股指期权日报-20250822

Report Summary 1. Report Industry Investment Rating No information provided. 2. Core Viewpoint No information provided. 3. Summary by Directory I. Option Trading Volume - On August 21, 2025, the trading volume of SSE 50 ETF options was 1.7093 million contracts; SSE 300 ETF options (Shanghai market) was 1.8874 million contracts; CSI 500 ETF options (Shanghai market) was 2.4317 million contracts; Shenzhen 100 ETF options was 0.1768 million contracts; ChiNext ETF options was 2.4921 million contracts; SSE 50 index options was 0.0505 million contracts; SSE 300 index options was 0.1091 million contracts; CSI 1000 options was 0.3082 million contracts [1]. - The table shows the call, put and total trading volumes of various index ETF options on that day, such as 0.8654 million call and 0.6290 million put for SSE 50 ETF options, with a total of 1.4943 million contracts [20]. II. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.41, with a month - on - month change of - 0.28; the position PCR was 1.06, with a month - on - month change of + 0.03. Similar data for other options are also provided [2]. - The table details the turnover PCR, its month - on - month change, position PCR and its month - on - month change for various index ETF options [35]. III. Option VIX - The VIX of SSE 50 ETF options was reported at 20.87%, with a month - on - month change of - 0.06%. Similar VIX and month - on - month change data for other options are presented [3]. - The table shows the VIX and its month - on - month change values for various index ETF options [49].