股指期权日报-20250829

Report Industry Investment Rating - Not provided in the given content Core Viewpoints - Not provided in the given content Summary by Directory Option Trading Volume - On August 28, 2025, the trading volume of SSE 50 ETF options was 1.8433 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.7581 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 2.199 million contracts; the trading volume of Shenzhen 100 ETF options was 0.1668 million contracts; the trading volume of GEM ETF options was 2.4143 million contracts; the trading volume of SSE 50 index options was 0.0692 million contracts; the trading volume of CSI 300 index options was 0.1749 million contracts; the total trading volume of CSI 1000 options was 0.4057 million contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the previous day, such as 0.8848 million call contracts and 0.7077 million put contracts for SSE 50 ETF options, with a total of 1.5925 million contracts [18] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.57, with a month - on - month change of +0.09; the position PCR was reported at 0.93, with a month - on - month change of - 0.16. Similar data is provided for other types of options [2] - The table presents the turnover PCR, month - on - month change, position PCR, and month - on - month change of various index ETF options, e.g., for SSE 50 ETF options, the turnover PCR was 0.57 with a +0.09 change, and the position PCR was 0.93 with a - 0.16 change [28] Option VIX - The VIX of SSE 50 ETF options was reported at 24.21%, with a month - on - month change of +0.43%. Similar data is given for other options [3] - The table shows the VIX and month - on - month change values of various index ETF options, such as 24.21% VIX and +0.43% change for SSE 50 ETF options [44]