Workflow
股指期权日报-20250814
Hua Tai Qi Huo·2025-08-14 07:36

Report Industry Investment Rating - Not provided in the content Core Viewpoint - The report presents the trading data of various index options on August 13, 2025, including trading volume, PCR, and VIX, along with their corresponding changes compared to the previous period [1][2][3] Summary by Directory Option Trading Volume - On August 13, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.5531 million contracts; CSI 300 ETF options (Shanghai) was 1.604 million contracts; CSI 500 ETF options (Shanghai) was 2.1667 million contracts; Shenzhen 100 ETF options was 0.1983 million contracts; ChiNext ETF options was 3.0954 million contracts; Shanghai Stock Exchange 50 index options was 0.0635 million contracts; CSI 300 index options was 0.1689 million contracts; and CSI 1000 options was 0.3967 million contracts [1] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.50, with a month - on - month change of - 0.03; the position PCR was 1.05, with a month - on - month change of + 0.00. Similar data is provided for other types of options, showing different changes in turnover PCR and position PCR [2] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 17.58%, with a month - on - month change of + 1.29%. Other options also had their respective VIX values and month - on - month changes, such as the CSI 300 ETF options (Shanghai) with a VIX of 17.77% and a month - on - month change of + 1.54% [3]