股指期权日报-20250801

Report Summary 1. Report Industry Investment Rating No information provided. 2. Core View The report presents the trading data of various index options on July 31, 2025, including trading volume, PCR, and VIX, to reflect the market conditions of index options. 3. Summary by Directory I. Option Trading Volume - On July 31, 2025, the trading volume of Shanghai - 50 ETF options was 1.6482 million contracts; that of CSI 300 ETF options (Shanghai market) was 1.6265 million contracts; that of CSI 500 ETF options (Shanghai market) was 1.7874 million contracts; that of Shenzhen 100 ETF options was 0.0965 million contracts; that of ChiNext ETF options was 1.8137 million contracts; that of Shanghai - 50 index options was 0.0564 million contracts; that of CSI 300 index options was 0.1443 million contracts; and that of CSI 1000 options was 0.2799 million contracts [1][19] II. Option PCR - The turnover PCR of Shanghai - 50 ETF options was reported at 0.87, with a month - on - month change of +0.32; the position PCR was reported at 0.90, with a month - on - month change of - 0.15. For CSI 300 ETF options (Shanghai market), the turnover PCR was 1.03, with a month - on - month change of +0.40; the position PCR was 0.95, with a month - on - month change of - 0.15. Similar data for other options are also provided [2][33] III. Option VIX - The VIX of Shanghai - 50 ETF options was reported at 16.86%, with a month - on - month change of - 0.33%; the VIX of CSI 300 ETF options (Shanghai market) was 17.36%, with a month - on - month change of +0.26%. Similar data for other options are also presented [3][48]