股指期权日报-20250818

Report Industry Investment Rating - Not provided Core Viewpoints - The report provides a daily overview of the stock index options market, including option trading volume, PCR, and VIX data for various types of options on August 15, 2025 [1][2][3] Summary by Directory Option Trading Volume - On August 15, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 2.2963 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.9952 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 2.1653 million contracts; the trading volume of Shenzhen 100 ETF options was 0.1810 million contracts; the trading volume of ChiNext ETF options was 2.7918 million contracts; the trading volume of Shanghai Stock Exchange 50 stock index options was 0.0640 million contracts; the trading volume of CSI 300 stock index options was 0.2142 million contracts; the total trading volume of CSI 1000 options was 0.3960 million 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 Shanghai Stock Exchange 50 ETF options was reported at 0.49, with a month - on - month change of +0.06; the position PCR was reported at 1.07, with a month - on - month change of - 0.10. Similar data is provided for other types of options [2] - The table presents the turnover PCR, month - on - month change, position PCR, and month - on - month change of various index ETF options [36] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 19.62%, with a month - on - month change of +1.97%. Similar data is provided for other types of options [3] - The table shows the VIX and month - on - month change values of various index ETF options [47]