Report Industry Investment Rating No relevant content provided. Core Viewpoints No relevant content provided. Summary by Directory Option Trading Volume - On August 29, 2025, the trading volume of SSE 50 ETF options was 1592,500 contracts; CSI 300 ETF options (Shanghai) was 1,772,800 contracts; CSI 500 ETF options (Shanghai) was 2,381,200 contracts; Shenzhen 100 ETF options was 134,200 contracts; ChiNext ETF options was 2,746,900 contracts; SSE 50 index options was 73,400 contracts; CSI 300 index options was 203,300 contracts; and CSI 1000 options was 330,600 contracts [1]. - The detailed breakdown of call, put, and total trading volumes for various index ETF options on a recent day is as follows: SSE 50 ETF options had call volume of 980,500 contracts, put volume of 650,300 contracts, and total volume of 1,630,800 contracts; CSI 300 ETF options (Shanghai) had call volume of 968,900 contracts, put volume of 785,800 contracts, and total volume of 1,754,800 contracts; CSI 500 ETF options (Shanghai) had call volume of 1,005,800 contracts, put volume of 974,500 contracts, and total volume of 1,980,300 contracts; Shenzhen 100 ETF options had call volume of 84,400 contracts, put volume of 62,400 contracts, and total volume of 146,800 contracts; ChiNext ETF options had call volume of 1,681,500 contracts, put volume of 1,065,300 contracts, and total volume of 2,746,900 contracts; SSE 50 index options had call volume of 19,700 contracts, put volume of 63,300 contracts, and total volume of 73,400 contracts; CSI 300 index options had call volume of 139,000 contracts, put volume of 69,000 contracts, and total volume of 208,000 contracts; and CSI 1000 index options had call volume of 187,100 contracts, put volume of 143,500 contracts, and total volume of 330,600 contracts [19]. Option PCR - The turnover PCR and position PCR, along with their环比 changes, for different options are as follows: SSE 50 ETF options had a turnover PCR of 0.38 (环比 change -0.19) and a position PCR of 0.98 (环比 change +0.05); CSI 300 ETF options (Shanghai) had a turnover PCR of 0.35 (环比 change -0.15) and a position PCR of 1.26 (环比 change +0.05); CSI 500 ETF options (Shanghai) had a turnover PCR of 0.53 (环比 change -0.14) and a position PCR of 1.31 (环比 change +0.03); Shenzhen 100 ETF options had a turnover PCR of 0.35 (环比 change -0.01) and a position PCR of 1.12 (环比 change +0.07); ChiNext ETF options had a turnover PCR of 0.30 (环比 change -0.16) and a position PCR of 1.35 (环比 change +0.07); SSE 50 index options had a turnover PCR of 0.18 (环比 change -0.05) and a position PCR of 0.64 (环比 change +0.04); CSI 300 index options had a turnover PCR of 0.24 (环比 change -0.14) and a position PCR of 0.85 (环比 change +0.06); and CSI 1000 index options had a turnover PCR of 0.54 (环比 change -0.19) and a position PCR of 1.12 (环比 change +0.02) [2][29]. Option VIX - The VIX and its环比 changes for different options are as follows: SSE 50 ETF options had a VIX of 24.32% (环比 change +0.11%); CSI 300 ETF options (Shanghai) had a VIX of 23.52% (环比 change -0.43%); CSI 500 ETF options (Shanghai) had a VIX of 27.95% (环比 change -0.32%); Shenzhen 100 ETF options had a VIX of 30.68% (环比 change +0.89%); ChiNext ETF options had a VIX of 37.23% (环比 change -0.16%); SSE 50 index options had a VIX of 23.71% (环比 change -0.83%); CSI 300 index options had a VIX of 24.16% (环比 change -0.53%); and CSI 1000 index options had a VIX of 28.06% (环比 change -0.25%) [3][43].
股指期权日报-20250901
Hua Tai Qi Huo·2025-09-01 08:29