The rapid development of China’s financial derivatives market brought active trading in options of Shanghai Stock Exchange (SSE) 50 ETF. As an effective tool to control financial risk in trading, the option in options trading is frequently studied by many international scholars for many years. Many of the techniques of exploratory data analysis are introduced in options trading, including the discussion of Fibonacci sequence. The recurrence of Fn = Fn−1 + Fn−2 (n ≥ 2; F0 = 0; F1 = 1) contributes to the production of Fibonacci sequence, bringing 38.2% or 61.8% of sequence length changes as the significant turning points in options trading. Based on our particular dataset covering 1999 days’ data in SSE 50ETF options trading, we find that it is important for a trader to analyze Fibonacci-like sequence in practical application. An increase/decrease in the profit margin/loss ratio of 38.2% or 61.8% based on sequence length changes is of statistical significance. The data analysis of Fibonacci sequence during SSE 50ETF options trading in China provides a robust analytical strategy in a high volatility market for international traders. The investigation in this article further supports an interactive application between human and computer in the trading portal (Easymoney) in China for price discovery and prediction.