股指期货日报-20250805

Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core View of the Report The report presents a daily overview of the stock index options market, covering option trading volume, PCR, and VIX data for various stock index options on August 4, 2025. 3. Summary by Relevant Catalogs Option Trading Volume - On August 4, 2025, the trading volumes of different stock index options were as follows: Shanghai Stock Exchange 50 ETF option was 782,100 contracts; CSI 300 ETF option (Shanghai market) was 814,500 contracts; CSI 500 ETF option (Shanghai market) was 1,206,200 contracts; Shenzhen 100 ETF option was 114,700 contracts; ChiNext ETF option was 1,064,800 contracts; Shanghai Stock Exchange 50 stock index option was 30,000 contracts; CSI 300 stock index option was 72,300 contracts; and CSI 1000 option total trading volume was 217,100 contracts [1]. - The detailed breakdown of call and put trading volumes and total trading volumes for each option is presented in Table 1 [19]. Option PCR - The PCR data of different stock index options on August 4, 2025, and their环比 changes were reported. For example, the turnover PCR of Shanghai Stock Exchange 50 ETF option was 1.02, with a环比 change of -0.09; the position PCR was 0.90, with a环比 change of +0.03 [2]. - The detailed PCR data for each option are presented in Table 2 [35]. Option VIX - The VIX data of different stock index options on August 4, 2025, and their环比 changes were provided. For instance, the VIX of Shanghai Stock Exchange 50 ETF option was 15.91%, with a环比 change of +0.04% [3]. - The detailed VIX data for each option are presented in Table 3 [50].