股指期权日报-20251028

Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various index options on October 27, 2025, including trading volume, PCR, and VIX, to reflect the market conditions of index options [1][2][3] Summary by Directory Option Trading Volume - On October 27, 2025, the trading volume of SSE 50 ETF options was 842,600 contracts; CSI 300 ETF options (Shanghai market) was 801,200 contracts; CSI 500 ETF options (Shanghai market) was 1,168,600 contracts; Shenzhen 100 ETF options was 35,600 contracts; ChiNext ETF options was 1,951,800 contracts; SSE 50 index options was 39,700 contracts; CSI 300 index options was 104,600 contracts; and CSI 1000 options was 239,200 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the same day [20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.44, with a month - on - month change of - 0.07; the position PCR was 1.00, with a month - on - month change of + 0.02. Similar data for other options are also provided [2] - The table presents the turnover PCR, month - on - month change, position PCR, and month - on - month change of various index ETF options [35] Option VIX - The VIX of SSE 50 ETF options was reported at 17.30%, with a month - on - month change of + 0.43%. Similar data for other options are also provided [3] - The table shows the VIX and month - on - month change of various index ETF options [48]