股指期权日报-20250807

Report Industry Investment Rating - No information provided Core Viewpoints - No information provided Summary by Related Catalogs Option Trading Volume - On August 6, 2025, the trading volume of SSE 50 ETF options was 702,200 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 680,200 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1,310,600 contracts; the trading volume of Shenzhen 100 ETF options was 102,100 contracts; the trading volume of ChiNext ETF options was 1,011,900 contracts; the trading volume of SSE 50 index options was 28,400 contracts; the trading volume of CSI 300 index options was 72,800 contracts; the total trading volume of CSI 1000 options was 234,800 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the same day [20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.66, with a month - on - month change of - 0.11; the open interest PCR was reported at 0.94, with a month - on - month change of - 0.01. Similar data for other options are also provided, including CSI 300 ETF options, CSI 500 ETF options, etc. [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 [30] Option VIX - The VIX of SSE 50 ETF options was reported at 15.71%, with a month - on - month change of + 0.00%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 15.84%, with a month - on - month change of + 0.10%. Similar data for other options are also given [3] - The table shows the VIX and its month - on - month change value for various index ETF options [46]