股指期权日报-20250828

Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core View The report presents the daily market overview of stock index options on August 27, 2025, including option trading volume, PCR (Put - Call Ratio), and VIX (Volatility Index) data for various types of stock index options. 3. Summary by Directory I. Option Trading Volume - On August 27, 2025, the trading volumes of different stock index options were as follows: 1614,600 contracts for SSE 50 ETF options, 1431,300 contracts for CSI 300 ETF options (Shanghai market), 2314,700 contracts for CSI 500 ETF options (Shanghai market), 177,400 contracts for Shenzhen 100 ETF options, 3148,900 contracts for ChiNext ETF options, 75,400 contracts for SSE 50 stock index options, 137,400 contracts for CSI 300 stock index options, and 367,400 contracts for CSI 1000 options [1]. - The detailed call, put, and total trading volumes of stock index ETF options are shown in Table 1. For example, the total trading volume of SSE 50 ETF options was 1843,300 contracts, with 1065,200 call contracts and 778,100 put contracts [19]. II. Option PCR - The PCR data of different stock index options are presented. For instance, the turnover PCR of SSE 50 ETF options was 0.48, with a month - on - month change of +0.08, and the position PCR was 1.09, with a month - on - month change of - 0.07. The turnover PCR of CSI 300 ETF options (Shanghai market) was 0.39, with a month - on - month change of +0.10, and the position PCR was 1.29, with a month - on - month change of +0.00 [2][32]. III. Option VIX - The VIX data of different stock index options are provided. For example, the VIX of SSE 50 ETF options was 23.78%, with a month - on - month change of - 1.60%. The VIX of CSI 300 ETF options (Shanghai market) was 23.21%, with a month - on - month change of - 1.31% [3][47].