股指期权日报-20250812

Report Industry Investment Rating - Not provided in the given content Core Viewpoint - The report presents the trading data of various index options on August 11, 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 11, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 907,200 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1,022,500 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1,479,600 contracts; the trading volume of Shenzhen 100 ETF options was 152,700 contracts; the trading volume of ChiNext ETF options was 1,519,500 contracts; the trading volume of Shanghai Stock Exchange 50 index options was 44,600 contracts; the trading volume of CSI 300 index options was 116,400 contracts; and the total trading volume of CSI 1000 options was 321,800 contracts [1] - The specific trading volume data of call and put options for each type of option are presented in a table, including call trading volume, put trading volume, and total trading volume [20] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.67, with a month - on - month change of - 0.12; the position PCR was reported at 0.96, with a month - on - month change of - 0.01 - The turnover PCR of CSI 300 ETF options (Shanghai market) was reported at 0.58, with a month - on - month change of - 0.20; the position PCR was reported at 1.01, with a month - on - month change of + 0.00 - The turnover PCR of CSI 500 ETF options (Shanghai market) was reported at 0.54, with a month - on - month change of - 0.35; the position PCR was reported at 1.20, with a month - on - month change of + 0.05 - The turnover PCR of Shenzhen 100 ETF options was reported at 0.51, with a month - on - month change of - 0.48; the position PCR was reported at 1.05, with a month - on - month change of + 0.05 - The turnover PCR of ChiNext ETF options was reported at 0.54, with a month - on - month change of - 0.23; the position PCR was reported at 1.05, with a month - on - month change of + 0.10 - The turnover PCR of Shanghai Stock Exchange 50 index options was reported at 0.45, with a month - on - month change of - 0.02; the position PCR was reported at 0.55, with a month - on - month change of - 0.03 - The turnover PCR of CSI 300 index options was reported at 0.38, with a month - on - month change of - 0.11; the position PCR was reported at 0.75, with a month - on - month change of + 0.00 - The turnover PCR of CSI 1000 index options was reported at 0.36, with a month - on - month change of - 0.17; the position PCR was reported at 1.16, with a month - on - month change of + 0.07 [2][35] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 15.95%, with a month - on - month change of + 0.56% - The VIX of CSI 300 ETF options (Shanghai market) was reported at 15.66%, with a month - on - month change of + 0.12% - The VIX of CSI 500 ETF options (Shanghai market) was reported at 19.58%, with a month - on - month change of + 0.50% - The VIX of Shenzhen 100 ETF options was reported at 19.49%, with a month - on - month change of + 0.47% - The VIX of ChiNext ETF options was reported at 25.36%, with a month - on - month change of - 0.23% - The VIX of Shanghai Stock Exchange 50 index options was reported at 17.82%, with a month - on - month change of + 0.79% - The VIX of CSI 300 index options was reported at 17.67%, with a month - on - month change of + 0.29% - The VIX of CSI 1000 index options was reported at 22.25%, with a month - on - month change of + 0.48% [3][50]