股指期权日报-20251124

Report Industry Investment Rating - Not provided in the content Core Viewpoint - The report presents an overview of the stock index options market on November 21, 2025, including option trading volume, PCR, and VIX data for various types of options [1][2][3] Summary by Directory Option Trading Volume - On November 21, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 978,500 contracts; the trading volume of Shanghai Stock Exchange 300 ETF options was 1,167,700 contracts; the trading volume of Shanghai Stock Exchange 500 ETF options was 1,603,400 contracts; the trading volume of Shenzhen 100 ETF options was 128,900 contracts; the trading volume of ChiNext ETF options was 3,462,900 contracts; the trading volume of Shanghai Stock Exchange 50 stock index options was 90,900 contracts; the trading volume of Shanghai Stock Exchange 300 stock index options was 172,800 contracts; the total trading volume of China Securities 1000 options was 546,300 contracts [1] - The table also shows the call, put, and total trading volumes of various index ETF options [21] Option PCR - The trading volume PCR of Shanghai Stock Exchange 50 ETF options was reported at 1.18, with a month - on - month change of +0.36; the open interest PCR was reported at 0.78, with a month - on - month change of - 0.09. Similar data for other types of options are also provided [2][33] Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 17.81%, with a month - on - month change of +0.64%. Similar data for other types of options are also provided [3][46]