期权PCR

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股指期权日报-20251010
Hua Tai Qi Huo· 2025-10-10 06:05
股指期权日报 | 2025-10-10 股指期权日报 股指期权市场概况 期权成交量 2025-10-09,上证50ETF期权成交量为81.95万张;沪深300ETF期权(沪市)成交量为95.65万张; 中证500ETF期权(沪市)成交量为121.41万张;深证100ETF期权成交量为4.68万张; 创业板ETF期权成交量为196.19万张;上证50股指期权成交量为10.36万张; 沪深300股指期权成交量为11.71万张;中证1000期权总成交量为30.05万张。 期权PCR 上证50ETF期权成交额PCR报0.41,环比变动为-0.04;持仓量PCR报0.86,环比变动为+0.06; 沪深300ETF期权(沪市)成交额PCR报0.38,环比变动为-0.04;持仓量PCR报1.18,环比变动为+0.10; 中证500ETF期权(沪市)成交额PCR报0.44,环比变动为-0.07;持仓量PCR报1.45,环比变动为+0.14 ; 深圳100ETF期权成交额PCR报0.56 ,环比变动为-0.15;持仓量PCR报1.24;环比变动为+0.06; 创业板ETF期权成交额PCR报0.52,环比变动为-0.10 ;持仓 ...
股指期权日报-20251009
Hua Tai Qi Huo· 2025-10-09 15:01
股指期权日报 | 2025-10-09 股指期权日报 股指期权市场概况 期权成交量 2025-09-30,上证50ETF期权成交量为147.37万张;沪深300ETF期权(沪市)成交量为144.72万张; 中证500ETF期权(沪市)成交量为152.95万张;深证100ETF期权成交量为12.79万张; 创业板ETF期权成交量为137.49万张;上证50股指期权成交量为5.18万张; 沪深300股指期权成交量为17.60万张;中证1000期权总成交量为26.77万张。 期权PCR 上证50ETF期权成交额PCR报0.45,环比变动为-0.03;持仓量PCR报0.80,环比变动为+0.01; 沪深300ETF期权(沪市)成交额PCR报0.42,环比变动为-0.05;持仓量PCR报1.08,环比变动为+0.01; 中证500ETF期权(沪市)成交额PCR报0.51,环比变动为-0.12;持仓量PCR报1.31,环比变动为+0.03 ; 深圳100ETF期权成交额PCR报0.71 ,环比变动为-0.01;持仓量PCR报1.18;环比变动为+0.01; 创业板ETF期权成交额PCR报0.62,环比变动为+0.03 ; ...
股指期权日报-20250930
Hua Tai Qi Huo· 2025-09-30 06:56
股指期权日报 | 2025-09-30 股指期权日报 股指期权市场概况 期权成交量 2025-09-29,上证50ETF期权成交量为78.82万张;沪深300ETF期权(沪市)成交量为93.73万张; 中证500ETF期权(沪市)成交量为144.35万张;深证100ETF期权成交量为12.45万张; 创业板ETF期权成交量为178.77万张;上证50股指期权成交量为11.74万张; 沪深300股指期权成交量为10.64万张;中证1000期权总成交量为30.66万张。 期权PCR 上证50ETF期权成交额PCR报0.48,环比变动为-0.19;持仓量PCR报0.79,环比变动为+0.01; 沪深300ETF期权(沪市)成交额PCR报0.47,环比变动为-0.16;持仓量PCR报1.08,环比变动为-0.03; 中证500ETF期权(沪市)成交额PCR报0.63,环比变动为-0.25;持仓量PCR报1.28,环比变动为-0.04 ; 深圳100ETF期权成交额PCR报0.73 ,环比变动为+0.03;持仓量PCR报1.16;环比变动为-0.02; 创业板ETF期权成交额PCR报0.59,环比变动为-0.15 ;持 ...
股指期权日报-20250929
Hua Tai Qi Huo· 2025-09-29 00:57
Report Summary 1. Investment Rating The provided content does not contain information about 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 index options on September 26, 2025. 3. Section Summaries Option Trading Volume - On September 26, 2025, the trading volumes were as follows: 883,800 contracts for SSE 50 ETF options, 1,061,000 for CSI 300 ETF options (Shanghai market), 1,492,600 for CSI 500 ETF options (Shanghai market), 69,200 for Shenzhen 100 ETF options, 1,769,800 for ChiNext ETF options, 43,800 for SSE 50 index options, 134,200 for CSI 300 index options, and 282,500 for CSI 1000 options [1]. - The table also shows the call, put, and total trading volumes for each option type [20]. Option PCR - The report provides the turnover PCR and position PCR, along with their环比 changes, for different index options. For example, the turnover PCR of SSE 50 ETF options was 0.67 with a +0.07环比 change, and the position PCR was 0.79 with a -0.01环比 change [2][30]. Option VIX - The VIX values and their环比 changes are reported for each option type. For instance, the VIX of SSE 50 ETF options was 16.81% with a +0.29%环比 change [3][42].
