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股指期权日报-20250825
Hua Tai Qi Huo· 2025-08-25 05:23
Report Summary 1. Report Industry Investment Rating There is no information provided regarding the report's industry investment rating. 2. Core Viewpoint The report presents an overview of the stock index options market on August 22, 2025, including option trading volume, PCR (Put-Call Ratio), and VIX (Volatility Index), offering data for various types of stock index options [1][2][3]. 3. Summary by Directory Option Trading Volume - On August 22, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.4943 million contracts; that of Shanghai Stock Exchange 300 ETF options was 1.5079 million contracts; that of Shanghai Stock Exchange 500 ETF options was 2.1288 million contracts; that of Shenzhen 100 ETF options was 0.1825 million contracts; that of ChiNext ETF options was 3.2767 million contracts; that of Shanghai Stock Exchange 50 stock index options was 0.0685 million contracts; that of Shanghai Stock Exchange 300 stock index options was 0.1119 million contracts; and that of China Securities 1000 options was 0.2898 million contracts [1]. - The table shows the call, put, and total trading volumes of various stock index ETF options on the same day [19]. Option PCR - The trading volume PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.32, with a month-on-month change of -0.09; the position PCR was reported at 1.20, with a month-on-month change of +0.14. Similar data for other options are also provided, including Shanghai Stock Exchange 300 ETF options, Shanghai Stock Exchange 500 ETF options, Shenzhen 100 ETF options, ChiNext ETF options, Shanghai Stock Exchange 50 stock index options, Shanghai Stock Exchange 300 stock index options, and China Securities 1000 stock index options [2]. - The table details the trading volume PCR, month-on-month change, position PCR, and month-on-month change of various stock index ETF options [35]. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 22.14%, with a month-on-month change of +1.26%; the VIX of Shanghai Stock Exchange 300 ETF options was reported at 20.44%, with a month-on-month change of +0.55%. Similar data for other options are also provided, including Shanghai Stock Exchange 500 ETF options, Shenzhen 100 ETF options, ChiNext ETF options, Shanghai Stock Exchange 50 stock index options, Shanghai Stock Exchange 300 stock index options, and China Securities 1000 stock index options [3]. - The table shows the VIX and month-on-month change values of various stock index ETF options [48].
股指期权日报-20250821
Hua Tai Qi Huo· 2025-08-21 05:49
Report Industry Investment Rating - None provided Core Viewpoint - None provided Summary by Directory 1. Option Trading Volume - On August 20, 2025, the trading volume of SSE 50 ETF options was 1.7557 million contracts; that of CSI 300 ETF options (Shanghai market) was 1.563 million contracts; that of CSI 500 ETF options (Shanghai market) was 2.0703 million contracts; that of Shenzhen 100 ETF options was 0.2175 million contracts; that of ChiNext ETF options was 2.6487 million contracts; that of SSE 50 index options was 0.0458 million contracts; that of CSI 300 index options was 0.0998 million contracts; and that of CSI 1000 options was 0.2751 million contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the same day, such as 0.8999 million call and 0.8094 million put contracts for SSE 50 ETF options, with a total of 1.7093 million contracts [20] 2. