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股指期权日报-20250827
Hua Tai Qi Huo· 2025-08-27 09:34
股指期权日报 | 2025-08-27 股指期权日报 上证50ETF期权成交额PCR报0.39,环比变动为+0.07;持仓量PCR报1.15,环比变动为-0.01; 沪深300ETF期权(沪市)成交额PCR报0.29,环比变动为+0.03;持仓量PCR报1.29,环比变动为-0.04; 中证500ETF期权(沪市)成交额PCR报0.39,环比变动为+0.05;持仓量PCR报1.53,环比变动为+0.08 ; 深圳100ETF期权成交额PCR报0.48 ,环比变动为+0.07;持仓量PCR报1.48;环比变动为+0.04; 创业板ETF期权成交额PCR报0.28,环比变动为+0.03 ;持仓量PCR报1.45,环比变动为-0.06; 上证50股指期权成交额PCR报0.19,环比变动为+0.03;持仓量PCR报0.63,环比变动为+0.02; 沪深300股指期权成交额PCR报0.23 ,环比变动为+0.05;持仓量PCR报0.83,环比变动为-0.02; 中证1000股指期权成交额PCR报0.35,环比变动为+0.02;持仓量PCR报1.17,环比变动为+0.02。 期权VIX 上证50ETF期权VIX报25.3 ...
股指期权日报-20250826
Hua Tai Qi Huo· 2025-08-26 06:48
股指期权日报 | 2025-08-26 股指期权日报 股指期权市场概况 期权成交量 2025-08-25,上证50ETF期权成交量为217.09万张;沪深300ETF期权(沪市)成交量为194.47万张; 中证500ETF期权(沪市)成交量为247.96万张;深证100ETF期权成交量为17.55万张; 创业板ETF期权成交量为387.11万张;上证50股指期权成交量为9.12万张; 沪深300股指期权成交量为15.14万张;中证1000期权总成交量为35.80万张。 期权PCR 上证50ETF期权成交额PCR报0.32,环比变动为+0.00;持仓量PCR报1.16,环比变动为-0.04; 沪深300ETF期权(沪市)成交额PCR报0.25,环比变动为-0.07;持仓量PCR报1.33,环比变动为+0.00; 中证500ETF期权(沪市)成交额PCR报0.34,环比变动为-0.06;持仓量PCR报1.45,环比变动为-0.05 ; 深圳100ETF期权成交额PCR报0.41 ,环比变动为-0.15;持仓量PCR报1.43;环比变动为+0.02; 创业板ETF期权成交额PCR报0.25,环比变动为-0.05 ; ...
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-20250822
Hua Tai Qi Huo· 2025-08-22 06:26
股指期权日报 | 2025-08-22 股指期权日报 股指期权市场概况 期权成交量 2025-08-21,上证50ETF期权成交量为170.93万张;沪深300ETF期权(沪市)成交量为188.74万张; 中证500ETF期权(沪市)成交量为243.17万张;深证100ETF期权成交量为17.68万张; 创业板ETF期权成交量为249.21万张;上证50股指期权成交量为5.05万张; 沪深300股指期权成交量为10.91万张;中证1000期权总成交量为30.82万张。 期权PCR 上证50ETF期权成交额PCR报0.41,环比变动为-0.28;持仓量PCR报1.06,环比变动为+0.03; 沪深300ETF期权(沪市)成交额PCR报0.35,环比变动为-0.22;持仓量PCR报1.22,环比变动为-0.02; 中证500ETF期权(沪市)成交额PCR报0.45,环比变动为-0.05;持仓量PCR报1.35,环比变动为-0.04 ; 深圳100ETF期权成交额PCR报0.42 ,环比变动为-0.28;持仓量PCR报1.40;环比变动为+0.12; 创业板ETF期权成交额PCR报0.41,环比变动为-0.09 ; ...