股指期权日报-20250926
Hua Tai Qi Huo· 2025-09-26 03:04
Report Industry Investment Rating - Not mentioned in the provided content Core Viewpoints - The report presents the trading data of various index options on September 25, 2025, including option volume, PCR, and VIX, which helps investors understand the market conditions and sentiment of index options [1][2][3] Summary by Related Catalogs Option Volume - On September 25, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.1772 million contracts; the trading volume of Shanghai Stock Exchange 300 ETF options (Shanghai market) was 1.2981 million contracts; the trading volume of China Securities 500 ETF options (Shanghai market) was 2.273 million contracts; the trading volume of Shenzhen 100 ETF options was 0.1449 million contracts; the trading volume of ChiNext ETF options was 1.9582 million contracts; the trading volume of Shanghai Stock Exchange 50 index options was 0.0543 million contracts; the trading volume of Shanghai Stock Exchange 300 index options was 0.1098 million contracts; the total trading volume of China Securities 1000 options was 0.2291 million contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on September 25, 2025, such as the total trading volume of Shanghai Stock Exchange 50 ETF options was 0.8838 million contracts [20] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.59, with a month - on - month change of - 0.09; the position PCR was reported at 0.79, with a month - on - month change of + 0.01. Similar data were provided for other types of options [2] - The table shows the turnover PCR, month - on - month change, position PCR, and month - on - month change of various index ETF options on September 25, 2025 [28] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 16.53%, with a month - on - month change of - 1.15%. Similar data were provided for other types of options [3] - The table shows the VIX and month - on - month change values of various index ETF options on September 25, 2025 [42]
股票股指期权:近月隐波下行,ETF期权临近到期
Guo Tai Jun An Qi Huo· 2025-09-23 12:01
金 融 衍 生 品 研 究 2025 年 9 月 23 日 股票股指期权:近月隐波下行,ETF 期权临近 到期。 张雪慧 投资咨询从业资格号:Z0015363 zhangxuehui022447@gtjas.com 【正文】 表 1:期权市场数据统计 | 标的市场统计 | 收盘价 | 涨跌 | 成交量(亿 | 成交变化 | 当月 | | 次月 | 次月基差 | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | | | | 手) | (亿手) | 合成期货 | 当月基差 | 合成期货 | | | 上证50指数 | 2919.51 | -2.66 | 62.90 | 15.92 | 2922.20 | 2.69 | 2920.33 | 0.82 | | 沪深300指数 | 4519.78 | -2.83 | 252.83 | 56.37 | 4508.67 | -11.11 | 4495.47 | -24.31 | | 中证1000指数 | 7408.07 | -81.41 | 313.26 | 42.90 | 7309.53 | -98.54 | ...
股指期权日报-20250923
Hua Tai Qi Huo· 2025-09-23 02:50
Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core Viewpoint No core viewpoint was presented in the provided content. 3. Summary by Directory Option Trading Volume - On September 22, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1546800 contracts; the trading volume of Shanghai Stock Exchange 300 ETF options (Shanghai market) was 1840300 contracts; the trading volume of Shanghai Stock Exchange 500 ETF options (Shanghai market) was 2478700 contracts; the trading volume of Shenzhen 100 ETF options was 161100 contracts; the trading volume of GEM ETF options was 2011400 contracts; the trading volume of Shanghai Stock Exchange 50 index options was 48000 contracts; the trading volume of Shanghai Stock Exchange 300 index options was 188700 contracts; the total trading volume of CSI 1000 options was 197900 contracts [1]. - The detailed trading volume data for call, put, and total options of different types are presented in Table 1, such as the total trading volume of Shanghai Stock Exchange 50 ETF options was 1110400 contracts, with 640700 call contracts and 469600 put contracts [20]. Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.86, with a month - on - month change of - 0.05; the position PCR was reported at 0.73, with a month - on - month change of - 0.03. Similar data for other types of options are also provided, like the turnover PCR of Shanghai Stock Exchange 300 ETF options (Shanghai market) was 0.67, with a month - on - month change of - 0.16; the position PCR was 1.11, with a month - on - month change of - 0.04 [2][34]. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 18.53%, with a month - on - month change of - 0.18%. The VIX of Shanghai Stock Exchange 300 ETF options (Shanghai market) was 19.86%, with a month - on - month change of + 0.18%. Similar data for other types of options are presented, such as the VIX of Shenzhen 100 ETF options was 26.83%, with a month - on - month change of + 0.55% [3][49].
