股指期权日报-20251121

Report Industry Investment Rating - Not provided Core Viewpoints - Not provided Summary by Directory Option Trading Volume - On November 20, 2025, the trading volume of SSE 50 ETF options was 1.0168 million contracts; the trading volume of CSI 300 ETF options (Shanghai market) was 1.2358 million contracts; the trading volume of CSI 500 ETF options (Shanghai market) was 1.5685 million contracts; the trading volume of Shenzhen 100 ETF options was 76,200 contracts; the trading volume of ChiNext ETF options was 2.0988 million contracts; the trading volume of SSE 50 index options was 55,300 contracts; the trading volume of CSI 300 index options was 166,100 contracts; the total trading volume of CSI 1000 options was 339,200 contracts [1] - The call trading volume, put trading volume, and total trading volume of each type of option are also presented in tabular form, for example, the call trading volume of SSE 50 ETF options was 504,500 contracts, the put trading volume was 474,000 contracts, and the total trading volume was 978,500 contracts [19] Option PCR - The turnover PCR of SSE 50 ETF options was reported at 0.82, with a month - on - month change of - 0.05; the open interest PCR was reported at 0.87, with a month - on - month change of - 0.02. Similar data are provided for other types of options such as CSI 300 ETF options, CSI 500 ETF options, etc. [2][33] Option VIX - The VIX of SSE 50 ETF options was reported at 17.17%, with a month - on - month change of - 0.44%. Similar data are provided for other types of options, including CSI 300 ETF options, CSI 500 ETF options, etc. [3][48]