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]
7月沪市期权成交放量近五成
Core Viewpoint - The Shanghai options market experienced significant trading activity in July, with a total trading volume of 115.51 million contracts, reflecting a month-on-month increase of 48.92% [1] Group 1: Market Performance - In July, the trading volume for the Shanghai options market reached 11550.66 million contracts, with notable increases in various ETFs: - SSE 50 ETF options: 29.40 million contracts, up 49.25% - CSI 300 ETF options: 29.43 million contracts, up 68.31% - CSI 500 ETF options: 32.35 million contracts, up 22.91% - Huaxia Sci-Tech 50 ETF options: 20.04 million contracts, up 81.23% - E Fund Sci-Tech 50 ETF options: 4.29 million contracts, up 42.75% [1] Group 2: Participant Data - As of July 2025, the total number of investor accounts in the Shanghai options market reached 705,868, with 4,323 new brokerage accounts added in July. A total of 91 securities firms and 34 futures companies have opened stock options brokerage business trading permissions [2] - The top three securities firms by trading volume in July were: - CITIC Securities: 5.08% market share - Guotai Junan Securities: 4.34% market share - Huabao Securities: 4.23% market share [2] Group 3: Wealth Management and Risk Management - The low interest rate environment has made standardized, high liquidity, and low-risk options increasingly popular among retail investors. The implementation of the Futures and Derivatives Law has provided a legal framework for the over-the-counter derivatives market, enhancing investor interest [2] - The main products in the over-the-counter derivatives business include OTC options and total return swaps, which serve both risk management and wealth management functions. OTC options can hedge market risks for various assets, while total return swaps help manage risks related to prices, interest rates, and exchange rates [3] Group 4: Market Opportunities - The over-the-counter derivatives market is poised for unprecedented growth opportunities due to the gradual improvement of regulatory frameworks and accelerated business innovations, highlighting its value in serving the risk management needs of the real economy and meeting diverse investment demands [4]
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 ; ...
金融期权日报:金融期权成交量1342万张,中证500ETF期权IV上升0.11%-20250815
Yin He Qi Huo· 2025-08-15 13:19
Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core Viewpoints - The trading volume of financial options reached 13.42 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 the put options [1][3]. - The IV of SSE CSI 500 ETF options increased by 0.11%. On the SSE, the VIX indices of various ETF options rose to varying degrees, while on the CFFEX, the VIX index of CSI 1000 index options decreased by 0.28% [1][3]. 3. Summary by Directory 3.1. Market Quick Overview - **Trading Volume and Open Interest**: The report provides the closing price, price change, option trading volume, option open interest, trading volume PCR, and open interest PCR of multiple options, including SSE SSE 50 ETF, SSE CSI 300 ETF, etc. [9]. - **Volatility**: It presents the implied volatility index (VIX), IV price change, skewness index (SKEW), historical volatility (30 - day and 90 - day), and the difference between implied and historical volatility of multiple options. For example, the VIX of SSE SSE 50 ETF options was 17.65, with an IV increase of 0.06% [10]. 3.2. Product Research - **SSE SSE 50 ETF Options**: Various charts are provided, including the volatility smile curve, volatility term structure, VIX index, SKEW index, trading volume PCR, and open interest PCR [16]. - **SSE CSI 300 ETF Options**: Similar to the above, relevant charts for SSE CSI 300 ETF options are presented [19]. - **SSE CSI 500 ETF Options**: Charts such as the volatility smile curve, volatility term structure, etc., are included [23]. - **SSE STAR 50 ETF Options**: The report shows the volatility smile curve, volatility term structure, and other related information [26]. - **SSE STAR - BOARD 50 ETF Options**: Relevant charts for SSE STAR - BOARD 50 ETF options are provided [30]. - **SZSE CSI 300 ETF Options**: Information on volatility smile curve, volatility term structure, etc., is given [33]. - **SZSE CSI 500 ETF Options**: The report presents various charts related to SZSE CSI 500 ETF options [36].