股指期权日报-20251112

Report Summary 1. Report Industry Investment Rating No relevant 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), providing data on multiple types of stock index options such as Shanghai 50 ETF options, CSI 300 ETF options, etc. 3. Summary by Directory I. Option Trading Volume - On November 11, 2025, the trading volume of Shanghai 50 ETF options was 741,600 contracts; CSI 300 ETF options (Shanghai market) was 900,600 contracts; CSI 500 ETF options (Shanghai market) was 1,301,700 contracts; Shenzhen 100 ETF options was 79,900 contracts; ChiNext ETF options was 1,701,600 contracts; Shanghai 50 stock index options was 34,900 contracts; CSI 300 stock index options was 109,100 contracts; and CSI 1000 options total trading volume was 229,500 contracts [1]. - The table shows the call, put, and total trading volumes of various stock index ETF options on the same day, for example, the total trading volume of Shanghai 50 ETF options was 747,500 contracts [21]. II. Option PCR - The turnover PCR of Shanghai 50 ETF options was reported at 0.75, with a month - on - month change of +0.12; the position PCR was 0.93, with a month - on - month change of - 0.05. Similar data is provided for other types of options, such as CSI 300 ETF options (Shanghai market), where the turnover PCR was 0.88, with a month - on - month change of +0.13, and the position PCR was 1.08, with a month - on - month change of - 0.03 [2]. III. Option VIX - The VIX of Shanghai 50 ETF options was reported at 17.51%, with a month - on - month change of +0.40%; the VIX of CSI 300 ETF options (Shanghai market) was 19.05%, with a month - on - month change of +0.54%. Similar data is provided for other types of options, like the VIX of CSI 1000 stock index options was 24.22%, with a month - on - month change of +0.75% [3].