股指期权日报-20251113

Report Industry Investment Rating - Not provided in the content Core Viewpoint - The report presents a daily overview of the stock index options market, including option trading volume, PCR, and VIX data for various types of options on November 12, 2025 [1][2][3] Summary by Directory Option Trading Volume - On November 12, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 747,500 contracts; CSI 300 ETF options (Shanghai) was 958,000 contracts; CSI 500 ETF options (Shanghai) was 1,328,100 contracts; Shenzhen 100 ETF options was 65,300 contracts; ChiNext ETF options was 2,019,100 contracts; Shanghai Stock Exchange 50 stock index options was 44,600 contracts; CSI 300 stock index options was 120,600 contracts; and CSI 1000 options was 315,600 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the same day, such as 462,600 call and 453,000 put contracts for Shanghai Stock Exchange 50 ETF options, with a total of 915,600 contracts [20] Option PCR - The trading volume - weighted PCR and position - weighted PCR, along with their环比 changes, are provided for different options. For example, the trading volume - weighted PCR of Shanghai Stock Exchange 50 ETF options was 0.67, with a环比 change of - 0.08, and the position - weighted PCR was 0.98, with a环比 change of + 0.05 [2][32] Option VIX - The VIX values and their环比 changes of different options are reported. For instance, the VIX of Shanghai Stock Exchange 50 ETF options was 17.24%, with a环比 change of - 0.26% [3][47]