股指期权日报-20251114

Report Industry Investment Rating - Not provided Core Viewpoints - Not provided Summary by Directory Option Trading Volume - On November 13, 2025, the trading volume of SSE 50 ETF options was 915,600 contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1,125,500 contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1,777,500 contracts; the trading volume of Shenzhen 100 ETF options was 49,900 contracts; the trading volume of ChiNext ETF options was 2,130,800 contracts; the trading volume of SSE 50 index options was 41,000 contracts; the trading volume of CSI 300 index options was 121,100 contracts; the total trading volume of CSI 1000 options was 308,500 contracts [1] - The table shows the call, put, and total trading volumes of various index ETF options on the previous day, such as 425,200 call contracts and 415,300 put contracts for SSE 50 ETF options, with a total of 840,500 contracts [20] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.57, with a month - on - month change of - 0.10; the position PCR was reported at 1.04, with a month - on - month change of + 0.06. Similar data are 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 [31] Option VIX - The VIX of SSE 50 ETF options was reported at 16.90%, with a month - on - month change of - 0.34%. Similar data are given for other types of options [3] - The table shows the VIX and month - on - month change values of various index ETF options [47]