股指期权日报-20250821

Report Industry Investment Rating - None provided Core Viewpoint - None provided Summary by Directory 1. Option Trading Volume - On August 20, 2025, the trading volume of SSE 50 ETF options was 1.7557 million contracts; that of CSI 300 ETF options (Shanghai market) was 1.563 million contracts; that of CSI 500 ETF options (Shanghai market) was 2.0703 million contracts; that of Shenzhen 100 ETF options was 0.2175 million contracts; that of ChiNext ETF options was 2.6487 million contracts; that of SSE 50 index options was 0.0458 million contracts; that of CSI 300 index options was 0.0998 million contracts; and that of CSI 1000 options was 0.2751 million contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the same day, such as 0.8999 million call and 0.8094 million put contracts for SSE 50 ETF options, with a total of 1.7093 million contracts [20] 2. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.69, with a month - on - month change of +0.10; the open - interest PCR was 1.04, with a month - on - month change of +0.07. Similar data are provided for other types of options [2] - The table presents the turnover PCR, month - on - month change, open - interest PCR, and month - on - month change of various index ETF options [36] 3. Option VIX - The VIX of SSE 50 ETF options was reported at 20.94%, with a month - on - month change of +0.73%. Similar data for other options are also included [3] - The table shows the VIX and month - on - month change values of various index ETF options [49]