股指期权日报-20251031

Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various index options on October 30, 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 30, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 595,100 contracts; the trading volume of Shanghai Stock Exchange 300 ETF options was 748,100 contracts; the trading volume of Shanghai Stock Exchange 500 ETF options was 1,329,600 contracts; the trading volume of Shenzhen 100 ETF options was 51,400 contracts; the trading volume of ChiNext ETF options was 2,126,100 contracts; the trading volume of Shanghai Stock Exchange 50 index options was 40,000 contracts; the trading volume of Shanghai Stock Exchange 300 index options was 108,300 contracts; the total trading volume of China Securities 1000 options was 283,400 contracts [1] - The detailed trading volume data of call and put options and the total trading volume of various index ETF options are also provided, such as the total trading volume of Shanghai Stock Exchange 50 ETF options was 873,400 contracts [20] Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.61, with a month - on - month change of +0.08; the position PCR was reported at 0.96, with a month - on - month change of - 0.04. Similar data for other types of options are also presented [2][36] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 17.11%, with a month - on - month change of - 0.25%. Similar data for other types of options are also provided, such as the VIX of ChiNext ETF options was reported at 34.91%, with a month - on - month change of +0.41% [3][51]