股指期权日报-20251107

Report Industry Investment Rating - Not provided Core Viewpoints - Not provided Summary by Directory Option Trading Volume - On November 6, 2025, the trading volume of SSE 50 ETF options was 861,500 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1,254,300 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1,647,700 contracts; the trading volume of Shenzhen 100 ETF options was 82,400 contracts; the trading volume of ChiNext ETF options was 1,802,200 contracts; the trading volume of SSE 50 index options was 40,700 contracts; the trading volume of CSI 300 index options was 133,200 contracts; the total trading volume of CSI 1000 options was 260,100 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the previous day, such as 502,100 call contracts and 514,100 put contracts for SSE 50 ETF options, with a total of 1,016,200 contracts [20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.67, with a month - on - month change of - 0.24; the position PCR was reported at 0.98, with a month - on - month change of + 0.09. Similar data is provided for other types of options [2] - The table presents the turnover PCR, month - on - month change, position PCR, and month - on - month change of various index ETF options on the previous day [32] Option VIX - The VIX of SSE 50 ETF options was reported at 16.51%, with a month - on - month change of - 0.63%. Similar data is provided for other types of options [3] - The table shows the VIX and month - on - month change values of various index ETF options on the previous day [46]