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股指期权日报-20250904
Hua Tai Qi Huo·2025-09-04 07:09

Report Title - The report is titled "Stock Index Options Daily Report" and is dated September 4, 2025 [21][48] Report Industry Investment Rating - No industry investment rating is provided in the report Core View - The report presents the trading data of various stock index options on September 3, 2025, including trading volume, PCR (Put-Call Ratio), and VIX (Volatility Index), along with their respective changes compared to the previous period Summary by Directory 1. Option Trading Volume - On September 3, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.377 million contracts; the trading volume of Shanghai Stock Exchange 300 ETF options was 1.5928 million contracts; the trading volume of Shanghai Stock Exchange 500 ETF options was 2.4388 million contracts; the trading volume of Shenzhen 100 ETF options was 0.2384 million contracts; the trading volume of ChiNext ETF options was 2.6177 million contracts; the trading volume of Shanghai Stock Exchange 50 stock index options was 0.0684 million contracts; the trading volume of Shanghai Stock Exchange 300 stock index options was 0.1909 million contracts; and the total trading volume of China Securities 1000 options was 0.3786 million contracts [1] 2. Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.61, with a month-on-month change of +0.14; the position PCR was reported at 0.88, with a month-on-month change of -0.06. Similar data for other options are also provided, including Shanghai Stock Exchange 300 ETF options, Shanghai Stock Exchange 500 ETF options, Shenzhen 100 ETF options, ChiNext ETF options, Shanghai Stock Exchange 50 stock index options, Shanghai Stock Exchange 300 stock index options, and China Securities 1000 stock index options [2][32] 3. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 21.04%, with a month-on-month change of -1.63%. Similar data for other options are also provided, including Shanghai Stock Exchange 300 ETF options, Shanghai Stock Exchange 500 ETF options, Shenzhen 100 ETF options, ChiNext ETF options, Shanghai Stock Exchange 50 stock index options, Shanghai Stock Exchange 300 stock index options, and China Securities 1000 stock index options [3][46]