股指期权日报-20250827

Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core Viewpoint No core viewpoint explicitly stated in the provided content. 3. Summary by Directory Option Trading Volume - On August 26, 2025, the trading volume of SSE 50 ETF options was 2.3155 million contracts; CSI 300 ETF options (Shanghai) was 2.2435 million contracts; CSI 500 ETF options (Shanghai) was 2.7379 million contracts; Shenzhen 100 ETF options was 0.2355 million contracts; ChiNext ETF options was 2.451 million contracts; SSE 50 index options was 0.056 million contracts; CSI 300 index options was 0.2242 million contracts; and CSI 1000 options was 0.2598 million contracts [1]. - The table shows the call, put, and total trading volumes of various index ETF options on the same day, such as the total trading volume of SSE 50 ETF options was 1.6146 million contracts, with 0.945 million call contracts and 0.6696 million put contracts [20]. Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.39, with a month - on - month change of +0.07; the open interest PCR was 1.15, with a month - on - month change of - 0.01. Similar data is provided for other types of options [2]. - The table presents the turnover PCR, its month - on - month change, open interest PCR, and its month - on - month change for different index ETF options, e.g., for CSI 500 ETF options (Shanghai), the turnover PCR was 0.39 (+0.05) and the open interest PCR was 1.53 (+0.08) [28]. Option VIX - The VIX of SSE 50 ETF options was reported at 25.39%, with a month - on - month change of - 1.58%; the VIX of CSI 300 ETF options (Shanghai) was 24.52%, with a month - on - month change of +0.19%. Similar data is available for other options [3]. - The table shows the VIX and its month - on - month change for various index ETF options, such as the VIX of Shenzhen 100 ETF options was 30.28% (+0.92%) [41].