股指期权日报-20250905

Report Overview - The report is an index option daily report, covering information on option trading volume, PCR, and VIX in the index option market on September 4, 2025 [1] 1. Report Industry Investment Rating - Not provided in the report 2. Report's Core View - Not provided in the report 3. Summary by Relevant Catalogs Option Trading Volume - On September 4, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.6938 million contracts; for CSI 300 ETF options (Shanghai market), it was 1.5669 million contracts; for CSI 500 ETF options (Shanghai market), it was 2.3131 million contracts; for Shenzhen 100 ETF options, it was 0.2733 million contracts; for ChiNext ETF options, it was 3.5481 million contracts; for Shanghai Stock Exchange 50 index options, it was 0.0866 million contracts; for CSI 300 index options, it was 0.1820 million contracts; for CSI 1000 options, the total trading volume was 0.4443 million contracts [1] - The detailed trading volume data also includes the call and put trading volumes and total trading volumes of various options [22] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.87, with a month - on - month change of +0.26; the position PCR was reported at 0.81, with a month - on - month change of - 0.07. Similar data are provided for other types of options [2][31] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 21.47%, with a month - on - month change of +0.43%. Similar data are provided for other types of options [3][44]