股票股指期权:市场震荡,ETF期权临近到期,期限波动率差扩大
Guo Tai Jun An Qi Huo· 2025-09-19 12:47
张雪慧 投资咨询从业资格号:Z0015363 zhangxuehui022447@gtjas.com 【正文】 表 1:期权市场数据统计 2025 年 9 月 19 日 股票股指期权:市场震荡,ETF 期权临近到 期,期限波动率差扩大。 | 标的市场统计 | 收盘价 | 涨跌 | 成交量(亿 | 成交变化 | 当月 | 当月基差 | 次月 | 次月基差 | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | | | | 手) | (亿手) | 合成期货 | | 合成期货 | | | 上证50指数 | 2909.74 | -3.08 | 57.24 | -17.62 | 2915.73 | 5.99 | 2924.47 | 14.72 | | 沪深300指数 | 4501.92 | 3.81 | 225.04 | -84.82 | 4491.27 | -10.65 | 4492.47 | -9.45 | | 中证1000指数 | 7438.19 | -38.21 | 295.90 | -102.70 | 7354.67 | -83.52 | 729 ...
股指期权日报-20250919
Hua Tai Qi Huo· 2025-09-19 07:04
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 September 18, 2025. 3. Summary by Directory Option Trading Volume - On September 18, 2025, the trading volumes of different stock index options were as follows: 110.08 million contracts for SSE 50 ETF options, 153.29 million for CSI 300 ETF options (Shanghai market), 216.85 million for CSI 500 ETF options (Shanghai market), 8.99 million for Shenzhen 100 ETF options, 317.68 million for GEM ETF options, 9.43 million for SSE 50 stock index options, 18.08 million for CSI 300 stock index options, and 70.83 million for CSI 1000 options [1]. - The detailed trading volume breakdown shows that for SSE 50 ETF options, the call volume was 144.37 million, the put volume was 113.19 million, and the total volume was 257.56 million. For CSI 300 ETF options (Shanghai market), the call volume was 125.62 million, the put volume was 138.57 million, and the total volume was 264.19 million, etc. [21]. Option PCR - The PCR data shows that the SSE 50 ETF option's turnover PCR was 0.87 with a +0.21 change compared to the previous period, and the position PCR was 0.73 with a - 0.06 change. For CSI 300 ETF options (Shanghai market), the turnover PCR was 0.70 with a +0.17 change, and the position PCR was 1.10 with a -0.07 change, etc. [2][29]. Option VIX - The VIX data indicates that the SSE 50 ETF option's VIX was 20.04% with a -0.31% change compared to the previous period. The CSI 300 ETF option (Shanghai market) VIX was 20.57% with a -1.46% change. For example, the GEM ETF option VIX was 39.89% with a -1.13% change [3][43].
股指期权日报-20250918
Hua Tai Qi Huo· 2025-09-18 03:16
Report Industry Investment Rating No relevant content provided. Core View No relevant content provided. Summary by Directory I. Option Trading Volume - On September 17, 2025, the trading volume of SSE 50 ETF options was 965,600 contracts; CSI 300 ETF options (Shanghai market) was 1,293,500 contracts; CSI 500 ETF options (Shanghai market) was 1,924,600 contracts; Shenzhen 100 ETF options was 88,000 contracts; ChiNext ETF options was 2,602,600 contracts; SSE 50 index options was 46,400 contracts; CSI 300 index options was 149,900 contracts; and CSI 1000 options was 436,600 contracts [1]. - The table shows the call, put, and total trading volumes of various index ETF options on the same day [19]. II. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.66, with a month - on - month change of - 0.07; the open interest PCR was 0.79, with a month - on - month change of - 0.02. Similar data were provided for other options including CSI 300 ETF options, CSI 500 ETF options, etc [2]. - A table presented the turnover PCR, month - on - month change, open interest PCR, and month - on - month change of various index ETF options [27]. III. Option VIX - The VIX of SSE 50 ETF options was reported at 20.35%, with a month - on - month change of + 0.91%. Similar data were given for other options such as CSI 300 ETF options, CSI 500 ETF options, etc [3]. - A table listed the VIX and month - on - month change values of various index ETF options [39].