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股指期权日报-20251110
Hua Tai Qi Huo·2025-11-10 11:54

Report Industry Investment Rating - Not provided in the content Core Viewpoints - The report presents the trading data of various index options on November 7, 2025, including trading volume, PCR (Put-Call Ratio), and VIX (Volatility Index), to reflect the market conditions of index options [1][2][3] Summary by Directory 1. Option Trading Volume - On November 7, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 1.0162 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.1392 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.4885 million contracts; the trading volume of Shenzhen 100 ETF options was 0.0894 million contracts; the trading volume of ChiNext ETF options was 1.5671 million contracts; the trading volume of Shanghai Stock Exchange 50 index options was 0.0245 million contracts; the trading volume of CSI 300 index options was 0.1374 million contracts; and the total trading volume of CSI 1000 options was 0.2314 million contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the same day [20] 2. Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.78, with a month - on - month change of +0.11; the position PCR was reported at 0.97, with a month - on - month change of - 0.01. Similar data for other types of options are also provided, including CSI 300 ETF options (Shanghai market), CSI 500 ETF options (Shanghai market), Shenzhen 100 ETF options, ChiNext ETF options, Shanghai Stock Exchange 50 index options, CSI 300 index options, and CSI 1000 index options [2] - The table shows the turnover PCR, month - on - month change, position PCR, and month - on - month change of various index ETF options [32] 3. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 16.19%, with a month - on - month change of - 0.32%; the VIX of CSI 300 ETF options (Shanghai market) was reported at 17.64%, with a month - on - month change of - 0.21%. Similar data for other types of options are also provided, including CSI 500 ETF options (Shanghai market), Shenzhen 100 ETF options, ChiNext ETF options, Shanghai Stock Exchange 50 index options, CSI 300 index options, and CSI 1000 index options [3] - The table shows the VIX and month - on - month change values of various index ETF options [45]