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股指期权日报-20250811
Hua Tai Qi Huo·2025-08-11 07:04

Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various index options on August 8, 2025, including trading volume, PCR, and VIX, to reflect the market situation of index options [1][2][3] Summary by Directory Option Trading Volume - On August 8, 2025, the trading volume of SSE 50 ETF options was 688,100 contracts; CSI 300 ETF options (Shanghai) was 778,000 contracts; CSI 500 ETF options (Shanghai) was 1,298,800 contracts; Shenzhen 100 ETF options was 99,400 contracts; ChiNext ETF options was 985,800 contracts; SSE 50 index options was 29,100 contracts; CSI 300 index options was 79,300 contracts; and CSI 1000 options was 215,800 contracts [1][20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.78, with a month - on - month change of +0.15; the position PCR was reported at 0.97, with a month - on - month change of - 0.01. Similar data for other options were also provided, showing different changes in turnover and position PCR [2][30] Option VIX - The VIX of SSE 50 ETF options was reported at 15.39%, with a month - on - month change of - 0.37%; CSI 300 ETF options (Shanghai) was 15.54%, with a month - on - month change of - 0.53%; and so on for other options, each with its own VIX value and change [3][47]