股指期权日报-20251022

Report on Stock Index Options Market Overview 1. Investment Rating - No investment rating information is provided in the report. 2. Core View - The report presents the trading data of various stock index options on October 21, 2025, including trading volume, PCR (Put-Call Ratio), and VIX (Volatility Index), to help investors understand the market situation of stock index options. 3. Summary by Directory I. Option Trading Volume - On October 21, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.1217 million contracts; the trading volume of Shanghai Stock Exchange 300 ETF options was 1.4786 million contracts; the trading volume of Shanghai Stock Exchange 500 ETF options was 1.9288 million contracts; the trading volume of Shenzhen 100 ETF options was 0.142 million contracts; the trading volume of ChiNext ETF options was 3.1823 million contracts; the trading volume of Shanghai Stock Exchange 50 stock index options was 0.0254 million contracts; the trading volume of Shanghai Stock Exchange 300 stock index options was 0.0798 million contracts; the total trading volume of CSI 1000 options was 0.2038 million contracts [1]. II. Option PCR - The trading volume PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.61, with a month-on-month change of -0.15; the position PCR was reported at 0.88, with a month-on-month change of +0.09. Similar data is provided for other types of options, showing different changes in trading volume PCR and position PCR [2]. III. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 16.99%, with a month-on-month change of -0.90%. Similar data is provided for other types of options, indicating different changes in VIX [3].