股指期权日报-20250826

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 (Put-Call Ratio), and VIX (Volatility Index) data for various stock index options on August 25, 2025. 3. Summary by Section Option Trading Volume - On August 25, 2025, the trading volumes of different stock index options were as follows: Shanghai Stock Exchange 50 ETF option volume was 217.09 million contracts; CSI 300 ETF option (Shanghai market) volume was 194.47 million contracts; CSI 500 ETF option (Shanghai market) volume was 247.96 million contracts; Shenzhen 100 ETF option volume was 17.55 million contracts; ChiNext ETF option volume was 387.11 million contracts; Shanghai Stock Exchange 50 stock index option volume was 9.12 million contracts; CSI 300 stock index option volume was 15.14 million contracts; and CSI 1000 option total volume was 35.80 million contracts [1]. - The detailed breakdown of call, put, and total trading volumes for each option type is also provided in Table 1 [19]. Option PCR - The report shows the put - call ratio (PCR) of trading volume and open interest for different stock index options. For example, the Shanghai Stock Exchange 50 ETF option trading volume PCR was 0.32 with a 0.00 change from the previous day, and the open - interest PCR was 1.16 with a - 0.04 change [2]. - The PCR data for other options such as CSI 300 ETF option, CSI 500 ETF option, etc., are also presented in Table 2, including their respective changes from the previous day [28]. Option VIX - The VIX data for different stock index options are reported. For instance, the Shanghai Stock Exchange 50 ETF option VIX was 26.97% with a + 4.83% change from the previous day; the CSI 300 ETF option (Shanghai market) VIX was 24.33% with a + 3.89% change [3]. - The VIX data for other options and their changes are detailed in Table 3 [42].