股指期权日报-20251111

Report Summary 1. Report Industry Investment Rating No information provided. 2. Core View 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 November 10, 2025. 3. Summary by Directory I. Option Trading Volume - On November 10, 2025, the trading volumes of different stock index options were as follows: 593,400 contracts for SSE 50 ETF options; 779,500 contracts for CSI 300 ETF options (Shanghai market); 1,234,500 contracts for CSI 500 ETF options (Shanghai market); 63,300 contracts for Shenzhen 100 ETF options; 1,798,200 contracts for GEM ETF options; 34,000 contracts for SSE 50 stock index options; 94,100 contracts for CSI 300 stock index options; and 233,900 contracts for CSI 1000 options [1]. - The detailed breakdown of call, put, and total trading volumes for each option type is shown in Table 1. For example, the total trading volume of SSE 50 ETF options was 741,600 contracts (376,000 call contracts and 365,600 put contracts) [20]. II. Option PCR - The PCR data for different stock index options on November 10, 2025, are presented. For instance, the turnover PCR of SSE 50 ETF options was 0.63, with a - 0.15 change compared to the previous period, and the open - interest PCR was 0.97, with a + 0.00 change [2][32]. - The detailed PCR data for each option type, including turnover PCR, its change, open - interest PCR, and its change, are shown in Table 2 [32]. III. Option VIX - The VIX data for different stock index options on November 10, 2025, are as follows: the VIX of SSE 50 ETF options was 17.11%, with a + 0.92% change compared to the previous period; the VIX of CSI 300 ETF options (Shanghai market) was 18.51%, with a + 0.87% change [3][47]. - The detailed VIX data for each option type, including the VIX value and its change, are shown in Table 3 [47].