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.69, with a month - on - month change of +0.10; the open - interest PCR was 1.04, with a month - on - month change of +0.07. Similar data are provided for other types of options [2] - The table presents the turnover PCR, month - on - month change, open - interest PCR, and month - on - month change of various index ETF options [36] 3. Option VIX - The VIX of SSE 50 ETF options was reported at 20.94%, with a month - on - month change of +0.73%. Similar data for other options are also included [3] - The table shows the VIX and month - on - month change values of various index ETF options [49]
股指期权日报-20250820
Hua Tai Qi Huo· 2025-08-20 05:54
Report Industry Investment Rating - Not provided in the content Core Viewpoints - Not provided in the content Summary by Relevant Catalogs Option Trading Volume - On August 19, 2025, the trading volume of SSE 50 ETF options was 2.0212 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 2.0951 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 2.5965 million contracts; the trading volume of Shenzhen 100 ETF options was 0.2026 million contracts; the trading volume of ChiNext ETF options was 2.547 million contracts; the trading volume of SSE 50 index options was 0.0458 million contracts; the trading volume of CSI 300 index options was 0.1544 million contracts; and the total trading volume of CSI 1000 options was 0.2682 million contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the same day, such as the call trading volume of SSE 50 ETF options was 0.9748 million contracts, the put trading volume was 0.7808 million contracts, and the total trading volume was 1.7557 million contracts [20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.59, with a month - on - month change of +0.19; the open interest PCR was reported at 0.96, 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 [35] Option VIX - The VIX of SSE 50 ETF options was reported at 20.20%, with a month - on - month change of - 1.44%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 19.91%, with a month - on - month change of - 1.59%. Similar data are provided for other types of options [3] - The table shows the VIX and its month - on - month change value for various index ETF options [48]
股指期权日报-20250819
Hua Tai Qi Huo· 2025-08-19 06:20
股指期权日报 | 2025-08-19 股指期权日报 股指期权市场概况 期权成交量 2025-08-18,上证50ETF期权成交量为187.62万张;沪深300ETF期权(沪市)成交量为182.20万张; 中证500ETF期权(沪市)成交量为234.48万张;深证100ETF期权成交量为17.70万张; 创业板ETF期权成交量为327.28万张;上证50股指期权成交量为5.56万张; 沪深300股指期权成交量为16.05万张;中证1000期权总成交量为35.94万张。 期权PCR 上证50ETF期权成交额PCR报0.40,环比变动为-0.09;持仓量PCR报1.08,环比变动为+0.01; 沪深300ETF期权(沪市)成交额PCR报0.40,环比变动为-0.13;持仓量PCR报1.23,环比变动为+0.05; 中证500ETF期权(沪市)成交额PCR报0.38,环比变动为-0.08;持仓量PCR报1.44,环比变动为+0.03 ; 深圳100ETF期权成交额PCR报0.44 ,环比变动为-0.17;持仓量PCR报1.20;环比变动为-0.12; 创业板ETF期权成交额PCR报0.29,环比变动为-0.05 ; ...
股指期权日报-20250818
Hua Tai Qi Huo· 2025-08-18 02:58
股指期权日报 | 2025-08-18 股指期权日报 股指期权市场概况 期权成交量 2025-08-15,上证50ETF期权成交量为229.63万张;沪深300ETF期权(沪市)成交量为199.52万张; 中证500ETF期权(沪市)成交量为216.53万张;深证100ETF期权成交量为18.10万张; 创业板ETF期权成交量为279.18万张;上证50股指期权成交量为6.40万张; 沪深300股指期权成交量为21.42万张;中证1000期权总成交量为39.60万张。 期权PCR 上证50ETF期权成交额PCR报0.49,环比变动为+0.06;持仓量PCR报1.07,环比变动为-0.10; 沪深300ETF期权(沪市)成交额PCR报0.53,环比变动为+0.05;持仓量PCR报1.18,环比变动为+0.07; 中证500ETF期权(沪市)成交额PCR报0.46,环比变动为-0.14;持仓量PCR报1.41,环比变动为+0.20 ; 深圳100ETF期权成交额PCR报0.61 ,环比变动为+0.10;持仓量PCR报1.32;环比变动为+0.04; 创业板ETF期权成交额PCR报0.33,环比变动为-0.06 ; ...
