股指期权日报-20251029

Report Summary 1. Report Industry Investment Rating No relevant content provided. 2. Core View of the Report The report presents a daily overview of the stock index options market, including option trading volume, PCR (Put - Call Ratio), and VIX (Volatility Index) for various stock index options on October 28, 2025 [1][2][3]. 3. Summary by Directory I. Option Trading Volume - On October 28, 2025, the trading volume of Shanghai - Shenzhen 300 ETF options (Shanghai market) was 101.12 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 151.17 million contracts; the trading volume of Shenzhen 100 ETF options was 6.62 million contracts; the trading volume of ChiNext ETF options was 180.50 million contracts; the trading volume of SSE 50 stock index options was 3.34 million contracts; the trading volume of Shanghai - Shenzhen 300 stock index options was 12.39 million contracts; the trading volume of CSI 1000 options was 21.93 million contracts [1]. - The table also shows the call, put, and total trading volumes of different index ETF options on the same day, such as the total trading volume of SSE 50 ETF options was 76.28 million contracts, with 39.52 million call contracts and 36.76 million put contracts [21]. II. Option PCR - The report provides the turnover PCR and position PCR of various stock index options on October 28, 2025, along with their环比 changes. For example, the turnover PCR of SSE 50 ETF options was 0.60, with a环比 increase of 0.16; the position PCR was 0.99, with a环比 decrease of 0.01 [2][34]. III. Option VIX - It shows the VIX and its环比 changes of different stock index options on October 28, 2025. For instance, the VIX of SSE 50 ETF options was 17.02%, with a环比 decrease of 0.28% [3][51].