETF期权成交量为2.35万张； 创业板ETF期权成交量为54.33万张；上证50股指期权成交量为1.58万张； 沪深300股指期权成交量为3.67万张；中证1000期权总成交量为14.61万张。 期权PCR 上证50ETF期权成交额PCR报0.93，环比变动为+0.12；持仓量PCR报0.97，环比变动为+0.05； 沪深300ETF期权（沪市）成交额PCR报1.08，环比变动为+0.14；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1.14，环比变动为+0.25；持仓量PCR报0.95，环比变动为-0.01 ； 深圳100ETF期权成交额PCR报1.33 ，环比变动为+0.53；持仓量PCR报0.86；环比变动为-0.04； 创业板ETF期权成交额PCR报1.09，环比变动为+0.24 ；持仓量PCR ...

Report Industry Investment Rating No relevant content provided. Core Viewpoints - The trading volume of financial options reached 7.83 million contracts, indicating relatively active trading in the financial options market. The trading volume of most varieties' PCR ratios was significantly lower than 1, suggesting that the call options in the options market were more popular than put options [1][3]. - The VIX of SSE CSI 500 ETF options rose by 0.40%. The VIX indexes of various ETF options on the SSE increased to varying degrees, the VIX of Shenzhen GEM ETF options on the SZSE rose by 1.09%, and the VIX index of CFFEX CSI 300 index options rose by 0.48% [1][3]. Summary by Directory 1. Market Quick View 1.1 Trading Volume and Open Interest - The closing prices, price changes, option trading volumes, option open interests, trading volume PCRs, and open interest PCRs of multiple options such as SSE SSE 50 ETF, SSE CSI 300 ETF, and SSE CSI 500 ETF were presented. For example, the closing price of SSE SSE 50 ETF was 2.715, with a price increase of 0.89%, trading volume of 1,285,515 contracts, and open interest of 1,594,677 contracts [5]. 1.2 Volatility - The implied volatility indexes (VIX), IV price changes (absolute values), skewness indexes, historical volatilities (30 - day and 90 - day), and implied - historical differences of multiple options were provided. For instance, the VIX of SSE SSE 50 ETF was 16.90, with an IV price increase of 0.60%, and a historical volatility of 21.94% (30 - day) [9]. 2. Product Research 2.1 SSE SSE 50 ETF Options - Charts related to the volatility smile curve, volatility term structure, VIX index, SKEW index, trading volume PCR, and open interest PCR were presented [14]. 2.2 SSE CSI 300 ETF Options - Similar to 2.1, relevant charts for SSE CSI 300 ETF options were provided, including the volatility smile curve, volatility term structure, etc. [17]. 2.3 SSE CSI 500 ETF Options - Charts of the volatility smile curve, volatility term structure, VIX index, SKEW index, trading volume PCR, and open interest PCR for SSE CSI 500 ETF options were shown [22]. 2.4 SSE STAR 50 ETF Options - Relevant charts for SSE STAR 50 ETF options, such as the volatility smile curve and volatility term structure, were presented [25]. 2.5 SSE STAR - BOARD 50 ETF Options - Similar to the above, charts related to SSE STAR - BOARD 50 ETF options were provided [29]. 2.6 SZSE CSI 300 ETF Options - Charts of the volatility smile curve, volatility term structure, VIX index, SKEW index, trading volume PCR, and open interest PCR for SZSE CSI 300 ETF options were shown [32]. 2.7 SZSE CSI 500 ETF Options - Relevant charts for SZSE CSI 500 ETF options, including the volatility smile curve and volatility term structure, were presented [36].

Investment Rating - The report does not explicitly provide an investment rating for the industry or specific products [2]. Core Insights - The financial options market saw a significant increase in trading volume, with a total of 11.38 million contracts traded, indicating a strong market activity [3][5]. - The VIX for the CSI 500 ETF options rose by 0.35%, reflecting increased volatility expectations in the market [3][5]. Summary by Sections Market Overview - The trading volume for various ETFs and index options showed substantial increases, with the Shanghai Stock Exchange's CSI 500 ETF options reaching a trading volume of 1,977,935 contracts and a closing price of 6.098, up by 1.82% [5]. - The PCR (Put-Call Ratio) for most products is significantly below 1, indicating a higher demand for call options compared to put options [3][5]. Volatility Analysis - The implied volatility (IV) for the CSI 500 ETF options is reported at 22.17, with a 0.35% increase, while the historical volatility for the same ETF stands at 17.91% for 30 days [9]. - The skew index for the CSI 500 ETF options is at 105.61, suggesting a higher demand for out-of-the-money puts compared to calls [9]. Product Research - The report includes detailed analyses of various ETF options, including the Shanghai Stock Exchange's SSE 50 ETF, CSI 300 ETF, and others, providing insights into their respective trading volumes, implied volatilities, and PCR ratios [13][16][21][25][32][36]. - The CSI 300 ETF options recorded a trading volume of 2,048,944 contracts, with a closing price of 4.106, reflecting a 2.52% increase [5][16]. Additional Insights - The report highlights the stability of trading volumes across different exchanges, with the Shanghai Stock Exchange's SSE 50 ETF options showing a trading volume of 2,493,424 contracts and a PCR of 0.66 [5][21]. - The report emphasizes the overall positive sentiment in the options market, as indicated by the rising VIX across various ETFs [3][9].

Investment Rating - The report does not explicitly provide an investment rating for the industry [4]. Core Insights - The total trading volume of commodity options reached 6.43 million contracts, with significant volumes in specific products such as soybean meal options at 670,000 contracts, and soda ash and caustic soda options at 600,000 and 490,000 contracts respectively [4][6]. - The implied volatility (IV) of crude oil options increased by 5.06%, while other agricultural products showed mixed results, with rapeseed meal options seeing a 5.71% increase and soybean oil options a 2.44% decrease [4][13]. - The report highlights notable discrepancies in the put-call ratio (PCR) for certain products, indicating potential trading opportunities alongside liquidity risks [4][6]. Summary by Sections Section 1: Market Overview - The report tracks daily data as of March 10, 2025, focusing on trading volume and volatility metrics [6][8]. - The trading volume and open interest for various options are detailed, showcasing the most active contracts and their respective price movements [7][9]. Section 2: Product Research 2.1 Soybean Meal Options - The report provides insights into the trading dynamics and volatility trends for soybean meal options, including a detailed analysis of the implied volatility [15][16]. 2.2 Rapeseed Meal Options - Similar analysis is conducted for rapeseed meal options, highlighting the volatility structure and market behavior [18][19]. 2.3 PTA Options - The report discusses PTA options, focusing on their trading patterns and volatility metrics [22][23]. 2.4 Methanol Options - Insights into methanol options are provided, including their volatility trends and market performance [25][26]. 2.5 Soda Ash Options - The report analyzes soda ash options, detailing their trading activity and volatility characteristics [27][28]. 2.6 Iron Ore Options - A comprehensive review of iron ore options is included, focusing on their market dynamics and volatility trends [32][33]. 2.7 Silver Options - The report examines silver options, providing insights into their trading behavior and volatility metrics [35][36]. 2.8 Rebar Options - The analysis concludes with a review of rebar options, detailing their market performance and volatility trends [38][39].