股指期权日报-20250815
Hua Tai Qi Huo· 2025-08-15 09:14
Report Summary 1. Report Industry Investment Rating - No information provided in the given content. 2. Report's 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 types of index options on August 14, 2025 [1][2][3]. 3. Summary by Related Catalogs Option Trading Volume - On August 14, 2025, the trading volumes of different index options were as follows: 127.52 million contracts for SSE 50 ETF options, 109.60 million contracts for SSE CSI 300 ETF options, 128.30 million contracts for SSE CSI 500 ETF options, 12.68 million contracts for Shenzhen 100 ETF options, 309.54 million contracts for ChiNext ETF options, 10.06 million contracts for SSE 50 index options, 21.42 million contracts for CSI 300 index options, and 40.51 million contracts for CSI 1000 index options [1]. Option PCR - The PCR data shows the following: for SSE 50 ETF options, the trading value PCR was 0.43 (a - 0.06 change from the previous period), and the open - interest PCR was 1.16 (+0.12 change). Similar data is provided for other index options, with varying changes in trading value and open - interest PCRs [2][35]. Option VIX - The VIX data indicates that for SSE 50 ETF options, the VIX was 17.65% (+0.07% change from the previous period). Other index options also had their respective VIX values and changes, with some increasing and some decreasing [3][50].
股指期权日报-20250814
Hua Tai Qi Huo· 2025-08-14 07:36
Report Industry Investment Rating - Not provided in the content Core Viewpoint - The report presents the trading data of various index options on August 13, 2025, including trading volume, PCR, and VIX, along with their corresponding changes compared to the previous period [1][2][3] Summary by Directory Option Trading Volume - On August 13, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.5531 million contracts; CSI 300 ETF options (Shanghai) was 1.604 million contracts; CSI 500 ETF options (Shanghai) was 2.1667 million contracts; Shenzhen 100 ETF options was 0.1983 million contracts; ChiNext ETF options was 3.0954 million contracts; Shanghai Stock Exchange 50 index options was 0.0635 million contracts; CSI 300 index options was 0.1689 million contracts; and CSI 1000 options was 0.3967 million contracts [1] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.50, with a month - on - month change of - 0.03; the position PCR was 1.05, with a month - on - month change of + 0.00. Similar data is provided for other types of options, showing different changes in turnover PCR and position PCR [2] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 17.58%, with a month - on - month change of + 1.29%. Other options also had their respective VIX values and month - on - month changes, such as the CSI 300 ETF options (Shanghai) with a VIX of 17.77% and a month - on - month change of + 1.54% [3]
股指期权日报-20250813
Hua Tai Qi Huo· 2025-08-13 08:16
Report Summary 1. Report Industry Investment Rating There is no information about the report industry investment rating in the provided content. 2. Core View of the Report The report provides a daily overview of the stock index options market, including option trading volume, option PCR (Put - Call Ratio), and option VIX (Volatility Index), which helps investors understand the market situation and potential trends of stock index options. 3. Summary by Relevant Catalogs Option Trading Volume - On August 12, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.2752 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.096 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.283 million contracts; the trading volume of Shenzhen 100 ETF options was 0.1268 million contracts; the trading volume of ChiNext ETF options was 1.48 million contracts; the trading volume of Shanghai Stock Exchange 50 stock index options was 0.0516 million contracts; the trading volume of CSI 300 stock index options was 0.1172 million contracts; the total trading volume of CSI 1000 options was 0.2469 million 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 - 0.14; the position PCR was reported at 1.05, with a month - on - month change of + 0.09. Similar data for other types of options are also provided in the report [2]. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 16.29%, with a month - on - month change of + 0.35%. The VIX and its month - on - month changes of other types of options are also presented in the report [3].
