股指期权日报-20250819

Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core View The report presents a daily overview of the stock index options market, including option trading volume, PCR, and VIX data for various stock index options on August 18, 2025. 3. Summary by Directory Option Trading Volume - On August 18, 2025, the trading volumes of different stock index options were as follows: Shanghai - Shenzhen 50 ETF option was 1876200 contracts; Shanghai - Shenzhen 300 ETF option (Shanghai market) was 1822000 contracts; CSI 500 ETF option (Shanghai market) was 2344800 contracts; Shenzhen 100 ETF option was 177000 contracts; GEM ETF option was 3272800 contracts; Shanghai - Shenzhen 50 stock index option was 55600 contracts; Shanghai - Shenzhen 300 stock index option was 160500 contracts; CSI 1000 option was 359400 contracts [1]. - The detailed breakdown of call, put, and total trading volumes for different stock index options is also provided in Table 1 [20]. Option PCR - The PCR data for different stock index options showed various changes. For example, the turnover PCR of Shanghai - Shenzhen 50 ETF option was 0.40, with a month - on - month change of - 0.09; the position PCR was 1.08, with a month - on - month change of + 0.01. Similar data for other options are presented in Table 2 [37]. Option VIX - The VIX data for different stock index options also had different changes. For instance, the VIX of Shanghai - Shenzhen 50 ETF option was 21.64%, with a month - on - month change of + 2.02%. The data for other options are shown in Table 3 [51].