股指期权日报-20250902

Report Summary 1. Report Industry Investment Rating No relevant content provided. 2. Core View of the Report The report provides 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 September 1, 2025. 3. Summary by Directory I. Option Trading Volume - On September 1, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1630800 contracts; the trading volume of Shanghai - listed CSI 300 ETF options was 1754800 contracts; the trading volume of Shanghai - listed CSI 500 ETF options was 1980300 contracts; the trading volume of Shenzhen 100 ETF options was 146800 contracts; the trading volume of ChiNext ETF options was 2018000 contracts; the trading volume of Shanghai Stock Exchange 50 stock index options was 41700 contracts; the trading volume of CSI 300 stock index options was 208000 contracts; and the total trading volume of CSI 1000 options was 264200 contracts [1]. - The detailed breakdown of call, put, and total trading volumes for each option type is presented in Table 1 [20]. II. Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.42, with a month - on - month change of +0.04; the position PCR was reported at 0.94, with a month - on - month change of - 0.04. Similar data for other options are also provided, showing different changes in turnover PCR and position PCR [2]. - The detailed PCR data for each option type, including turnover PCR, month - on - month change, position PCR, and month - on - month change, are presented in Table 2 [31]. III. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 22.75%, with a month - on - month change of - 1.57%; the VIX of Shanghai - listed CSI 300 ETF options was reported at 21.85%, with a month - on - month change of - 1.67%. Similar data for other options are also provided, with most showing a decline in VIX except for ChiNext ETF options which had a slight increase [3]. - The detailed VIX data for each option type, including VIX and month - on - month change, are presented in Table 3 [45].