股指期权日报-20250812
Hua Tai Qi Huo· 2025-08-12 09:36
Report Industry Investment Rating - Not provided in the given content Core Viewpoint - The report presents the trading data of various index options on August 11, 2025, including trading volume, PCR, and VIX, to reflect the market situation of index options [1][2][3] Summary by Directory Option Trading Volume - On August 11, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 907,200 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1,022,500 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1,479,600 contracts; the trading volume of Shenzhen 100 ETF options was 152,700 contracts; the trading volume of ChiNext ETF options was 1,519,500 contracts; the trading volume of Shanghai Stock Exchange 50 index options was 44,600 contracts; the trading volume of CSI 300 index options was 116,400 contracts; and the total trading volume of CSI 1000 options was 321,800 contracts [1] - The specific trading volume data of call and put options for each type of option are presented in a table, including call trading volume, put trading volume, and total trading volume [20] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.67, with a month - on - month change of - 0.12; the position PCR was reported at 0.96, with a month - on - month change of - 0.01 - The turnover PCR of CSI 300 ETF options (Shanghai market) was reported at 0.58, with a month - on - month change of - 0.20; the position PCR was reported at 1.01, with a month - on - month change of + 0.00 - The turnover PCR of CSI 500 ETF options (Shanghai market) was reported at 0.54, with a month - on - month change of - 0.35; the position PCR was reported at 1.20, with a month - on - month change of + 0.05 - The turnover PCR of Shenzhen 100 ETF options was reported at 0.51, with a month - on - month change of - 0.48; the position PCR was reported at 1.05, with a month - on - month change of + 0.05 - The turnover PCR of ChiNext ETF options was reported at 0.54, with a month - on - month change of - 0.23; the position PCR was reported at 1.05, with a month - on - month change of + 0.10 - The turnover PCR of Shanghai Stock Exchange 50 index options was reported at 0.45, with a month - on - month change of - 0.02; the position PCR was reported at 0.55, with a month - on - month change of - 0.03 - The turnover PCR of CSI 300 index options was reported at 0.38, with a month - on - month change of - 0.11; the position PCR was reported at 0.75, with a month - on - month change of + 0.00 - The turnover PCR of CSI 1000 index options was reported at 0.36, with a month - on - month change of - 0.17; the position PCR was reported at 1.16, with a month - on - month change of + 0.07 [2][35] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 15.95%, with a month - on - month change of + 0.56% - The VIX of CSI 300 ETF options (Shanghai market) was reported at 15.66%, with a month - on - month change of + 0.12% - The VIX of CSI 500 ETF options (Shanghai market) was reported at 19.58%, with a month - on - month change of + 0.50% - The VIX of Shenzhen 100 ETF options was reported at 19.49%, with a month - on - month change of + 0.47% - The VIX of ChiNext ETF options was reported at 25.36%, with a month - on - month change of - 0.23% - The VIX of Shanghai Stock Exchange 50 index options was reported at 17.82%, with a month - on - month change of + 0.79% - The VIX of CSI 300 index options was reported at 17.67%, with a month - on - month change of + 0.29% - The VIX of CSI 1000 index options was reported at 22.25%, with a month - on - month change of + 0.48% [3][50]
股指期权日报-20250811
Hua Tai Qi Huo· 2025-08-11 07:04
Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various index options on August 8, 2025, including trading volume, PCR, and VIX, to reflect the market situation of index options [1][2][3] Summary by Directory Option Trading Volume - On August 8, 2025, the trading volume of SSE 50 ETF options was 688,100 contracts; CSI 300 ETF options (Shanghai) was 778,000 contracts; CSI 500 ETF options (Shanghai) was 1,298,800 contracts; Shenzhen 100 ETF options was 99,400 contracts; ChiNext ETF options was 985,800 contracts; SSE 50 index options was 29,100 contracts; CSI 300 index options was 79,300 contracts; and CSI 1000 options was 215,800 contracts [1][20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.78, with a month - on - month change of +0.15; the position PCR was reported at 0.97, with a month - on - month change of - 0.01. Similar data for other options were also provided, showing different changes in turnover and position PCR [2][30] Option VIX - The VIX of SSE 50 ETF options was reported at 15.39%, with a month - on - month change of - 0.37%; CSI 300 ETF options (Shanghai) was 15.54%, with a month - on - month change of - 0.53%; and so on for other options, each with its own VIX value and change [3][47]