股指期权日报-20251103

Report Summary 1. Report Industry Investment Rating No relevant content provided. 2. Core View of the Report No clear core view is presented in the given content. It mainly provides data on the options market, including trading volume, PCR, and VIX. 3. Summary by Directory Option Trading Volume - On October 31, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 873,400 contracts; the trading volume of Shanghai Stock Exchange 300 ETF options was 1,160,800 contracts; the trading volume of Shanghai Stock Exchange 500 ETF options was 1,513,500 contracts; the trading volume of Shenzhen 100 ETF options was 42,200 contracts; the trading volume of ChiNext ETF options was 1,926,400 contracts; the trading volume of Shanghai Stock Exchange 50 index options was 41,800 contracts; the trading volume of Shanghai Stock Exchange 300 index options was 146,700 contracts; and the total trading volume of China Securities 1000 options was 266,300 contracts [1]. - The table shows the call, put, and total trading volumes of each type of index ETF option on the previous day, such as the total trading volume of Shanghai Stock Exchange 50 ETF options being 1,060,000 contracts [19]. Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.90, with a sequential change of +0.29; the position PCR was reported at 0.91, with a sequential change of -0.05. Similar data is provided for other types of options [2]. - The table presents the turnover PCR, sequential change, position PCR, and sequential change of each type of index ETF option on the previous day [32]. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 17.26%, with a sequential change of +0.15%. Similar data is provided for other types of options [3]. - The table shows the VIX and sequential change values of each type of index ETF option on the previous day [50].